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subject:"Time series analysis"
subject:"Volatilität"
~isPartOf:"Economics discussion papers"
~isPartOf:"Série des documents de travail"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Volatilität
Estimation theory
83
Schätztheorie
83
Zeitreihenanalyse
23
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
Regression analysis
9
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Least squares method
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Composite Likelihood
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Induktive Statistik
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Gouriéroux, Christian
7
Monfort, Alain
6
Bairam, Erkin İbrahim
3
Nielsen, Bent
3
Renne, Jean-Paul
3
Bec, Frédérique
2
Bellec, Pierre
2
Bohn Nielsen, Heino
2
Cybakov, Aleksandr B.
2
Lecué, Guillaume
2
Renault, Eric
2
Shephard, Neil G.
2
Blondel, Mathieu
1
Chesneau, Christophe
1
Cuturi, Marco
1
Doucet, Arnaud
1
El Kolei, Salima
1
Guay, Alain
1
Haug, Alfred Albert
1
Johansen, Søren
1
King, Alan
1
Lu, Yang
1
McKitrick, Ross
1
Navarro, Fabien
1
Noureldin, Diaa
1
Royer, Julien
1
Sai͏̈di, Sarra
1
Sheppard, Kevin
1
Smith, Christie
1
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1
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Economics discussion papers
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Discussion paper / Tinbergen Institute
106
CREATES research paper
65
Working paper / Department of Econometrics and Business Statistics, Monash University
65
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
35
SFB 649 discussion paper
31
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
Cowles Foundation discussion paper
28
Working paper / National Bureau of Economic Research, Inc.
25
Technical working paper / National Bureau of Economic Research
24
Working paper series
24
Discussion paper / Center for Economic Research, Tilburg University
23
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
19
Report / Econometric Institute, Erasmus University Rotterdam
19
Discussion papers of interdisciplinary research project 373
18
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18
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15
CESifo working papers
15
Discussion papers / Department of Economics, University of Copenhagen
15
Discussion papers in economics
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15
CORE discussion paper : DP
14
Discussion paper
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
14
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14
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13
Queen's Economics Department working paper
13
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12
KBI
11
ECARES working paper
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Finance and economics discussion series
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
9
Working papers series in theoretical and applied economics
9
CORE discussion papers : DP
8
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1
Finite sample critical values for flexible fourier form lagrange-multiplier and dickey-fuller unit root tests
King, Alan
-
2022
Persistent link: https://www.econbiz.de/10013279220
Saved in:
2
Conditional asymmetry in ARCH models
Royer, Julien
-
2020
Persistent link: https://www.econbiz.de/10012429896
Saved in:
3
A simple unit root test consistent against any stationary alternative
Bec, Frédérique
;
Guay, Alain
-
2020
Persistent link: https://www.econbiz.de/10012429907
Saved in:
4
Mixed causal-noncausal autoregressions : bimodality issues in estimation and unit root testing
Bec, Frédérique
;
Bohn Nielsen, Heino
;
Sai͏̈di, Sarra
-
2019
Persistent link: https://www.econbiz.de/10012237317
Saved in:
5
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
6
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
7
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
-
September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
Saved in:
8
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
9
Towards the study of least squares estimators with convex penalty
Bellec, Pierre
;
Lecué, Guillaume
;
Cybakov, Aleksandr B.
-
2017
Persistent link: https://www.econbiz.de/10012197888
Saved in:
10
Towards the study of least squares estimators with convex penalty
Bellec, Pierre
;
Lecué, Guillaume
;
Cybakov, Aleksandr B.
-
2017
Persistent link: https://www.econbiz.de/10012198605
Saved in:
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