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subject:"Zeitreihenanalyse"
~isPartOf:"CREATES research paper"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"Heteroscedasticity"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Estimation theory"
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Subject
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Zeitreihenanalyse
Heteroscedasticity
Kapitaleinkommen
Estimation theory
614
Schätztheorie
614
Time series analysis
151
Theorie
143
Theory
143
Estimation
82
Regression analysis
82
Regressionsanalyse
82
Schätzung
82
Nichtparametrisches Verfahren
79
Nonparametric statistics
79
Statistical test
56
Statistischer Test
56
Cointegration
45
Kointegration
45
Stochastic process
33
Stochastischer Prozess
33
Bootstrap approach
31
Bootstrap-Verfahren
31
Forecasting model
29
Induktive Statistik
29
Prognoseverfahren
29
Statistical inference
29
Method of moments
27
Momentenmethode
27
Autocorrelation
26
Autokorrelation
26
Panel
25
Panel study
25
USA
25
United States
25
Volatility
24
Volatilität
24
Heteroskedastizität
20
Nichtlineare Regression
20
Nonlinear regression
20
Maximum likelihood estimation
19
Maximum-Likelihood-Schätzung
19
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Online availability
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Free
92
Undetermined
13
Type of publication
All
Book / Working Paper
133
Article
40
Type of publication (narrower categories)
All
Arbeitspapier
101
Graue Literatur
101
Non-commercial literature
101
Working Paper
101
Article in journal
41
Aufsatz in Zeitschrift
41
Collection of articles of several authors
1
Sammelwerk
1
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Language
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English
173
Author
All
Phillips, Peter C. B.
37
Nielsen, Morten Ørregaard
11
Engle, Robert F.
7
Granger, C. W. J.
7
Johansen, Søren
7
Teräsvirta, Timo
7
White, Halbert
6
Chen, Xiaohong
5
Christensen, Kim
4
Kristensen, Dennis
4
Podolskij, Mark
4
Sun, Yixiao
4
Taylor, Robert
4
Andrews, Donald W. K.
3
Cavaliere, Giuseppe
3
Gao, Jiti
3
Haldrup, Niels
3
Jin, Sainan
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Yu, Jun
3
Agiakloglou, Christos N.
2
Andersen, Torben
2
Cho, Jin Seo
2
Dalla, Violetta
2
Ergemen, Yunus Emre
2
Giraitis, Liudas
2
Grassi, Stefano
2
Hounyo, Ulrich
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kheifets, Igor
2
Kruse, Robinson
2
Lee, Hyejin
2
Li, Degui
2
Lieberman, Offer
2
Meng, Ming
2
Nielsen, Bent
2
Oh, Dong-Yop
2
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Published in...
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CREATES research paper
Cowles Foundation discussion paper
Discussion paper / Department of Economics, University of California San Diego
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
368
Econometric theory
171
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
164
Economics letters
158
Econometric reviews
101
Discussion paper / Tinbergen Institute
99
International journal of forecasting
66
Working paper / Department of Econometrics and Business Statistics, Monash University
64
Journal of forecasting
62
Applied economics letters
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Econometrics : open access journal
54
The econometrics journal
49
NBER Working Paper
48
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
47
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
Applied economics
39
Economic modelling
39
Journal of time series econometrics
39
Journal of the American Statistical Association : JASA
38
Computational economics
36
Journal of empirical finance
35
Journal of applied econometrics
33
NBER working paper series
32
EUI working paper / ECO
29
SFB 649 discussion paper
28
Série des documents de travail / Centre de Recherche en Économie et Statistique
28
Working paper / National Bureau of Economic Research, Inc.
27
Working paper series
26
Cowles Foundation Discussion Paper
25
Oxford bulletin of economics and statistics
25
Working paper
25
Discussion paper / Center for Economic Research, Tilburg University
24
Discussion paper / Centre for Economic Forecasting
24
Finance research letters
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
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ECONIS (ZBW)
173
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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
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
5
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
6
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:
7
Robust inference on correlation under general heterogeneity
Giraitis, Liudas
;
Li, Yufei
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10014235297
Saved in:
8
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
9
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
10
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
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