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subject:"Statistische Methodenlehre"
type_genre:"Thesis"
~isPartOf:"CREATES research paper"
~subject:"Modellierung"
~subject:"VAR-Modell"
~type_genre:"Arbeitspapier"
~type_genre:"Einführung"
~type_genre:"Lehrbuch"
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Search: subject_exact:"Estimation theory"
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Statistische Methodenlehre
Modellierung
VAR-Modell
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
Stochastic process
15
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
Forecasting model
9
Prognoseverfahren
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
VAR model
8
Autocorrelation
6
Autokorrelation
6
Nichtlineare Regression
6
Nonlinear regression
6
Scientific modelling
6
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Online availability
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Free
14
Type of publication
All
Book / Working Paper
14
Type of publication (narrower categories)
All
Thesis
Arbeitspapier
Einführung
Lehrbuch
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Language
All
English
14
Author
All
Teräsvirta, Timo
4
Andersen, Torben
2
Johansen, Søren
2
Bohn Nielsen, Heino
1
Callot, Laurent
1
Callot, Laurent A. F.
1
He, Changli
1
Hubrich, Kirstin
1
Kang, Jian
1
Kock, Anders B.
1
Kock, Anders Bredahl
1
Kristensen, Dennis
1
Kurita, Takamitsu
1
Lanne, Markku
1
Medeiros, Marcelo C.
1
Meitz, Mika
1
Nielsen, Morten Ørregaard
1
Rahbek, Anders
1
Saikkonen, Pentti
1
Silvennoinen, Annastiina
1
Swensen, Anders Rygh
1
Sørensen, Michael
1
Todorov, Viktor
1
Varneskov, Rasmus Tangsgaard
1
Yang, Yukai
1
Zhang, Shuhua
1
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Published in...
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CREATES research paper
Discussion paper / Tinbergen Institute
24
CEMMAP working papers / Centre for Microdata Methods and Practice
22
Discussion papers / Deutsches Institut für Wirtschaftsforschung
20
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Working paper
16
Discussion papers / CEPR
15
CESifo working papers
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
13
Discussion paper / Center for Economic Research, Tilburg University
12
Discussion papers of interdisciplinary research project 373
12
Technical working paper / National Bureau of Economic Research
12
CORE discussion paper : DP
11
Europäische Hochschulschriften / 5
11
Cowles Foundation discussion paper
10
Working papers in economics and econometrics
10
Discussion paper / Centre for Economic Policy Research
9
SFB 649 discussion paper
9
Federal Reserve Bank of Cleveland working paper series
8
KBI
8
Working paper / National Bureau of Economic Research, Inc.
8
Working paper series
8
Queen's Economics Department working paper
7
Working paper series / European Central Bank
7
Working papers series in theoretical and applied economics
7
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
6
CEMFI working paper
6
Discussion paper series / IZA
6
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
6
NBER working paper series
6
Staff working paper / Bank of Canada
6
Working paper / Federal Reserve Bank of Dallas, Research Department
6
Working paper series / University of Zurich, Department of Economics
6
Working papers / Penn Institute for Economic Research
6
Barcelona GSE working paper series : working paper
5
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
5
Discussion paper
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Discussion papers / Department of Economics, University of Copenhagen
5
Documento de trabajo
5
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All
ECONIS (ZBW)
14
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1
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:
2
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
3
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
4
Identification and estimation of non-Gaussian structural vector autoregressions
Lanne, Markku
;
Meitz, Mika
;
Saikkonen, Pentti
-
2015
Persistent link: https://www.econbiz.de/10010514606
Saved in:
5
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
6
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010336592
Saved in:
7
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:
8
Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin
;
Teräsvirta, Timo
-
2013
Persistent link: https://www.econbiz.de/10009751844
Saved in:
9
The role of initial values in nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2012
Persistent link: https://www.econbiz.de/10009667400
Saved in:
10
Oracle efficient estimation and forecasting with the adaptive LASSO and the adaptive group LASSO in vector autoregressions
Kock, Anders Bredahl
;
Callot, Laurent A. F.
-
2012
Persistent link: https://www.econbiz.de/10009614483
Saved in:
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