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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"CREATES research paper"
~subject:"Panel"
~subject:"Statistischer Test"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Panel
Statistischer Test
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theorie
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Theory
18
Stochastic process
15
Volatilität
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Cointegration
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Kointegration
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Statistical test
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10
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10
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VAR-Modell
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6
Autokorrelation
6
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English
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Teräsvirta, Timo
6
Kristensen, Dennis
5
Nielsen, Morten Ørregaard
4
Silvennoinen, Annastiina
3
Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Caner, Mehmet
2
Cattaneo, Matias D.
2
Crump, Richard K.
2
Ergemen, Yunus Emre
2
Gørgens, Tue
2
Jansson, Michael
2
Kock, Anders Bredahl
2
Lunde, Asger
2
Pakkanen, Mikko S.
2
Rossi, Eduardo
2
Santucci de Magistris, Paolo
2
Seong, Dakyung
2
Taylor, Robert
2
Würtz, Allan H.
2
Amado, Cristina
1
Andersen, Torben
1
Bredahl Kock, Anders
1
Bugni, Federico A.
1
Callot, Laurent
1
Casas, Isabel
1
Cavaliere, Giuseppe
1
Cho, Jin Seo
1
Christensen, Bent Jesper
1
Corcuera, José Manual
1
Creel, Michael D.
1
Demetrescu, Matei
1
Demetrescum, Matei
1
Floor Brix, Anne
1
Gijbels, Irène
1
Guégan, Dominique
1
Hall, Anthony D.
1
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1
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CREATES research paper
CEMMAP working papers / Centre for Microdata Methods and Practice
85
Discussion paper / Tinbergen Institute
67
Cowles Foundation discussion paper
47
Working paper / Department of Econometrics and Business Statistics, Monash University
39
Discussion paper series / IZA
38
CESifo working papers
32
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
27
Working paper
27
Discussion papers of interdisciplinary research project 373
23
Discussion paper / Center for Economic Research, Tilburg University
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
21
SFB 649 discussion paper
21
Discussion paper
19
CEMFI working paper
18
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Working paper series
15
Working paper / National Bureau of Economic Research, Inc.
14
Working papers
14
Discussion papers in economics
12
Working papers / TSE : WP
12
Cambridge working papers in economics
11
Working paper series / Department of Economics, University of Missouri-Columbia
10
Working papers series in theoretical and applied economics
10
ECARES working paper
9
Working paper / Department of Economics, Lund University
9
ERID working paper
8
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
8
Working papers / University of Connecticut, Department of Economics
8
Boston College working papers in economics
7
CAEPR working papers
7
Cardiff economics working papers
7
Department of Economics working paper series
7
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7
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
7
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7
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ECONIS (ZBW)
41
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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
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
5
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:
6
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:
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
Saved in:
8
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
9
Threshold regression with endogeneity for short panels
Gørgens, Tue
;
Würtz, Allan H.
-
2018
Persistent link: https://www.econbiz.de/10011946251
Saved in:
10
System estimation of panel data models under long-range dependence
Ergemen, Yunus Emre
-
2016
Persistent link: https://www.econbiz.de/10011421766
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