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subject:"Zeitreihenanalyse"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~subject:"Kapitaleinkommen"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Statistische Verteilung
Estimation theory
26
Schätztheorie
26
Time series analysis
14
Cointegration
7
Kointegration
7
Bootstrap approach
6
Bootstrap-Verfahren
6
ARCH model
4
ARCH-Modell
4
Statistical test
4
Statistischer Test
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Theorie
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Theory
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VAR model
3
VAR-Modell
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Autocorrelation
2
Autokorrelation
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Bootstrap
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Modellierung
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Private consumption
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Privater Konsum
2
Rational expectations
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Rationale Erwartung
2
Regression analysis
2
Regressionsanalyse
2
Robust statistics
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Robustes Verfahren
2
Scientific modelling
2
1-step Huber-skip
1
1965-2008
1
Abstract
1
Adjustment coefficients
1
Analysis of variance
1
Asymptotic Theory
1
Asymptotic theory
1
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English
14
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Johansen, Søren
7
Nielsen, Bent
4
Rahbek, Anders
4
Cavaliere, Giuseppe
3
Bohn Nielsen, Heino
2
Berenguer-Rico, Vanessa
1
Franchi, Massimo
1
Hetland, Simon Thinggaard
1
Kristensen, Dennis
1
Nielsen, Morten Ørregaard
1
Nyboe Tabor, Morten
1
Pedersen, Rasmus Søndergaard
1
Perera, Indeewara
1
Sørensen, Jesper R.-V.
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Discussion papers / Department of Economics, University of Copenhagen
Journal of econometrics
382
Econometric theory
181
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
173
Economics letters
163
Discussion paper / Tinbergen Institute
113
Econometric reviews
109
International journal of forecasting
74
Working paper / Department of Econometrics and Business Statistics, Monash University
66
CREATES research paper
64
Journal of forecasting
63
Applied economics letters
58
Econometrics : open access journal
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Journal of the American Statistical Association : JASA
51
Insurance / Mathematics & economics
50
NBER Working Paper
49
The econometrics journal
49
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
47
Cowles Foundation discussion paper
45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
45
Applied economics
43
Computational economics
41
Economic modelling
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
40
Journal of empirical finance
40
Journal of time series econometrics
39
Série des documents de travail / Centre de Recherche en Économie et Statistique
37
CEMMAP working papers / Centre for Microdata Methods and Practice
36
Discussion paper / Center for Economic Research, Tilburg University
36
NBER working paper series
33
Journal of applied econometrics
32
SFB 649 discussion paper
32
Working paper
31
EUI working paper / ECO
30
Finance research letters
29
Journal of risk and financial management : JRFM
28
LSE STICERD Research Paper
28
Oxford bulletin of economics and statistics
28
Statistics in transition : an international journal of the Polish Statistical Association
28
Discussion papers of interdisciplinary research project 373
27
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Specification tests for GARCH processes
Cavaliere, Giuseppe
;
Perera, Indeewara
;
Rahbek, Anders
-
2021
Persistent link: https://www.econbiz.de/10012627489
Saved in:
2
An introduction to bootstrap theory in time series econometrics
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2020
Persistent link: https://www.econbiz.de/10012319239
Saved in:
3
Testing a class of semi- or nonparametric conditional moment restriction models using series methods
Sørensen, Jesper R.-V.
-
2020
Persistent link: https://www.econbiz.de/10012319254
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/10012099330
Saved in:
5
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
-
2019
Persistent link: https://www.econbiz.de/10012319208
Saved in:
6
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
-
2019
Persistent link: https://www.econbiz.de/10011992503
Saved in:
7
Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models
Johansen, Søren
-
2018
Persistent link: https://www.econbiz.de/10011865955
Saved in:
8
Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren
;
Nyboe Tabor, Morten
-
2017
Persistent link: https://www.econbiz.de/10011625471
Saved in:
9
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
Franchi, Massimo
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011654453
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/10009667306
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