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subject:"Zeitreihenanalyse"
~isPartOf:"CREATES research paper"
~person:"Linton, Oliver"
~person:"Nielsen, Morten Ørregaard"
~subject:"Heteroskedastizität"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Heteroskedastizität
Kapitaleinkommen
Schätzung
Estimation theory
15
Schätztheorie
15
Time series analysis
11
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
Statistical inference
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
Stochastic process
2
Stochastischer Prozess
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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Online availability
All
Free
11
Type of publication
All
Book / Working Paper
11
Type of publication (narrower categories)
All
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Language
All
English
11
Author
All
Linton, Oliver
Nielsen, Morten Ørregaard
Johansen, Søren
7
Teräsvirta, Timo
6
Kristensen, Dennis
5
Christensen, Kim
4
Podolskij, Mark
4
Taylor, Robert
4
Cavaliere, Giuseppe
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Andersen, Torben
2
Casas, Isabel
2
Christensen, Bent Jesper
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hounyo, Ulrich
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kruse, Robinson
2
Nielsen, Bent
2
Rossi, Eduardo
2
Seong, Dakyung
2
Silvennoinen, Annastiina
2
Yang, Yukai
2
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Bu, Ruijun
1
Bunzel, Helle
1
Callot, Laurent A. F.
1
Carlini, Federico
1
Catani, Paul
1
Cho, Jin Seo
1
Dahl, Christian M.
1
Demetrescu, Matei
1
Dobrev, Dobrislav
1
Ferreira, Eva
1
Floor Brix, Anne
1
Franchi, Massimo
1
Gao, Jiti
1
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Published in...
All
CREATES research paper
Journal of econometrics
14
CEMMAP working papers / Centre for Microdata Methods and Practice
12
Queen's Economics Department working paper
12
Cambridge working papers in economics
10
Econometric theory
6
Cambridge-INET working papers
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Econometrics papers
3
Janeway Institute working paper series
3
Boston College working papers in economics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
CAE working paper
1
CORE discussion papers : DP
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
Economics letters
1
Handbook of financial time series
1
Journal of applied econometrics
1
Journal of the American Statistical Association : JASA
1
Quantitative economics : QE ; journal of the Econometric Society
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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Source
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ECONIS (ZBW)
11
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1
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10
of
11
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date (newest first)
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
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:
8
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:
9
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:
10
The role of initial values in nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2012
Persistent link: https://www.econbiz.de/10009667400
Saved in:
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