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subject:"United States"
~isPartOf:"CREATES research paper"
~subject:"Forecasting model"
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Search: subject_exact:"Estimation theory"
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Risk
United States
Forecasting model
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
Kointegration
14
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12
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12
Statistical test
12
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12
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11
Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
10
Statistical inference
10
USA
10
Prognoseverfahren
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
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Nichtlineare Regression
6
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6
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17
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Working Paper
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17
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17
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English
17
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Callot, Laurent
2
Hillebrand, Eric
2
Kock, Anders Bredahl
2
Lee, Tae-hwy
2
Andersen, Torben
1
Bennedsen, Mikkel
1
Bohn Nielsen, Heino
1
Bredahl Kock, Anders
1
Callot, Laurent A. F.
1
Caner, Mehmet
1
Demetrescu, Matei
1
Hounyo, Ulrich
1
Kock, Anders B.
1
Kristensen, Johannes Tang
1
Kruse-Becher, Robinson
1
Kurita, Takamitsu
1
Lahiri, Kajal
1
Lunde, Asger
1
MacKinnon, James G.
1
Medeiros, Marcelo C.
1
Mirone, Giorgio
1
Nielsen, Morten Ørregaard
1
Nolte, Ingmar
1
Osterrieder, Daniela
1
Rahbek, Anders
1
Riquelme, Juan Andres
1
Shephard, Neil G.
1
Varneskov, Rasmus Tangsgaard
1
Ventosa-Santaulària, Daniel
1
Vera-Valdés, J. Eduardo
1
Veraart, Almut E. D.
1
Voev, Valeri
1
Yang, Yukai
1
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CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
37
Discussion paper / Tinbergen Institute
28
Working paper / Department of Econometrics and Business Statistics, Monash University
21
Discussion paper / Centre for Economic Policy Research
16
Discussion paper
15
Discussion paper series / IZA
15
Working paper
15
Technical working paper / National Bureau of Economic Research
13
Discussion papers / CEPR
12
Working papers / Rutgers University, Department of Economics
12
CEMMAP working papers / Centre for Microdata Methods and Practice
11
CESifo working papers
11
Finance and economics discussion series
11
NBER working paper series
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
Working papers series in theoretical and applied economics
10
Discussion paper / Center for Economic Research, Tilburg University
9
Discussion paper / Department of Economics, University of California San Diego
9
Working paper series / European Central Bank
8
Working papers
8
Cowles Foundation discussion paper
7
Report / Econometric Institute, Erasmus University Rotterdam
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Economics discussion papers
6
KBI
6
SFB 649 discussion paper
6
Staff reports / Federal Reserve Bank of New York
6
Barcelona GSE working paper series : working paper
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Discussion papers in economics
5
Economic research paper / Loughborough University, Department of Economics
5
International finance discussion papers
5
Research paper / University of Melbourne, Department of Economics
5
Staff working paper / Bank of Canada
5
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
5
CORE discussion paper : DP
4
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Discussion paper series
4
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ECONIS (ZBW)
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Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
2
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:
3
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
4
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
5
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
6
Unbalanced regressions and the predictive equation
Osterrieder, Daniela
;
Ventosa-Santaulària, Daniel
; …
-
2015
Persistent link: https://www.econbiz.de/10011516995
Saved in:
7
Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
-
2015
Persistent link: https://www.econbiz.de/10011516996
Saved in:
8
Estimation and forecasting of large realized covariance matrices and portfolio choice
Callot, Laurent
;
Kock, Anders B.
;
Medeiros, Marcelo C.
-
2014
Persistent link: https://www.econbiz.de/10010433252
Saved in:
9
Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010339079
Saved in:
10
Oracle inequalities for high-dimensional panel data models
Bredahl Kock, Anders
-
2013
Persistent link: https://www.econbiz.de/10009763896
Saved in:
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