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subject:"Prognoseverfahren"
~isPartOf:"CREATES research paper"
~subject:"Induktive Statistik"
~subject:"Kointegration"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Induktive Statistik
Kointegration
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Volatilität
15
Cointegration
14
ARCH model
12
ARCH-Modell
12
Statistical test
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Regression analysis
10
Regressionsanalyse
10
Statistical inference
10
USA
10
United States
10
Forecasting model
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
Nonlinear regression
6
Scientific modelling
6
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Free
32
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Book / Working Paper
32
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Arbeitspapier
32
Graue Literatur
32
Non-commercial literature
32
Working Paper
32
Language
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English
32
Author
All
Nielsen, Morten Ørregaard
6
Johansen, Søren
4
MacKinnon, James G.
4
Bennedsen, Mikkel
2
Hillebrand, Eric
2
Kock, Anders Bredahl
2
Lee, Tae-hwy
2
Rahbek, Anders
2
Varneskov, Rasmus Tangsgaard
2
Ventosa-Santaulària, Daniel
2
Andersen, Torben
1
Bohn Nielsen, Heino
1
Bugni, Federico A.
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Caner, Mehmet
1
Carlini, Federico
1
Cattaneo, Matias D.
1
Christensen, Bent Jesper
1
Christensen, Kim
1
Demetrescum, Matei
1
Djogbenou, Antoine A.
1
Franchi, Massimo
1
Frederiksen, Per
1
Gatarek, Lukasz
1
Hanck, Christoph
1
Hounyo, Ulrich
1
Hubrich, Kirstin
1
Jansson, Michael
1
Kock, Anders B.
1
Kristensen, Dennis
1
Kristensen, Johannes Tang
1
Kruse, Robinson
1
Kurita, Takamitsu
1
Lahiri, Kajal
1
Lahiri, Soumendra
1
Lasak, Katarzyna
1
Lunde, Asger
1
Medeiros, Marcelo C.
1
Nagasawa, Kenichi
1
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CREATES research paper
Journal of econometrics
208
International journal of forecasting
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
92
Journal of forecasting
73
CEMMAP working papers / Centre for Microdata Methods and Practice
57
Econometric theory
55
Economics letters
53
Econometric reviews
44
The econometrics journal
41
Cowles Foundation Discussion Paper
38
Discussion paper / Tinbergen Institute
38
Cowles Foundation discussion paper
36
Working paper / Department of Econometrics and Business Statistics, Monash University
35
Journal of the American Statistical Association : JASA
32
Econometrics : open access journal
27
Applied economics letters
24
Economic modelling
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Applied economics
19
CESifo working papers
18
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
NBER working paper series
18
Working paper
18
Quantitative economics : QE ; journal of the Econometric Society
17
Computational economics
15
Insurance / Mathematics & economics
15
NBER Working Paper
15
International journal of economics and financial issues : IJEFI
14
Journal of applied econometrics
14
Journal of empirical finance
14
Oxford bulletin of economics and statistics
14
Queen's Economics Department working paper
14
Discussion paper series / IZA
13
Journal of financial econometrics
13
Finance research letters
12
Journal of banking & finance
12
Journal of time series econometrics
12
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ECONIS (ZBW)
32
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1
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
2
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189456
Saved in:
3
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
4
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
5
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
6
Wild Bootstrap and Asymptotic Inference with Multiway Clustering
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
-
2020
Persistent link: https://www.econbiz.de/10012317779
Saved in:
7
Asymptotic theory and wild bootstrap inference with clustered errors
Djogbenou, Antoine A.
;
MacKinnon, James G.
;
Nielsen, …
-
2019
Persistent link: https://www.econbiz.de/10012063541
Saved in:
8
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
9
Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren
;
Nyboe Tabor, Morten
-
2017
Persistent link: https://www.econbiz.de/10011624144
Saved in:
10
The role of cointegration for optimal hedging with heteroscedastic error term
Gatarek, Lukasz
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011624150
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