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subject:"Simulation"
subject:"Statistical theory"
~isPartOf:"CREATES research paper"
~subject:"Kointegration"
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Search: subject_exact:"Estimation theory"
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Simulation
Statistical theory
Kointegration
Monte-Carlo-Simulation
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
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Volatilität
15
Cointegration
14
ARCH model
12
ARCH-Modell
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Statistical test
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Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
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Statistical inference
10
USA
10
United States
10
Forecasting model
9
Prognoseverfahren
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
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VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
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6
Scientific modelling
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30
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English
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Johansen, Søren
4
Nielsen, Morten Ørregaard
4
Kristensen, Dennis
3
Lunde, Asger
3
Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Christensen, Bent Jesper
2
Floor Brix, Anne
2
Pakkanen, Mikko S.
2
Rahbek, Anders
2
Rossi, Eduardo
2
Santucci de Magistris, Paolo
2
Bohn Nielsen, Heino
1
Carlini, Federico
1
Corcuera, José Manual
1
Creel, Michael D.
1
Franchi, Massimo
1
Frederiksen, Per
1
Gatarek, Lukasz
1
Guégan, Dominique
1
Hubrich, Kirstin
1
Kanaya, Shin
1
Kruse, Robinson
1
Kurita, Takamitsu
1
Lasak, Katarzyna
1
MacKinnon, James G.
1
Neri, Luca
1
Nielsen, Frank
1
Nyboe Tabor, Morten
1
Parra-Alvarez, Juan Carlos
1
Podolskij, Mark
1
Réveillac, Anthony
1
Sandberg, Rickard
1
Seo, Wonk-ki
1
Seong, Dakyung
1
Swensen, Anders Rygh
1
Sørensen, Michael
1
Teräsvirta, Timo
1
Varneskov, Rasmus Tangsgaard
1
Velasco, Carlos
1
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CREATES research paper
Journal of econometrics
221
Econometric reviews
101
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
99
Economics letters
91
Econometric theory
69
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
60
Discussion paper / Tinbergen Institute
57
Economic modelling
41
European journal of operational research : EJOR
40
Econometrics : open access journal
39
Computational economics
37
NBER Working Paper
35
The econometrics journal
35
Applied economics letters
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Cowles Foundation discussion paper
32
Working paper / Department of Econometrics and Business Statistics, Monash University
32
Applied economics
26
Working paper / National Bureau of Economic Research, Inc.
26
Discussion paper / Center for Economic Research, Tilburg University
24
Oxford bulletin of economics and statistics
24
Série des documents de travail / Centre de Recherche en Économie et Statistique
24
Discussion papers of interdisciplinary research project 373
22
NBER working paper series
22
Operations research
22
CEMMAP working papers / Centre for Microdata Methods and Practice
21
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
20
Journal of applied econometrics
20
Journal of quantitative economics : official journal of the Indian Econometric Society
20
Working paper
20
Discussion paper
19
Europäische Hochschulschriften / 5
19
Discussion paper series / IZA
18
Journal of economic dynamics & control
18
Technical working paper / National Bureau of Economic Research
18
Working paper series
18
International economic review
17
International journal of forecasting
16
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ECONIS (ZBW)
30
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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
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
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:
5
The role of cointegration for optimal hedging with heteroscedastic error term
Gatarek, Lukasz
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011624150
Saved in:
6
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/10011648634
Saved in:
7
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:
8
A generalized Schwartz model for energy spot prices : estimation using a particle MCMC method
Floor Brix, Anne
;
Lunde, Asger
;
Wei, Wei
-
2015
Persistent link: https://www.econbiz.de/10011373234
Saved in:
9
Medium band least squares estimation of fractional cointegration in the presence of low-requency contamination
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
-
2015
Persistent link: https://www.econbiz.de/10010529447
Saved in:
10
Functional limit theorems for generalized variations of the fractional Brownian sheet
Pakkanen, Mikko S.
;
Réveillac, Anthony
-
2014
Persistent link: https://www.econbiz.de/10010346664
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