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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"USA"
~subject:"VAR-Modell"
~type_genre:"Konferenzbeitrag"
~type_genre:"Mikroform"
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Search: subject_exact:"Estimation theory"
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Volatilität
USA
VAR-Modell
Estimation theory
167
Schätztheorie
167
Time series analysis
66
Zeitreihenanalyse
66
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
Estimation
38
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38
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25
Panel study
25
Regression analysis
24
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24
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20
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20
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16
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16
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12
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12
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11
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11
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10
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8
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8
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8
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8
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Statistical theory
8
Statistische Methodenlehre
8
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7
Method of moments
7
Momentenmethode
7
Australia
6
Australien
6
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Peng, Bin
6
Gao, Jiti
5
Athanasopoulos, George
4
Vahid, Farshid
4
Li, Degui
3
Yan, Yayi
3
Hyndman, Rob J.
2
Jiang, Bin
2
Maneesoonthorn, Worapree
2
Martin, Gael M.
2
Panagiotelis, Anastasios
2
Tang, Songqiao
2
Wu, Weibiao
2
Chen, Xiangjin B.
1
Feng, Guohua
1
Forbes, Catherine Scipione
1
Frazier, David T.
1
Guillén, Osmani Teixeira de Carvalho
1
Harris, David
1
Issler, João Victor
1
Juodis, Artūras
1
Karavias, Yiannis
1
Kew, Hsein
1
King, Maxwell L.
1
McCabe, Brendon P. M.
1
Poskitt, Donald Stephen
1
Robert, Christian P.
1
Sarafidis, Vasilis
1
Silvapulle, Paramsothy
1
Taylor, Robert
1
Yao, Wenying
1
Zhang, Xiaohui
1
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1
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Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper / National Bureau of Economic Research, Inc.
39
Discussion paper / Tinbergen Institute
37
CREATES research paper
31
Working paper
22
Discussion papers / Deutsches Institut für Wirtschaftsforschung
21
Discussion paper / Centre for Economic Policy Research
19
Discussion papers / CEPR
19
CESifo working papers
18
SFB 649 discussion paper
17
Technical working paper / National Bureau of Economic Research
14
Working papers
14
CEMMAP working papers / Centre for Microdata Methods and Practice
13
Discussion paper series / IZA
13
NBER working paper series
11
Discussion papers of interdisciplinary research project 373
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
KBI
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Federal Reserve Bank of Cleveland working paper series
8
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
CORE discussion papers : DP
7
Discussion paper / Department of Economics, University of California San Diego
7
Economics discussion papers
7
GRIPS discussion papers
7
Staff reports / Federal Reserve Bank of New York
7
Working paper / Federal Reserve Bank of Dallas, Research Department
7
Working papers / Rutgers University, Department of Economics
7
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6
CFS working paper series
6
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6
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6
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6
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6
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6
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6
Discussion paper / Center for Economic Research, Tilburg University
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
ERID working paper
5
Finance and economics discussion series
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ECONIS (ZBW)
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1
Inference of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2023
Persistent link: https://www.econbiz.de/10014316406
Saved in:
2
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
3
Estimation of grouped time-varying network vector autoregression models
Li, Degui
;
Peng, Bin
;
Tang, Songqiao
;
Wu, Weibiao
-
2024
Persistent link: https://www.econbiz.de/10014534134
Saved in:
4
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
5
Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2021
Persistent link: https://www.econbiz.de/10012668893
Saved in:
6
A homogeneous approach to testing for granger non-causality in heterogeneous panels
Juodis, Artūras
;
Karavias, Yiannis
;
Sarafidis, Vasilis
-
2020
Persistent link: https://www.econbiz.de/10012610528
Saved in:
7
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
8
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606901
Saved in:
9
A varying-coefficient panel data model with fixed effects : theory and an application to U.S. commercial banks
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
;
Zhang, Xiaohui
-
2015
Persistent link: https://www.econbiz.de/10011781225
Saved in:
10
Bayesian rank selection in multivariate regression
Jiang, Bin
;
Panagiotelis, Anastasios
;
Athanasopoulos, George
-
2016
Persistent link: https://www.econbiz.de/10011781655
Saved in:
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