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subject:"Simulation"
subject:"Statistical theory"
~isPartOf:"CREATES research paper"
~subject:"Forecasting model"
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Search: subject_exact:"Estimation theory"
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Simulation
Statistical theory
Forecasting model
Stochastic process
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
Stochastischer Prozess
15
Volatility
15
Volatilität
15
Cointegration
14
Kointegration
14
ARCH model
12
ARCH-Modell
12
Statistical test
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
10
Statistical inference
10
USA
10
United States
10
Prognoseverfahren
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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24
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24
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Arbeitspapier
24
Graue Literatur
24
Non-commercial literature
24
Working Paper
24
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English
24
Author
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Bennedsen, Mikkel
3
Lunde, Asger
3
Barndorff-Nielsen, Ole E.
2
Hillebrand, Eric
2
Kristensen, Dennis
2
Lee, Tae-hwy
2
Nielsen, Morten Ørregaard
2
Pakkanen, Mikko S.
2
Veraart, Almut E. D.
2
Andersen, Torben
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Christensen, Bent Jesper
1
Corcuera, José Manual
1
Creel, Michael D.
1
Floor Brix, Anne
1
Guégan, Dominique
1
Hounyo, Ulrich
1
Kanaya, Shin
1
Kock, Anders B.
1
Kock, Anders Bredahl
1
Kristensen, Johannes Tang
1
Lahiri, Kajal
1
Medeiros, Marcelo C.
1
Neri, Luca
1
Nielsen, Frank
1
Osterrieder, Daniela
1
Parra-Alvarez, Juan Carlos
1
Podolskij, Mark
1
Rossi, Eduardo
1
Réveillac, Anthony
1
Santucci de Magistris, Paolo
1
Seo, Wonk-ki
1
Seong, Dakyung
1
Shephard, Neil G.
1
Sørensen, Michael
1
Varneskov, Rasmus Tangsgaard
1
Ventosa-Santaulària, Daniel
1
Vera-Valdés, J. Eduardo
1
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CREATES research paper
Journal of econometrics
200
International journal of forecasting
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
110
Economics letters
78
Journal of forecasting
77
Econometric reviews
73
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
59
Discussion paper / Tinbergen Institute
54
Econometric theory
49
European journal of operational research : EJOR
40
Working paper / Department of Econometrics and Business Statistics, Monash University
34
Computational economics
32
Economic modelling
27
Discussion paper
26
Discussion paper / Center for Economic Research, Tilburg University
26
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Insurance / Mathematics & economics
24
The econometrics journal
24
Journal of empirical finance
23
NBER Working Paper
23
Working paper
23
Cowles Foundation discussion paper
22
Journal of applied econometrics
22
Operations research
22
Oxford bulletin of economics and statistics
21
Série des documents de travail / Centre de Recherche en Économie et Statistique
21
Europäische Hochschulschriften / 5
20
Finance research letters
20
Journal of the American Statistical Association : JASA
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Econometrics : open access journal
19
Journal of quantitative economics : official journal of the Indian Econometric Society
19
Discussion papers of interdisciplinary research project 373
18
International economic review
18
Journal of banking & finance
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Quantitative finance
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Discussion paper series / IZA
16
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ECONIS (ZBW)
24
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1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
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:
3
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:
4
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
5
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
6
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
Saved in:
7
Unbalanced regressions and the predictive equation
Osterrieder, Daniela
;
Ventosa-Santaulària, Daniel
; …
-
2015
Persistent link: https://www.econbiz.de/10011516995
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
Functional limit theorems for generalized variations of the fractional Brownian sheet
Pakkanen, Mikko S.
;
Réveillac, Anthony
-
2014
Persistent link: https://www.econbiz.de/10010346664
Saved in:
10
ABC of SV : limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
-
2014
Persistent link: https://www.econbiz.de/10010401691
Saved in:
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