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subject:"Time series analysis"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Stochastischer Prozess
Estimation theory
322
Schätztheorie
322
Theorie
100
Theory
100
Zeitreihenanalyse
80
Nichtparametrisches Verfahren
36
Nonparametric statistics
36
Estimation
30
Regression analysis
30
Regressionsanalyse
30
Schätzung
30
Statistical test
24
Statistischer Test
24
Statistical distribution
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Statistische Verteilung
23
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13
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Maximum likelihood estimation
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Outliers
13
Probability theory
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Simulation
13
Wahrscheinlichkeitsrechnung
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Robust statistics
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Robustes Verfahren
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91
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Non-commercial literature
87
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English
91
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Nielsen, Morten Ørregaard
11
Johansen, Søren
7
Teräsvirta, Timo
6
Kristensen, Dennis
5
Podolskij, Mark
4
Santucci de Magistris, Paolo
4
Taylor, Robert
4
Werker, Bas J. M.
4
Cavaliere, Giuseppe
3
Christensen, Kim
3
Drost, Feike C.
3
Proietti, Tommaso
3
Rossi, Eduardo
3
Čížek, Pavel
3
Andersen, Torben
2
Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Durbin, James
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Koopman, Siem Jan
2
Kruse, Robinson
2
Lunde, Asger
2
Nielsen, Bent
2
Nijman, Theodore E.
2
Pakkanen, Mikko S.
2
Seong, Dakyung
2
Silvennoinen, Annastiina
2
Yang, Yukai
2
Akker, Ramon van den
1
Andreou, Elena
1
Banerjee, Anurag Narayan
1
Bera, Anil K.
1
Berenguer-Rico, Vanessa
1
Bunzel, Helle
1
Callot, Laurent A. F.
1
Casas, Isabel
1
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Center for Economic Research <Tilburg>
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CREATES research paper
Discussion paper / Center for Economic Research, Tilburg University
Journal of econometrics
344
Econometric theory
167
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
Economics letters
145
Discussion paper / Tinbergen Institute
105
Econometric reviews
98
Working paper / Department of Econometrics and Business Statistics, Monash University
67
International journal of forecasting
65
Journal of forecasting
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Applied economics letters
51
Econometrics : open access journal
51
Cowles Foundation discussion paper
49
NBER Working Paper
44
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
42
Economic modelling
42
The econometrics journal
42
Journal of time series econometrics
40
Journal of the American Statistical Association : JASA
39
Computational economics
38
Applied economics
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
Journal of applied econometrics
35
Journal of empirical finance
34
SFB 649 discussion paper
32
NBER working paper series
31
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
Working paper series
28
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27
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
26
EUI working paper / ECO
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
LSE STICERD Research Paper
25
Discussion paper
24
Discussion papers of interdisciplinary research project 373
24
Oxford bulletin of economics and statistics
24
Technical working paper / National Bureau of Economic Research
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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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