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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~accessRights:"free"
~accessRights:"restricted"
~isPartOf:"Economics discussion papers"
~subject:"Method of moments"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Method of moments
Estimation theory
36
Schätztheorie
36
Time series analysis
11
Regression analysis
5
Regressionsanalyse
5
Robust statistics
5
Robustes Verfahren
5
Kleinste-Quadrate-Methode
4
Least squares method
4
Climate change
3
Forecasting model
3
Klimawandel
3
Modellierung
3
Multivariate Analyse
3
Multivariate analysis
3
Prognoseverfahren
3
Scientific modelling
3
VAR model
3
VAR-Modell
3
ARCH model
2
ARCH-Modell
2
Age-period-cohort model
2
Agent-based modeling
2
Agentenbasierte Modellierung
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Autocorrelation
2
Autokorrelation
2
Bayes-Statistik
2
Bayesian inference
2
Canonical parametrization
2
Cointegration
2
Correlation
2
Econometric model
2
Estimation
2
Identification
2
Kointegration
2
Korrelation
2
Model Selection
2
Non-stationarity
2
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2
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Book / Working Paper
11
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Aufsatz im Buch
Non-commercial literature
Graue Literatur
11
Arbeitspapier
8
Working Paper
8
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English
11
Author
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Nielsen, Bent
5
Johansen, Søren
2
Shephard, Neil G.
2
Berenguer-Rico, Vanessa
1
Bohn Nielsen, Heino
1
Castle, Jennifer
1
Doornik, Jurgen A.
1
Doucet, Arnaud
1
Haug, Alfred Albert
1
Hendry, David F.
1
King, Alan
1
McKitrick, Ross
1
Noureldin, Diaa
1
Sheppard, Kevin
1
Smith, Christie
1
Vogelsang, Timothy J.
1
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Economics discussion papers
Discussion paper / Tinbergen Institute
71
Working paper / Department of Econometrics and Business Statistics, Monash University
66
CREATES research paper
63
CEMMAP working papers / Centre for Microdata Methods and Practice
50
Cowles Foundation discussion paper
43
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
31
SFB 649 discussion paper
26
CESifo working papers
22
Discussion papers of interdisciplinary research project 373
15
Discussion papers / Department of Economics, University of Copenhagen
14
Série des documents de travail
13
Working paper series
13
CAMA working paper series
12
Cambridge working papers in economics
12
Queen's Economics Department working paper
12
Working paper
12
Discussion paper
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
11
Working paper / National Bureau of Economic Research, Inc.
10
Working papers
10
Discussion papers / CEPR
9
Essays in honor of Joon Y. Park : econometric theory
9
Working papers series in theoretical and applied economics
9
Discussion paper / Center for Economic Research, Tilburg University
8
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
8
KBI
8
Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers
8
Working papers / Rutgers University, Department of Economics
8
CEMFI working paper
7
Discussion paper series / IZA
7
ECARES working paper
7
Econometrics papers
7
CAEPR working papers
6
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
6
Discussion paper / Centre for Economic Policy Research
6
Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
6
Discussion papers / University of Leicester, Department of Economics
6
Discussion papers in economics
6
ERID working paper
6
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ECONIS (ZBW)
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1
Age-period-cohort analysis of mixed frequency data
Nielsen, Bent
-
2022
Persistent link: https://www.econbiz.de/10013459573
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2
Finite sample critical values for flexible fourier form lagrange-multiplier and dickey-fuller unit root tests
King, Alan
-
2022
Persistent link: https://www.econbiz.de/10013279220
Saved in:
3
Robust discovery of regression models
Castle, Jennifer
;
Doornik, Jurgen A.
;
Hendry, David F.
-
2020
Persistent link: https://www.econbiz.de/10012492604
Saved in:
4
The analysis of marked and weighted empirical processes ofestimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012492557
Saved in:
5
Robust inference on parameters via particle filters and sandwich covariance matrices
Doucet, Arnaud
;
Shephard, Neil G.
-
2012
Persistent link: https://www.econbiz.de/10009579335
Saved in:
6
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009532730
Saved in:
7
Multivariate trend comparisons between autocorrelated climate series with general trend regression
McKitrick, Ross
;
Vogelsang, Timothy J.
-
2011
Persistent link: https://www.econbiz.de/10009500892
Saved in:
8
An analysis of the indicator saturation estimator as a robust regression estimator
Johansen, Søren
;
Nielsen, Bent
-
2008
Persistent link: https://www.econbiz.de/10003807422
Saved in:
9
Properties of estimated characteristic roots
Nielsen, Bent
;
Bohn Nielsen, Heino
-
2008
Persistent link: https://www.econbiz.de/10003807439
Saved in:
10
Singular vector autoregressions with deterministic terms : strong consistency and lag order determination
Nielsen, Bent
-
2008
Persistent link: https://www.econbiz.de/10003807452
Saved in:
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