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subject:"Statistische Methodenlehre"
type_genre:"Arbeitspapier"
~isPartOf:"Economics discussion papers"
~subject:"Estimation"
~subject:"Zeitreihenanalyse"
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Statistische Methodenlehre
Estimation
Zeitreihenanalyse
Estimation theory
43
Schätztheorie
43
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11
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9
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9
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Bairam, Erkin İbrahim
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Nielsen, Bent
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1
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1
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1
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1
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1
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Economics discussion papers
Discussion paper / Tinbergen Institute
125
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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23
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Finite sample critical values for flexible fourier form lagrange-multiplier and dickey-fuller unit root tests
King, Alan
-
2022
Persistent link: https://www.econbiz.de/10013279220
Saved in:
2
Generalised empirical likelihood-based kernel density estimation
Oryshchenko, Vitaliy
;
Smith, Richard J.
-
2013
Persistent link: https://www.econbiz.de/10009747345
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3
Robust inference on parameters via particle filters and sandwich covariance matrices
Doucet, Arnaud
;
Shephard, Neil G.
-
2012
Persistent link: https://www.econbiz.de/10009579335
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4
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009532730
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5
Encompassing tests of socioeconomic signals in surface climate data
McKitrick, Ross
-
2012
Persistent link: https://www.econbiz.de/10009500757
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6
Multivariate trend comparisons between autocorrelated climate series with general trend regression
McKitrick, Ross
;
Vogelsang, Timothy J.
-
2011
Persistent link: https://www.econbiz.de/10009500892
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7
An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren
;
Nielsen, Bent
-
2008
Persistent link: https://www.econbiz.de/10003807422
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8
Properties of estimated characteristic roots
Nielsen, Bent
;
Bohn Nielsen, Heino
-
2008
Persistent link: https://www.econbiz.de/10003807439
Saved in:
9
Singular vector autoregressions with deterministic terms : strong consistency and lag order determination
Nielsen, Bent
-
2008
Persistent link: https://www.econbiz.de/10003807452
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10
Local linear impulse responses for a small open economy
Haug, Alfred Albert
;
Smith, Christie
-
2007
Persistent link: https://www.econbiz.de/10003474435
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