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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"CREATES research paper"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"SFB 649 discussion paper"
~subject:"Monte-Carlo-Simulation"
~subject:"Produktionsfunktion"
~subject:"Schätztheorie"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Monte-Carlo-Simulation
Produktionsfunktion
Schätztheorie
Estimation theory
410
Theorie
119
Theory
119
Time series analysis
118
Zeitreihenanalyse
118
Estimation
85
Schätzung
85
Nichtparametrisches Verfahren
76
Nonparametric statistics
76
Regression analysis
53
Regressionsanalyse
53
Stochastic process
28
Volatilität
28
Cointegration
26
Kointegration
26
Statistical test
26
Statistischer Test
26
Bootstrap approach
23
Bootstrap-Verfahren
23
Forecasting model
23
Prognoseverfahren
23
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20
VAR-Modell
20
USA
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United States
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Correlation
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Korrelation
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Panel study
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Börsenkurs
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Germany
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15
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Free
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227
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183
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223
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Graue Literatur
216
Non-commercial literature
216
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Aufsatz in Zeitschrift
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5
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409
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Härdle, Wolfgang
29
Nielsen, Morten Ørregaard
15
Teräsvirta, Timo
11
Bibinger, Markus
10
Johansen, Søren
10
Kristensen, Dennis
8
Reiß, Markus
8
Podolskij, Mark
7
Baltagi, Badi H.
6
Cattaneo, Matias D.
6
Hautsch, Nikolaus
6
Jansson, Michael
6
Kruse, Robinson
6
Lütkepohl, Helmut
6
Schienle, Melanie
6
Spokojnyj, Vladimir G.
6
Christensen, Bent Jesper
5
Christensen, Kim
5
Hounyo, Ulrich
5
Krämer, Walter
5
MacKinnon, James G.
5
Mammen, Enno
5
Varneskov, Rasmus Tangsgaard
5
Yang, Lijian
5
Andersen, Torben
4
Breunig, Christoph
4
Hillebrand, Eric
4
Lunde, Asger
4
Rahbek, Anders
4
Santucci de Magistris, Paolo
4
Sibbertsen, Philipp
4
Silvennoinen, Annastiina
4
Staszewska-Bystrova, Anna
4
Taylor, Robert
4
Wang, Weining
4
Winker, Peter
4
Agiakloglou, Christos N.
3
Bennedsen, Mikkel
3
Cavaliere, Giuseppe
3
Chao, Shih-Kang
3
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Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
1
Universität Konstanz
1
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CREATES research paper
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
SFB 649 discussion paper
Journal of econometrics
1,638
Economics letters
970
Econometric theory
724
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
602
Econometric reviews
437
CEMMAP working papers / Centre for Microdata Methods and Practice
363
NBER Working Paper
336
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
316
Discussion paper / Tinbergen Institute
304
NBER working paper series
295
The econometrics journal
268
Série des documents de travail / Centre de Recherche en Économie et Statistique
236
Working paper / National Bureau of Economic Research, Inc.
221
Journal of applied econometrics
219
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
215
Cowles Foundation discussion paper
213
Applied economics letters
197
Discussion paper series / IZA
195
Oxford bulletin of economics and statistics
193
Discussion paper / Center for Economic Research, Tilburg University
184
European journal of operational research : EJOR
181
Applied economics
173
Journal of quantitative economics : official journal of the Indian Econometric Society
168
Discussion paper
167
Working paper / Department of Econometrics and Business Statistics, Monash University
162
International journal of forecasting
150
The review of economics and statistics
150
Econometrics : open access journal
146
Working paper
141
Economic modelling
136
Discussion papers of interdisciplinary research project 373
129
Quantitative economics : QE ; journal of the Econometric Society
127
Journal of forecasting
123
Working paper series
121
CORE discussion paper : DP
119
Cowles Foundation Discussion Paper
119
IZA Discussion Paper
119
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ECONIS (ZBW)
410
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1
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:
2
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:
3
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:
4
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
5
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189456
Saved in:
6
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
7
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
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8
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
9
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
10
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
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