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subject:"Zeitreihenanalyse"
~isPartOf:"CREATES research paper"
~isPartOf:"Economics letters"
~person:"Linton, Oliver"
~person:"Nielsen, Morten Ørregaard"
~subject:"Heteroskedastizität"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Heteroskedastizität
Kapitaleinkommen
Estimation theory
16
Schätztheorie
16
Time series analysis
12
Bootstrap approach
5
Bootstrap-Verfahren
5
Cluster analysis
3
Clusteranalyse
3
Cointegration
3
Estimation
3
Heteroscedasticity
3
Induktive Statistik
3
Kointegration
3
Regional cluster
3
Regionales Cluster
3
Schätzung
3
Statistical inference
3
Stochastic process
3
Stochastischer Prozess
3
cluster-robust variance estimator
3
nonstationarity
3
wild cluster bootstrap
3
ARCH model
2
ARCH-Modell
2
Asymptotic normality
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
clustered data
2
conditional heteroskedasticity
2
consistency
2
deterministic trend
2
fractional process
2
generalized polynomial trend
2
noninvertibility
2
robust inference
2
ARMA model
1
ARMA-Modell
1
CRVE
1
CRVE,grouped data
1
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Free
11
Undetermined
1
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Book / Working Paper
11
Article
1
Type of publication (narrower categories)
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Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Article in journal
1
Aufsatz in Zeitschrift
1
Language
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English
12
Author
All
Linton, Oliver
Nielsen, Morten Ørregaard
Johansen, Søren
7
Teräsvirta, Timo
6
Hassler, Uwe
5
Christensen, Kim
4
Kristensen, Dennis
4
Podolskij, Mark
4
Taylor, Robert
4
Cavaliere, Giuseppe
3
Gonzalo, Jesús
3
Haldrup, Niels
3
Hualde, Javier
3
Kruse, Robinson
3
Leybourne, Stephen James
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Abeysinghe, Tilak
2
Andersen, Torben
2
Ergemen, Yunus Emre
2
Giles, David E. A.
2
Grassi, Stefano
2
Hall, Alastair R.
2
Harvey, David I.
2
Hosseinkouchack, Mehdi
2
Hounyo, Ulrich
2
Iacone, Fabrizio
2
Kanaya, Shin
2
Kang, Jian
2
Kaufmann, Hendrik
2
Kurita, Takamitsu
2
Lahiri, Kajal
2
Li, Chen
2
Li, Luyang
2
Mamingi, Nlandu
2
McCabe, Brendan Peter Martin
2
Nielsen, Bent
2
Pesaran, M. Hashem
2
Pitarakis, Jean-Yves
2
Rossi, Eduardo
2
Seong, Dakyung
2
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CREATES research paper
Economics letters
Queen's Economics Department working paper
12
Journal of econometrics
10
CEMMAP working papers / Centre for Microdata Methods and Practice
6
Cambridge working papers in economics
5
Econometric theory
5
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Econometrics papers
3
Janeway Institute working paper series
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
CAE working paper
1
Cambridge-INET working papers
1
Cowles Foundation discussion paper
1
Discussion paper / LSE Financial Markets Group
1
Discussion papers / Department of Economics, University of Copenhagen
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Handbook of financial time series
1
Journal of applied econometrics
1
Journal of the American Statistical Association : JASA
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
1
The econometrics journal
1
Univ. of Copenhagen Dept. of Economics Discussion Paper
1
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ECONIS (ZBW)
12
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1
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12
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date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
6
To infinity and beyond : efficient computation of ARCH(∞) models
Nielsen, Morten Ørregaard
;
Noël, Antoine L.
-
2020
Persistent link: https://www.econbiz.de/10012318239
Saved in:
7
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
8
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2016
Persistent link: https://www.econbiz.de/10011624059
Saved in:
9
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
Saved in:
10
Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models
Nielsen, Morten Ørregaard
-
2014
Persistent link: https://www.econbiz.de/10010413826
Saved in:
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