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subject:"Time series analysis"
~isPartOf:"CREATES research paper"
~person:"Dong, Chaohua"
~person:"Härdle, Wolfgang"
~person:"Kristensen, Dennis"
~subject:"Kointegration"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Kointegration
Estimation theory
8
Schätztheorie
8
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Zeitreihenanalyse
4
Statistical test
3
Statistischer Test
3
Core
2
Estimation
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Cointegration
1
Innovation diffusion
1
Innovationsdiffusion
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Modellierung
1
Multivariate Verteilung
1
Multivariate distribution
1
Scientific modelling
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Statistical distribution
1
Statistische Verteilung
1
Structural change
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Strukturwandel
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Theorie
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English
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Dong, Chaohua
Härdle, Wolfgang
Kristensen, Dennis
Nielsen, Morten Ørregaard
12
Johansen, Søren
9
Teräsvirta, Timo
7
Taylor, Robert
4
Cavaliere, Giuseppe
3
Christensen, Kim
3
Podolskij, Mark
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Andersen, Torben
2
Christensen, Bent Jesper
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kruse, Robinson
2
Nielsen, Bent
2
Rahbek, Anders
2
Rossi, Eduardo
2
Seong, Dakyung
2
Silvennoinen, Annastiina
2
Yang, Yukai
2
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Bohn Nielsen, Heino
1
Bunzel, Helle
1
Callot, Laurent A. F.
1
Carlini, Federico
1
Casas, Isabel
1
Catani, Paul
1
Cho, Jin Seo
1
Dahl, Christian M.
1
Dobrev, Dobrislav
1
Franchi, Massimo
1
Frederiksen, Per
1
Gao, Jiti
1
Gatarek, Lukasz
1
Gijbels, Irène
1
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CREATES research paper
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Journal of econometrics
7
CEMMAP working papers / Centre for Microdata Methods and Practice
4
SFB 649 discussion paper
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
CORE discussion paper : DP
2
CREATES Research Paper
2
Discussion papers / Department of Economics, University of Copenhagen
2
Econometric reviews
2
Econometric theory
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Univ. of Copenhagen Dept. of Economics Discussion Paper
2
CREATES Research Paper 2007-1
1
Contributions to statistics
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion papers of interdisciplinary research project 373
1
Finance research letters
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Nonparametric dynamic modelling
1
The econometrics journal
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ECONIS (ZBW)
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Nonparametric detection and estimation of structural change
Kristensen, Dennis
-
2011
Persistent link: https://www.econbiz.de/10008986681
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2
Testing and inference in nonlinear cointegrating vector error correction models
Kristensen, Dennis
;
Rahbek, Anders
-
2010
Persistent link: https://www.econbiz.de/10008663980
Saved in:
3
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
Saved in:
4
Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008651700
Saved in:
5
Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
Kristensen, Dennis
-
2009
Persistent link: https://www.econbiz.de/10003878806
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