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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~subject:"Kointegration"
~subject:"Statistical test"
~type_genre:"Hochschulschrift"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Kointegration
Statistical test
Estimation theory
26
Schätztheorie
26
Time series analysis
14
Zeitreihenanalyse
14
Cointegration
7
Bootstrap approach
6
Bootstrap-Verfahren
6
ARCH model
4
ARCH-Modell
4
Statistischer Test
4
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Theorie
3
Theory
3
VAR model
3
VAR-Modell
3
Autocorrelation
2
Autokorrelation
2
Bootstrap
2
Modellierung
2
Private consumption
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Privater Konsum
2
Rational expectations
2
Rationale Erwartung
2
Regression analysis
2
Regressionsanalyse
2
Robust statistics
2
Robustes Verfahren
2
Scientific modelling
2
1-step Huber-skip
1
1965-2008
1
Abstract
1
Adjustment coefficients
1
Analysis of variance
1
Asymptotic Theory
1
Asymptotic theory
1
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Hochschulschrift
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English
11
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Johansen, Søren
5
Rahbek, Anders
4
Bohn Nielsen, Heino
2
Cavaliere, Giuseppe
2
Kristensen, Dennis
2
Franchi, Massimo
1
Gatarek, Lukasz
1
Kurita, Takamitsu
1
Nyboe Tabor, Morten
1
Pedersen, Rasmus Søndergaard
1
Perera, Indeewara
1
Swensen, Anders Rygh
1
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Discussion papers / Department of Economics, University of Copenhagen
Discussion paper / Tinbergen Institute
61
Cowles Foundation discussion paper
50
CEMMAP working papers / Centre for Microdata Methods and Practice
49
CREATES research paper
48
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
27
Working paper / Department of Econometrics and Business Statistics, Monash University
26
Discussion papers of interdisciplinary research project 373
24
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
23
SFB 649 discussion paper
22
Working paper
21
Discussion paper / Center for Economic Research, Tilburg University
19
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
CEMFI working paper
14
CESifo working papers
13
Working paper / National Bureau of Economic Research, Inc.
11
Working paper series
11
Working papers
10
Discussion paper
9
Discussion paper series / IZA
9
Queen's Economics Department working paper
9
Working paper series / Department of Economics, University of Missouri-Columbia
9
Working papers / TSE : WP
9
Discussion papers in economics
8
ECARES working paper
8
KBI
8
Working papers series in theoretical and applied economics
8
CAEPR working papers
7
Department of Economics discussion paper series / University of Oxford
7
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
7
ERID working paper
7
Finance and economics discussion series
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GRIPS discussion papers
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
7
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6
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
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6
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Working paper / Department of Economics, Lund University
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Specification tests for GARCH processes
Cavaliere, Giuseppe
;
Perera, Indeewara
;
Rahbek, Anders
-
2021
Persistent link: https://www.econbiz.de/10012627489
Saved in:
2
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012627501
Saved in:
3
Testing a class of semi- or nonparametric conditional moment restriction models using series methods
Sørensen, Jesper R.-V.
-
2020
Persistent link: https://www.econbiz.de/10012319254
Saved in:
4
Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models
Johansen, Søren
-
2018
Persistent link: https://www.econbiz.de/10011865955
Saved in:
5
Bootstrap inference on the boundary of the parameter space with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
-
2018
Persistent link: https://www.econbiz.de/10011948862
Saved in:
6
Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren
;
Nyboe Tabor, Morten
-
2017
Persistent link: https://www.econbiz.de/10011625471
Saved in:
7
The role of cointegration for optimal hedging with heteroscedastic error term
Gatarek, Lukasz
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011625538
Saved in:
8
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
Franchi, Massimo
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011654453
Saved in:
9
Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10003942044
Saved in:
10
Testing and inference in nonlinear cointegrating vector error correction models
Kristensen, Dennis
;
Rahbek, Anders
-
2010
Persistent link: https://www.econbiz.de/10008661901
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