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type_genre:"Marktinformation"
type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Estimation
79
Schätzung
79
Theorie
32
Theory
32
Time series analysis
25
Capital income
23
Kapitaleinkommen
23
Estimation theory
18
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18
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Nielsen, Morten Ørregaard
5
Teräsvirta, Timo
4
Grassi, Stefano
3
Silvennoinen, Annastiina
3
Cavaliere, Giuseppe
2
Delle Monache, Davide
2
Ergemen, Yunus Emre
2
Haldrup, Niels
2
Kang, Jian
2
Santucci de Magistris, Paolo
2
Taylor, Robert
2
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1
Davidson, Russell
1
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1
Grønborg, Niels S.
1
Hall, Anthony D.
1
Haulde, Javier
1
Hautsch, Nikolaus
1
He, Changli
1
Hillebrand, Eric
1
Jakobsen, Johan Stax
1
Kallestrup-Lamb, Malene
1
Kanaya, Shin
1
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1
Kristensen, Johannes Tang
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Kruse, Robinson
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Mikkelsen, Jakob Guldbæk
1
Noriega-Muro, Antonio E.
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Podolskij, Mark
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Tsiaras, Leonidas
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Valdés, J. Eduardo Vera
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Ventosa-Santaulària, Daniel
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Violante, Francesco
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CREATES research paper
CESifo working papers
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Discussion paper / Tinbergen Institute
67
Working paper
51
Economics and finance working paper series
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
28
Working paper / Department of Econometrics and Business Statistics, Monash University
27
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
21
SFB 649 discussion paper
21
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18
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18
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ECONIS (ZBW)
25
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1
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:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
4
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:
5
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
6
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
7
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
Saved in:
8
Time-varying parameters : new test tailored to applications in finance and macroeconomics
Davidson, Russell
;
Grønborg, Niels S.
-
2018
Persistent link: https://www.econbiz.de/10011913753
Saved in:
9
Testing for time-varying loadings in dynamic factor models
Mikkelsen, Jakob Guldbæk
-
2017
Persistent link: https://www.econbiz.de/10011706038
Saved in:
10
A dynamic multi-level factor model with long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
-
2016
Persistent link: https://www.econbiz.de/10011524107
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