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subject:"Statistische Methodenlehre"
~accessRights:"free"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"VAR model"
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Search: subject_exact:"Estimation theory"
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Statistische Methodenlehre
VAR model
Estimation theory
146
Schätztheorie
146
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
Estimation
33
Schätzung
33
Panel
24
Panel study
24
Regression analysis
24
Regressionsanalyse
24
Bayes-Statistik
19
Bayesian inference
19
Forecasting model
19
Prognoseverfahren
19
Statistical test
11
Statistischer Test
11
Cointegration
10
Kointegration
10
VAR-Modell
9
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Statistical theory
8
Bootstrap approach
7
Bootstrap-Verfahren
7
Factor analysis
7
Faktorenanalyse
6
IV-Schätzung
6
Instrumental variables
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Method of moments
6
Momentenmethode
6
ARMA model
5
ARMA-Modell
5
Bias
5
Börsenkurs
5
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Working Paper
17
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English
17
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Gao, Jiti
6
Athanasopoulos, George
4
Peng, Bin
4
Vahid, Farshid
4
Martin, Gael M.
3
Robert, Christian P.
3
Yan, Yayi
3
Cheng, Tingting
2
Forchini, Giovanni
2
Frazier, David T.
2
Hyndman, Rob J.
2
Jiang, Bin
2
Panagiotelis, Anastasios
2
Phillips, Peter C. B.
2
Rousseau, Judith
2
Frazier, D. T.
1
Guillén, Osmani Teixeira de Carvalho
1
Han, Xiao
1
Issler, João Victor
1
Juodis, Artūras
1
Karavias, Yiannis
1
Li, Degui
1
Pan, Guangming
1
Poskitt, Donald Stephen
1
Sarafidis, Vasilis
1
Tang, Songqiao
1
Wu, Weibiao
1
Yang, Yanrong
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion papers / Deutsches Institut für Wirtschaftsforschung
19
Econometrics : open access journal
18
CESifo working papers
12
Discussion papers of interdisciplinary research project 373
12
NBER Working Paper
11
SFB 649 discussion paper
9
Working paper
9
CAMA working paper series
8
CREATES research paper
8
DIW Berlin Discussion Paper
8
Discussion paper / Tinbergen Institute
8
NBER technical working paper series
8
Federal Reserve Bank of Cleveland working paper series
7
Staff working paper / Bank of Canada
6
Documento de trabajo
5
ECARES working paper
5
NBER working paper series
5
Working paper / Federal Reserve Bank of Dallas, Research Department
5
Working paper series
5
Working paper series / European Central Bank
5
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
4
CEMFI working paper
4
CFS working paper series
4
ECB Working Paper
4
KBI
4
Quantitative economics : QE ; journal of the Econometric Society
4
Queen's Economics Department working paper
4
Working papers
4
Working papers series in theoretical and applied economics
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3
CESifo Working Paper Series
3
Cardiff economics working papers
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Discussion papers / Department of Economics, University of Copenhagen
3
Economics discussion papers
3
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
3
LEM working paper series
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ECONIS (ZBW)
17
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Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
Saved in:
2
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
3
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
4
Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2021
Persistent link: https://www.econbiz.de/10012668893
Saved in:
5
Approximating bayes in the 21st century
Martin, Gael M.
;
Frazier, David T.
;
Robert, Christian P.
-
2021
Persistent link: https://www.econbiz.de/10013193948
Saved in:
6
A homogeneous approach to testing for granger non-causality in heterogeneous panels
Juodis, Artūras
;
Karavias, Yiannis
;
Sarafidis, Vasilis
-
2020
Persistent link: https://www.econbiz.de/10012610528
Saved in:
7
Bayesian estimation based on summary statistics : double asymptotics and practice
Cheng, Tingting
;
Gao, Jiti
;
Phillips, Peter C. B.
-
2017
Persistent link: https://www.econbiz.de/10011781976
Saved in:
8
Asymptotic properties of approximate Bayesian computation
Frazier, David T.
;
Martin, Gael M.
;
Robert, Christian P.
; …
-
2017
Persistent link: https://www.econbiz.de/10011782219
Saved in:
9
A frequency approach to Bayesian asymptotics
Cheng, Tingting
;
Gao, Jiti
;
Phillips, Peter C. B.
-
2016
Persistent link: https://www.econbiz.de/10011781652
Saved in:
10
Bayesian rank selection in multivariate regression
Jiang, Bin
;
Panagiotelis, Anastasios
;
Athanasopoulos, George
-
2016
Persistent link: https://www.econbiz.de/10011781655
Saved in:
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