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subject:"United States"
type_genre:"Bibliography included"
~language:"eng"
~person:"Nielsen, Bent"
~person:"Sentana, Enrique"
~subject:"CAPM"
~subject:"Gaussian process"
~subject:"IV-Schätzung"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Conference paper"
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Search: subject_exact:"Estimation theory"
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United States
CAPM
Gaussian process
IV-Schätzung
Zeitreihenanalyse
Estimation theory
63
Schätztheorie
63
Statistical test
19
Statistischer Test
19
Time series analysis
17
VAR model
10
VAR-Modell
10
Regression analysis
9
Regressionsanalyse
9
Robust statistics
9
Robustes Verfahren
9
Theorie
9
Theory
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Hessian matrix
6
Generalized extremum tests
5
Kleinste-Quadrate-Methode
5
Least squares method
5
Multivariate Verteilung
5
Multivariate distribution
5
Non-stationarity
5
ARCH model
4
ARCH-Modell
4
Estimation
4
Multivariate Analyse
4
Multivariate analysis
4
Robust Statistics
4
Schätzung
4
Stationarity
4
Statistical distribution
4
Statistische Verteilung
4
Stochastic process
4
Stochastischer Prozess
4
Volatility
4
Volatilität
4
outer product of the score
4
1-step Huber-skip
3
Autocorrelation
3
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Free
16
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4
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Book / Working Paper
23
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Bibliography included
Arbeitspapier
Conference paper
Graue Literatur
23
Non-commercial literature
23
Working Paper
23
Article in journal
13
Aufsatz in Zeitschrift
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English
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Nielsen, Bent
Sentana, Enrique
Gao, Jiti
38
Koopman, Siem Jan
30
Phillips, Peter C. B.
29
Swanson, Norman R.
25
Nielsen, Morten Ørregaard
24
Lütkepohl, Helmut
23
Johansen, Søren
22
Kapetanios, George
21
Maravall Herrero, Agustín
21
Franses, Philip Hans
19
Sibbertsen, Philipp
19
Peng, Bin
18
Teräsvirta, Timo
18
Lucas, André
16
Pesaran, M. Hashem
16
Linton, Oliver
15
Marcellino, Massimiliano
15
Härdle, Wolfgang
14
Chao, John C.
13
Chen, Xiaohong
13
Gouriéroux, Christian
13
Hyndman, Rob J.
13
Newey, Whitney K.
13
Chernozhukov, Victor
12
Ooms, Marius
12
Fiorentini, Gabriele
11
Gómez, Víctor
11
Koop, Gary
11
Audrino, Francesco
10
Giraitis, Liudas
10
Shephard, Neil G.
10
Spokojnyj, Vladimir G.
10
Angrist, Joshua D.
9
Bauwens, Luc
9
Beran, Jan
9
Blasques, Francisco
9
Brännäs, Kurt
9
Cai, Zongwu
9
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CEMFI working paper
7
Discussion papers / Department of Economics, University of Copenhagen
4
Discussion paper / Centre for Economic Policy Research
3
Economics discussion papers
3
CREATES research paper
2
Department of Economics discussion paper series / University of Oxford
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion papers / CEPR
1
Oxford Financial Research Centre economics series
1
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ECONIS (ZBW)
23
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1
Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013540674
Saved in:
2
The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012063555
Saved in:
3
The analysis of marked and weighted empirical processes ofestimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012099330
Saved in:
4
Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011797680
Saved in:
5
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011686422
Saved in:
6
The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012177516
Saved in:
7
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
-
2019
Persistent link: https://www.econbiz.de/10012025064
Saved in:
8
Neglected serial correlation tests in UCARIMA models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2014
Persistent link: https://www.econbiz.de/10011408229
Saved in:
9
Specification tests for non-Gaussian maximum likelihood estimators
Sentana, Enrique
;
Fiorentini, Gabriele
-
2018
Persistent link: https://www.econbiz.de/10011916573
Saved in:
10
Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011884227
Saved in:
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