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subject:"Theorie"
type_genre:"Übersichtsarbeit"
~isPartOf:"CREATES research paper"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Systematic review"
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Search: subject_exact:"Estimation theory"
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Theorie
Zeitreihenanalyse
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Volatilität
15
Cointegration
14
Kointegration
14
ARCH model
12
ARCH-Modell
12
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
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
Nonlinear regression
6
Scientific modelling
6
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66
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Book / Working Paper
66
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Übersichtsarbeit
Arbeitspapier
Systematic review
Graue Literatur
66
Non-commercial literature
66
Working Paper
66
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English
66
Author
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Nielsen, Morten Ørregaard
11
Johansen, Søren
7
Teräsvirta, Timo
6
Kristensen, Dennis
4
Santucci de Magistris, Paolo
4
Taylor, Robert
4
Cavaliere, Giuseppe
3
Christensen, Kim
3
Kruse, Robinson
3
Podolskij, Mark
3
Proietti, Tommaso
3
Rossi, Eduardo
3
Andersen, Torben
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kock, Anders Bredahl
2
Nielsen, Bent
2
Seong, Dakyung
2
Sibbertsen, Philipp
2
Silvennoinen, Annastiina
2
Yang, Yukai
2
Barndorff-Nielsen, Ole E.
1
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Bunzel, Helle
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Caner, Mehmet
1
Casas, Isabel
1
Catani, Paul
1
Cattaneo, Matias D.
1
Cho, Jin Seo
1
Christensen, Bent Jesper
1
Crump, Richard K.
1
Dahl, Christian M.
1
Dobrev, Dobrislav
1
Franchi, Massimo
1
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CREATES research paper
Série des documents de travail / Centre de Recherche en Économie et Statistique
161
Discussion paper / Tinbergen Institute
158
Working paper / National Bureau of Economic Research, Inc.
100
Discussion paper / Center for Economic Research, Tilburg University
90
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
86
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
82
CORE discussion paper : DP
81
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Technical working paper / National Bureau of Economic Research
66
Working paper series
64
Cowles Foundation discussion paper
58
SFB 649 discussion paper
57
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
57
Discussion paper series / IZA
52
Working paper
45
Report / Econometric Institute, Erasmus University Rotterdam
42
CESifo working papers
38
Discussion paper / Tinbergen Institute / Tinbergen Institute
38
Discussion paper
37
CEMMAP working papers / Centre for Microdata Methods and Practice
36
Discussion paper / Centre for Economic Policy Research
35
Discussion paper / Department of Economics, University of Canterbury
31
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
29
Discussion paper / School of Economics, The University of New South Wales
28
Discussion paper / Department of Economics, University of California San Diego
27
Discussion papers in economics
27
EUI working paper / ECO
27
Finance and economics discussion series
25
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
25
Working papers in econometrics and applied statistics
25
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
24
Documentos de trabajo / Banco de España, Servicio de Estudios
23
Working papers / Rutgers University, Department of Economics
23
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
22
Discussion paper / A
22
Discussion papers of interdisciplinary research project 373
22
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
21
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
21
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
20
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ECONIS (ZBW)
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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
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:
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
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
6
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
7
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:
8
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:
9
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2020
Persistent link: https://www.econbiz.de/10012317784
Saved in:
10
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
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