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subject:"Prognoseverfahren"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~subject:"Robustes Verfahren"
~subject:"Zeitreihenanalyse"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Robustes Verfahren
Zeitreihenanalyse
Estimation theory
26
Schätztheorie
26
Time series analysis
14
Cointegration
7
Kointegration
7
Bootstrap approach
6
Bootstrap-Verfahren
6
ARCH model
4
ARCH-Modell
4
Statistical test
4
Statistischer Test
4
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Theorie
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Theory
3
VAR model
3
VAR-Modell
3
Autocorrelation
2
Autokorrelation
2
Bootstrap
2
Modellierung
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Private consumption
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Privater Konsum
2
Rational expectations
2
Rationale Erwartung
2
Regression analysis
2
Regressionsanalyse
2
Robust statistics
2
Scientific modelling
2
1-step Huber-skip
1
1965-2008
1
Abstract
1
Adjustment coefficients
1
Analysis of variance
1
Asymptotic Theory
1
Asymptotic theory
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15
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Working Paper
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15
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15
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English
15
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Johansen, Søren
8
Nielsen, Bent
5
Rahbek, Anders
4
Cavaliere, Giuseppe
3
Berenguer-Rico, Vanessa
2
Bohn Nielsen, Heino
2
Franchi, Massimo
1
Hetland, Simon Thinggaard
1
Kristensen, Dennis
1
Nielsen, Morten Ørregaard
1
Nyboe Tabor, Morten
1
Pedersen, Rasmus Søndergaard
1
Perera, Indeewara
1
Sørensen, Jesper R.-V.
1
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Discussion papers / Department of Economics, University of Copenhagen
Discussion paper / Tinbergen Institute
112
Working paper / Department of Econometrics and Business Statistics, Monash University
74
CREATES research paper
68
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
56
Cowles Foundation discussion paper
34
Discussion paper / Center for Economic Research, Tilburg University
33
CEMMAP working papers / Centre for Microdata Methods and Practice
30
SFB 649 discussion paper
28
Série des documents de travail / Centre de Recherche en Économie et Statistique
28
Working paper / National Bureau of Economic Research, Inc.
27
Working paper series
27
KBI
24
Technical working paper / National Bureau of Economic Research
23
Working paper
23
Discussion papers of interdisciplinary research project 373
22
Report / Econometric Institute, Erasmus University Rotterdam
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
21
Discussion paper
20
CESifo working papers
18
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
17
EUI working paper / ECO
17
Discussion papers in economics
16
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
15
Documentos de trabajo / Banco de España, Servicio de Estudios
15
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
15
Working papers / Rutgers University, Department of Economics
15
CORE discussion paper : DP
14
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14
Queen's Economics Department working paper
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Working papers series in theoretical and applied economics
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Cahiers du Département d'Econométrie
13
Economics discussion papers
13
Umeå economic studies
13
Discussion papers / CEPR
12
Finance and economics discussion series
12
Série des documents de travail
12
Working papers
12
Department of Economics discussion paper series / University of Oxford
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Discussion paper / Tinbergen Institute / Tinbergen Institute
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Specification tests for GARCH processes
Cavaliere, Giuseppe
;
Perera, Indeewara
;
Rahbek, Anders
-
2021
Persistent link: https://www.econbiz.de/10012627489
Saved in:
2
An introduction to bootstrap theory in time series econometrics
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2020
Persistent link: https://www.econbiz.de/10012319239
Saved in:
3
Testing a class of semi- or nonparametric conditional moment restriction models using series methods
Sørensen, Jesper R.-V.
-
2020
Persistent link: https://www.econbiz.de/10012319254
Saved in:
4
The analysis of marked and weighted empirical processes ofestimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012099330
Saved in:
5
Models where the least trimmed squares and least median of squares estimators are maximum likelihood
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012101101
Saved in:
6
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
-
2019
Persistent link: https://www.econbiz.de/10012319208
Saved in:
7
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
-
2019
Persistent link: https://www.econbiz.de/10011992503
Saved in:
8
Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models
Johansen, Søren
-
2018
Persistent link: https://www.econbiz.de/10011865955
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/10011625471
Saved in:
10
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
Franchi, Massimo
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011654453
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