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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"ECARES working paper"
~subject:"Time series analysis"
~type_genre:"Bibliografie"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Estimation theory
224
Schätztheorie
224
Zeitreihenanalyse
79
Theorie
53
Theory
53
Nichtparametrisches Verfahren
35
Nonparametric statistics
35
Estimation
26
Schätzung
26
Statistical test
20
Statistischer Test
20
Volatility
20
Volatilität
20
Regression analysis
18
Regressionsanalyse
18
Statistical distribution
16
Statistische Verteilung
16
Stochastic process
15
Stochastischer Prozess
15
Cointegration
14
Kointegration
14
ARCH model
13
ARCH-Modell
13
Forecasting model
13
Prognoseverfahren
13
USA
12
United States
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
11
Statistical inference
11
VAR model
10
VAR-Modell
10
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
Multivariate Analyse
8
Multivariate analysis
8
Autocorrelation
7
Autokorrelation
7
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69
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Book / Working Paper
79
Type of publication (narrower categories)
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Arbeitspapier
Bibliographie enthalten
Bibliografie
Working Paper
79
Graue Literatur
74
Non-commercial literature
74
Language
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English
79
Author
All
Nielsen, Morten Ørregaard
11
Johansen, Søren
7
Mélard, Guy
7
Teräsvirta, Timo
6
Azrak, Rajae
4
Franses, Philip Hans
4
Kristensen, Dennis
4
Taylor, Robert
4
Cavaliere, Giuseppe
3
Christensen, Kim
3
Hallin, Marc
3
Podolskij, Mark
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Alj, Abdelkamel
2
Andersen, Torben
2
Boswijk, Herman Peter
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Haldrup, Niels
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kruse, Robinson
2
Ley, Christophe
2
Nielsen, Bent
2
Rossi, Eduardo
2
Seong, Dakyung
2
Silvennoinen, Annastiina
2
Yang, Yukai
2
Alj, Abdelkamer
1
Azral, Rajae
1
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Bunzel, Helle
1
Callot, Laurent A. F.
1
Casas, Isabel
1
Catani, Paul
1
Cho, Jin Seo
1
Christensen, Bent Jesper
1
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CREATES research paper
Discussion paper / Tinbergen Institute / Tinbergen Institute
ECARES working paper
Discussion paper / Tinbergen Institute
99
Working paper / Department of Econometrics and Business Statistics, Monash University
66
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Cowles Foundation discussion paper
26
SFB 649 discussion paper
26
Working paper series
24
Technical working paper / National Bureau of Economic Research
22
Discussion paper / Center for Economic Research, Tilburg University
21
Working paper / National Bureau of Economic Research, Inc.
20
Report / Econometric Institute, Erasmus University Rotterdam
18
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
Working paper
17
CEMMAP working papers / Centre for Microdata Methods and Practice
16
Documentos de trabajo / Banco de España, Servicio de Estudios
16
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
15
Discussion papers of interdisciplinary research project 373
15
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
15
Discussion paper
14
Discussion papers / Department of Economics, University of Copenhagen
14
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
14
CESifo working papers
13
CORE discussion paper : DP
13
EUI working paper / ECO
13
Queen's Economics Department working paper
13
Discussion papers in economics
12
Série des documents de travail
12
Umeå economic studies
12
Economics discussion papers
11
Working papers / Rutgers University, Department of Economics
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
9
Working papers
9
Working papers series in theoretical and applied economics
9
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
8
Finance and economics discussion series
8
KBI
8
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ECONIS (ZBW)
79
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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
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
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:
4
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:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
6
General estimation results for tdVARMA Array Models
Alj, Abdelkamel
;
Azrak, Rajae
;
Mélard, Guy
-
2022
Persistent link: https://www.econbiz.de/10013343501
Saved in:
7
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
8
On the finite-sample performance of measure transportation-based multivariate rank tests
Hallin, Marc
;
Mordant, Gilles
-
2021
Persistent link: https://www.econbiz.de/10012698528
Saved in:
9
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
10
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
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