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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"CREATES research paper"
~subject:"Decision under uncertainty"
~subject:"Maximum likelihood estimation"
~subject:"Monte Carlo simulation"
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Search: subject_exact:"Estimation theory"
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Decision under uncertainty
Maximum likelihood estimation
Monte Carlo simulation
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Volatilität
15
Cointegration
14
Kointegration
14
ARCH model
12
ARCH-Modell
12
Statistical test
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
10
Statistical inference
10
USA
10
United States
10
Forecasting model
9
Prognoseverfahren
9
Maximum-Likelihood-Schätzung
8
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
Nonlinear regression
6
Scientific modelling
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10
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Arbeitspapier
Bibliographie enthalten
Graue Literatur
10
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10
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English
10
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Cavaliere, Giuseppe
2
Floor Brix, Anne
2
Lunde, Asger
2
Nielsen, Morten Ørregaard
2
Rahbek, Anders
2
Taylor, Robert
2
Bohn Nielsen, Heino
1
Hillebrand, Eric
1
Kruse, Robinson
1
Kurita, Takamitsu
1
Mikkelsen, Jakob Guldbæk
1
Parra-Alvarez, Juan Carlos
1
Pedersen, Rasmus Søndergaard
1
Posch, Olaf
1
Sandberg, Rickard
1
Silvennoinen, Annastiina
1
Teräsvirta, Timo
1
Urga, Giovanni
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Wang, Mu-Chun
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CREATES research paper
Discussion paper / Tinbergen Institute
39
CEMMAP working papers / Centre for Microdata Methods and Practice
17
Discussion paper series / IZA
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Working paper / National Bureau of Economic Research, Inc.
15
Working paper / Department of Econometrics and Business Statistics, Monash University
14
Working paper
12
CESifo working papers
10
Série des documents de travail
10
Discussion papers / CEPR
7
KBI
7
Cowles Foundation discussion paper
6
Discussion paper
6
Economics working paper
6
Warwick economic research papers
6
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
Discussion paper / Center for Economic Research, Tilburg University
5
Discussion paper series
5
Finance and economics discussion series
5
Report / Econometric Institute, Erasmus University Rotterdam
5
CEMFI working paper
4
CORE discussion papers : DP
4
Cardiff economics working papers
4
Discussion paper / Centre for Economic Policy Research
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
Discussion papers of interdisciplinary research project 373
4
GRIPS discussion papers
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Les cahiers du GERAD
4
Queen's Economics Department working paper
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Staff reports / Federal Reserve Bank of New York
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4
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4
Working papers in economics and statistics
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Birkbeck working papers in economics and finance : BWPEF
3
CEA_372Cass working paper series
3
Cahiers du Département d'Econométrie
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Discussion paper / Department of Economics, University of California San Diego
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ECONIS (ZBW)
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1
Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2020
Persistent link: https://www.econbiz.de/10012317765
Saved in:
2
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
3
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721042
Saved in:
4
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:
5
A generalized Schwartz model for energy spot prices : estimation using a particle MCMC method
Floor Brix, Anne
;
Lunde, Asger
;
Wei, Wei
-
2015
Persistent link: https://www.econbiz.de/10011373234
Saved in:
6
Maximum likelihood estimation of time-varying loadings in high-dimensional factor models
Mikkelsen, Jakob Guldbæk
;
Hillebrand, Eric
;
Urga, Giovanni
-
2015
Persistent link: https://www.econbiz.de/10011409357
Saved in:
7
Nonstationary ARCH and GARCH with t-distributed innovations
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2015
Persistent link: https://www.econbiz.de/10010529443
Saved in:
8
Estimating stochastic volatility models using predictionbased estimating functions
Lunde, Asger
;
Floor Brix, Anne
-
2013
Persistent link: https://www.econbiz.de/10009763883
Saved in:
9
Linearity testing in time-varying smooth transition autoregressive models under unknown degree of persistence
Kruse, Robinson
;
Sandberg, Rickard
-
2010
Persistent link: https://www.econbiz.de/10008651719
Saved in:
10
An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2009
Persistent link: https://www.econbiz.de/10003863153
Saved in:
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