//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Stochastischer Prozess"
subject:"Volatility"
~accessRights:"free"
~isPartOf:"CREATES research paper"
~isPartOf:"Documento de trabajo"
~language:"eng"
~subject:"Kointegration"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
Kointegration
Estimation theory
144
Schätztheorie
144
Time series analysis
64
Zeitreihenanalyse
64
Estimation
25
Schätzung
25
Volatilität
21
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Stochastic process
19
Theorie
18
Theory
18
Cointegration
14
ARCH model
13
ARCH-Modell
13
VAR model
13
VAR-Modell
13
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
Bayes-Statistik
7
Bayesian inference
7
Modellierung
7
Scientific modelling
7
Autocorrelation
6
Autokorrelation
6
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
44
Type of publication (narrower categories)
All
Arbeitspapier
44
Graue Literatur
44
Non-commercial literature
44
Working Paper
44
Language
All
English
Author
All
Nielsen, Morten Ørregaard
5
Rodriguez, Gabriel
5
Teräsvirta, Timo
5
Johansen, Søren
4
Kristensen, Dennis
3
Silvennoinen, Annastiina
3
Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Christensen, Bent Jesper
2
Lunde, Asger
2
Pakkanen, Mikko S.
2
Rahbek, Anders
2
Rossi, Eduardo
2
Santucci de Magistris, Paolo
2
Alvarado, Mauricio
1
Amado, Cristina
1
Andersen, Torben
1
Bohn Nielsen, Heino
1
Calero, Roberto
1
Carlini, Federico
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Corcuera, José Manual
1
Creel, Michael D.
1
Demetrescum, Matei
1
Ergemen, Yunus Emre
1
Fernández Prada Saucedo, Jean Pierre
1
Floor Brix, Anne
1
Franchi, Massimo
1
Frederiksen, Per
1
Gatarek, Lukasz
1
Gazzan, Andrea
1
Gijbels, Irène
1
Guégan, Dominique
1
Hall, Anthony D.
1
Hanck, Christoph
1
Hounyo, Ulrich
1
Hubrich, Kirstin
1
Jakobsen, Johan Stax
1
Kanaya, Shin
1
more ...
less ...
Published in...
All
CREATES research paper
Documento de trabajo
Discussion paper / Tinbergen Institute
37
Econometrics : open access journal
29
Cowles Foundation discussion paper
21
International journal of economics and financial issues : IJEFI
17
Discussion papers of interdisciplinary research project 373
16
Journal of risk and financial management : JRFM
16
SFB 649 discussion paper
16
Working paper / Department of Econometrics and Business Statistics, Monash University
15
NBER Working Paper
12
Cowles Foundation Discussion Paper
11
NBER working paper series
10
International Journal of Energy Economics and Policy : IJEEP
9
Working paper series
9
Discussion papers / Department of Economics, University of Copenhagen
8
LSE STICERD Research Paper
8
Working paper
8
Cambridge working papers in economics
7
GRIPS discussion papers
7
Risks : open access journal
7
Working papers
7
CBN journal of applied statistics
6
CESifo working papers
6
KBI
6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
CORE discussion papers : DP
5
Cambridge-INET working papers
5
Cogent economics & finance
5
Discussion paper
5
Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
Financial innovation : FIN
5
Queen's Economics Department working paper
5
Série des documents de travail
5
Working papers / TSE : WP
5
CAMA working paper series
4
CEMFI working paper
4
CEMMAP working papers / Centre for Microdata Methods and Practice
4
CREATES Research Paper
4
more ...
less ...
Source
All
ECONIS (ZBW)
44
Showing
1
-
10
of
44
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-varying effects of financial uncertainty shocks on macroeconomic fluctuations in Peru
Alvarado, Mauricio
;
Rodriguez, Gabriel
-
2024
-
This version: November 27, 2023
Persistent link: https://www.econbiz.de/10014526328
Saved in:
2
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:
3
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
4
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:
5
Time evolution of external shocks on macroeconomic fluctuations in Pacific Alliance countries: empirical application using TVP-VAR-SV models
Rodriguez, Gabriel
;
Vassallo, Renato
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273028
Saved in:
6
Evolution of the exchange rate pass-throught into prices in Peru: an empirical application using TVP-VAR-SV models
Calero, Roberto
;
Rodriguez, Gabriel
;
Salcedo Cisneros, …
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273080
Saved in:
7
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
8
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:
9
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
10
Time-varying effects of external shocks on macroeconomic fluctuations in Peru: an empirical application using TPV-VAR SV models
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
-
2021
-
Primera edición
Persistent link: https://www.econbiz.de/10013273010
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->