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subject:"Zeitreihenanalyse"
type:"book"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~subject:"Deutschland"
~subject:"Heteroskedastizität"
~subject:"Method of moments"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Deutschland
Heteroskedastizität
Method of moments
Estimation theory
266
Schätztheorie
266
Time series analysis
74
Nichtparametrisches Verfahren
62
Nonparametric statistics
62
Regression analysis
51
Regressionsanalyse
51
Estimation
33
Schätzung
33
Theorie
30
Theory
30
Stochastic process
25
Stochastischer Prozess
25
Statistical test
22
Statistischer Test
22
Bootstrap approach
20
Bootstrap-Verfahren
20
Cointegration
19
Kointegration
19
Volatility
19
Volatilität
19
Statistical distribution
16
Statistische Verteilung
16
ARCH model
14
ARCH-Modell
14
VAR model
14
VAR-Modell
14
Induktive Statistik
12
Statistical inference
12
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
Nichtlineare Regression
11
Nonlinear regression
11
Statistical error
11
Statistischer Fehler
11
Autocorrelation
10
Autokorrelation
10
Forecasting model
10
Prognoseverfahren
10
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Online availability
All
Free
86
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Graue Literatur
86
Non-commercial literature
86
Arbeitspapier
85
Working Paper
85
Nachschlagewerk
1
Reference book
1
Language
All
English
86
Author
All
Nielsen, Morten Ørregaard
11
Johansen, Søren
7
Teräsvirta, Timo
6
Christensen, Kim
4
Härdle, Wolfgang
4
Kristensen, Dennis
4
Lütkepohl, Helmut
4
Podolskij, Mark
4
Taylor, Robert
4
Breitung, Jörg
3
Cavaliere, Giuseppe
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Teyssière, Gilles
3
Andersen, Torben
2
Benkwitz, Alexander
2
Christensen, Bent Jesper
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hounyo, Ulrich
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kock, Anders Bredahl
2
Kokoszka, Piotr
2
Kruse, Robinson
2
Neumann, Michael H.
2
Nielsen, Bent
2
Rossi, Eduardo
2
Saikkonen, Pentti
2
Seong, Dakyung
2
Silvennoinen, Annastiina
2
Spokojnyj, Vladimir G.
2
Tjostheim, Dag
2
Yang, Yukai
2
Andreasen, Martin M.
1
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Bugni, Federico A.
1
Bunke, Olaf
1
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Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
22
Published in...
All
CREATES research paper
Discussion papers of interdisciplinary research project 373
Discussion paper / Tinbergen Institute
108
Working paper / Department of Econometrics and Business Statistics, Monash University
71
Cowles Foundation discussion paper
67
CEMMAP working papers / Centre for Microdata Methods and Practice
54
NBER Working Paper
53
Cowles Foundation Discussion Paper
49
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
48
Discussion paper
35
NBER working paper series
35
SFB 649 discussion paper
32
EUI working paper / ECO
31
CESifo working papers
29
Discussion paper / Center for Economic Research, Tilburg University
29
NBER technical working paper series
28
Série des documents de travail / Centre de Recherche en Économie et Statistique
28
Working paper / National Bureau of Economic Research, Inc.
26
Working paper
25
Working paper series
25
LSE STICERD Research Paper
24
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
23
Technical working paper / National Bureau of Economic Research
23
Discussion paper / Centre for Economic Forecasting
22
Discussion paper series / IZA
22
Discussion paper / Department of Economics, University of California San Diego
21
Umeå economic studies
21
Report / Econometric Institute, Erasmus University Rotterdam
20
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
18
Discussion papers in economics
18
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
18
Europäische Hochschulschriften / 5
18
CESifo Working Paper Series
17
Cambridge working papers in economics
17
Working paper series in economics and finance
17
Documentos de trabajo / Banco de España, Servicio de Estudios
16
Queen's Economics Department working paper
16
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
15
Discussion papers / Deutsches Institut für Wirtschaftsforschung
15
Economics discussion papers
15
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ECONIS (ZBW)
86
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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
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:
3
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:
4
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:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
6
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:
7
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
8
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:
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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