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subject:"Statistische Methodenlehre"
type_genre:"Arbeitspapier"
~isPartOf:"Economics discussion papers"
~person:"Nielsen, Bent"
~subject:"Zeitreihenanalyse"
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Statistische Methodenlehre
Zeitreihenanalyse
Estimation theory
9
Schätztheorie
9
Time series analysis
3
Kleinste-Quadrate-Methode
2
Least squares method
2
VAR model
2
VAR-Modell
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A fixed point
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Age-period-cohort model
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Autocorrelation
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Autokorrelation
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Canonical parametrization
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Cointegration
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Cumulated sum of squares
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Generalized Linear Models
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Identification
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Kointegration
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Lag-Modell
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Lexis diagrams
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Nichtlineare Regression
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Non-linear Least Squares
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Non-stationarity
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Nonlinear regression
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Poisson approximation to gauge
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Regression analysis
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Regressionsanalyse
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Specification tests
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Structural break
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Strukturbruch
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The iterated 1-step Huber-skip M-estimator
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Tightness
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Weighted and marked empirical processes
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rank deficiency
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weak identification
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Arbeitspapier
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English
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Nielsen, Bent
Bairam, Erkin İbrahim
3
Shephard, Neil G.
2
Bohn Nielsen, Heino
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Doucet, Arnaud
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Haug, Alfred Albert
1
Johansen, Søren
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King, Alan
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McKitrick, Ross
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Noureldin, Diaa
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Sheppard, Kevin
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Economics discussion papers
Discussion papers / Department of Economics, University of Copenhagen
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CREATES research paper
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Department of Economics discussion paper series / University of Oxford
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ECONIS (ZBW)
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An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren
;
Nielsen, Bent
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2008
Persistent link: https://www.econbiz.de/10003807422
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2
Properties of estimated characteristic roots
Nielsen, Bent
;
Bohn Nielsen, Heino
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2008
Persistent link: https://www.econbiz.de/10003807439
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Singular vector autoregressions with deterministic terms : strong consistency and lag order determination
Nielsen, Bent
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2008
Persistent link: https://www.econbiz.de/10003807452
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