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subject:"Schätztheorie"
~isPartOf:"Suntory and Toyota International Centres for Economics and Related Disciplines"
~person:"Robinson, Peter M."
~person:"Zaffaroni, Paolo"
~subject:"Econometrics"
~subject:"Zeitreihenanalyse"
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Schätztheorie
Econometrics
Zeitreihenanalyse
Theorie
17
Theory
17
Estimation theory
9
Time series analysis
9
Estimation
3
Schätzung
3
Aggregation
2
Stochastic process
2
Stochastischer Prozess
2
USA
2
United States
2
Volatility
2
Volatilität
2
1885-1994
1
1947-1991
1
1985-1996
1
Currency derivative
1
Dynamische Wirtschaftstheorie
1
Economic convergence
1
Economic dynamics
1
Growth theory
1
Großbritannien
1
Japan
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Private consumption
1
Privater Konsum
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Statistical test
1
Statistischer Test
1
United Kingdom
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Wachstumstheorie
1
Welt
1
Wirtschaftliche Konvergenz
1
World
1
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1
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1
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Book / Working Paper
16
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Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Language
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English
16
Author
All
Robinson, Peter M.
Zaffaroni, Paolo
Marinucci, Domenico
4
Harvey, Andrew C.
3
Arteche, Josu
2
Giraitis, Liudas
2
Hidalgo, Javier
2
Koopman, Siem Jan
2
MacCrorie, J. Roderick
2
Busetti, Fabio
1
Gil-Alaña, Luis A.
1
Hajivassiliou, Vassilis Argyrou
1
Henry, Mark S.
1
Hidalgo, F. J.
1
Lobato, Ignacio N.
1
Michelacci, Claudio
1
Penzer, Jeremy
1
Samarov, Alexander
1
Schafgans, Marcia M. A.
1
Surgailis, Donatas
1
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Suntory and Toyota International Centres for Economics and Related Disciplines
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
26
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Econometric theory
7
Econometrics papers
4
Journal of econometrics
4
The review of economic studies
3
Discussion paper / Centre for Economic Policy Research
2
ECARES working paper
2
Advanced texts in econometrics
1
Athens Conference on Applied Probability and Time Series Analysis
1
Discussion paper series / LSE Financial Markets Group
1
Documento de trabajo / Centro de Estudios Monetarios y Financieros
1
Journal of applied econometrics
1
Journal of economic surveys
1
Journal of monetary economics
1
LSE STICERD Research Paper
1
Lecture notes in statistics
1
Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya
1
Oxford bulletin of economics and statistics
1
Revista de econometria
1
Revista española de economía
1
Robust inference
1
Temi di discussione del Servizio Studi / Banca d'Italia
1
Working paper / Centro de Estudios Monetarios y Financieros / Centro de Estudios Monetarios y Financieros
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working papers
1
Working papers / Department of Economics, Universidad Carlos III de Madrid
1
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ECONIS (ZBW)
16
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1
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10
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16
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1
Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels
Robinson, Peter M.
;
Henry, Mark S.
-
1998
Persistent link: https://www.econbiz.de/10000990118
Saved in:
2
Weak convergence of multivariate fractional processes
Marinucci, Domenico
;
Robinson, Peter M.
-
1998
Persistent link: https://www.econbiz.de/10000991072
Saved in:
3
Alternative forms of fractional Brownian motion
Marinucci, Domenico
;
Robinson, Peter M.
-
1998
Persistent link: https://www.econbiz.de/10000991075
Saved in:
4
Semiparametric inference in seasonal and cyclical long memory processes
Arteche, Josu
;
Robinson, Peter M.
-
1998
Persistent link: https://www.econbiz.de/10000994844
Saved in:
5
Seasonal and cyclical long memory
Arteche, Josu
;
Robinson, Peter M.
-
1998
Persistent link: https://www.econbiz.de/10000994845
Saved in:
6
Variance-type estimation of long memory
Giraitis, Liudas
;
Robinson, Peter M.
;
Surgailis, Donatas
-
1998
Persistent link: https://www.econbiz.de/10000996492
Saved in:
7
Semiparametric frequency domain analysis of fractional cointegration
Robinson, Peter M.
;
Marinucci, Domenico
-
1998
Persistent link: https://www.econbiz.de/10000983439
Saved in:
8
Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000954585
Saved in:
9
Time series regression with long range dependence
Robinson, Peter M.
;
Hidalgo, F. J.
-
1997
Persistent link: https://www.econbiz.de/10000955130
Saved in:
10
Modelling nonlinearity and long memory in time series
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000955132
Saved in:
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