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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Franses, Philip Hans"
~person:"Gouriéroux, Christian"
~person:"Teräsvirta, Timo"
~subject:"Maximum likelihood estimation"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Subject
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Zeitreihenanalyse
Maximum likelihood estimation
Estimation theory
114
Schätztheorie
114
Theorie
71
Theory
71
Time series analysis
47
Volatility
15
Volatilität
15
ARCH model
12
ARCH-Modell
12
VAR model
9
VAR-Modell
9
Estimation
7
Nichtlineare Regression
7
Nonlinear regression
7
Schätzung
7
Autokorrelation
6
Börsenkurs
6
Multivariate Analyse
6
Multivariate analysis
6
Probability theory
6
Share price
6
Wahrscheinlichkeitsrechnung
6
Autocorrelation
5
Core
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Saisonale Schwankungen
5
Seasonal variations
5
Identification
4
Maximum-Likelihood-Schätzung
4
Risikomanagement
4
Risikomaß
4
Risk management
4
Risk measure
4
Statistical test
4
Statistischer Test
4
Cointegration
3
Composite Likelihood
3
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Online availability
All
Free
23
Type of publication
All
Book / Working Paper
50
Article
1
Type of publication (narrower categories)
All
Aufsatz im Buch
Non-commercial literature
Arbeitspapier
55
Working Paper
55
Graue Literatur
50
Article in journal
29
Aufsatz in Zeitschrift
29
Amtsdruckschrift
4
Government document
4
Rezension
2
Book section
1
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Language
All
English
51
Author
All
Franses, Philip Hans
Gouriéroux, Christian
Teräsvirta, Timo
Gao, Jiti
43
Koopman, Siem Jan
34
Phillips, Peter C. B.
28
Johansen, Søren
25
Nielsen, Morten Ørregaard
25
Lütkepohl, Helmut
22
Maravall Herrero, Agustín
22
Sibbertsen, Philipp
17
Lucas, André
16
Peng, Bin
16
Pesaran, M. Hashem
16
Kapetanios, George
15
Brännäs, Kurt
14
Linton, Oliver
14
Swanson, Norman R.
14
Härdle, Wolfgang
13
Nielsen, Bent
13
Fiorentini, Gabriele
12
Koop, Gary
12
Blasques, Francisco
11
Hyndman, Rob J.
11
Li, Degui
11
Sentana, Enrique
11
Spokojnyj, Vladimir G.
11
Gómez, Víctor
10
Martin, Gael M.
10
Monfort, Alain
10
Ooms, Marius
10
Zakoïan, Jean-Michel
10
Bailey, Natalia
9
Bauwens, Luc
9
Beran, Jan
9
Cai, Zongwu
9
Chan, Joshua
9
Croux, Christophe
9
Dong, Chaohua
9
Feng, Yuanhua
9
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Institution
All
Ekonomiska forskningsinstitutet <Stockholm>
3
European University Institute / Department of Economics
1
Norges Bank / Utredningsavdelingen
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
Discussion paper / Tinbergen Institute
9
Série des documents de travail
9
Report / Econometric Institute, Erasmus University Rotterdam
8
CREATES research paper
7
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Working paper series in economics and finance
3
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
SSE EFI working paper series in economics and finance
2
Arbeidsnotat / Norges Bank
1
Arbeidsnotat / Norges Bank / Norges Bank
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion papers of interdisciplinary research project 373
1
EUI working paper / ECO
1
Econometric Institute research papers
1
NCER working paper series
1
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
TRACE discussion papers / Tinbergen Institute
1
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Source
All
ECONIS (ZBW)
51
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1
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:
2
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:
3
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
4
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
5
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
6
Intertemporal similarity of economic time series : an application of dynamic time warping
Franses, Philip Hans
;
Wiemann, Thomas
-
2018
Persistent link: https://www.econbiz.de/10011893650
Saved in:
7
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
8
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
9
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
-
September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
Saved in:
10
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
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