//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~subject:"Statistische Verteilung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
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
4
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Theorie
3
Theory
3
VAR model
3
VAR-Modell
3
Autocorrelation
2
Autokorrelation
2
Bootstrap
2
Modellierung
2
Private consumption
2
Privater Konsum
2
Rational expectations
2
Rationale Erwartung
2
Regression analysis
2
Regressionsanalyse
2
Robust statistics
2
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
more ...
less ...
Online availability
All
Free
14
Type of publication
All
Book / Working Paper
14
Type of publication (narrower categories)
All
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Language
All
English
14
Author
All
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.
1
more ...
less ...
Published in...
All
Discussion papers / Department of Economics, University of Copenhagen
Journal of econometrics
359
Econometric theory
180
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
161
Economics letters
158
Discussion paper / Tinbergen Institute
113
Econometric reviews
108
International journal of forecasting
72
Working paper / Department of Econometrics and Business Statistics, Monash University
68
CREATES research paper
64
Journal of forecasting
57
Applied economics letters
56
Econometrics : open access journal
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Journal of the American Statistical Association : JASA
50
Insurance / Mathematics & economics
49
The econometrics journal
49
Cowles Foundation discussion paper
46
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
NBER Working Paper
44
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
44
Applied economics
42
Journal of time series econometrics
39
Computational economics
38
Discussion paper / Center for Economic Research, Tilburg University
37
Economic modelling
37
Série des documents de travail / Centre de Recherche en Économie et Statistique
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
CEMMAP working papers / Centre for Microdata Methods and Practice
35
Journal of applied econometrics
31
SFB 649 discussion paper
31
EUI working paper / ECO
30
Journal of empirical finance
30
LSE STICERD Research Paper
28
NBER working paper series
28
Oxford bulletin of economics and statistics
28
Statistics in transition : an international journal of the Polish Statistical Association
28
Working paper
27
Discussion papers of interdisciplinary research project 373
26
Working paper series
25
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
24
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->