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type_genre:"Sammelwerk"
~person:"Sentana, Enrique"
~person:"Trivedi, Pravin K."
~subject:"Zeitreihenanalyse"
~type_genre:"Book section"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Estimation theory
54
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11
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11
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9
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Sentana, Enrique
Trivedi, Pravin K.
Gao, Jiti
40
Koopman, Siem Jan
31
Phillips, Peter C. B.
28
Johansen, Søren
24
Lütkepohl, Helmut
24
Nielsen, Morten Ørregaard
24
Maravall Herrero, Agustín
23
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20
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19
Teräsvirta, Timo
19
Lucas, André
16
Peng, Bin
16
Kapetanios, George
15
Pesaran, M. Hashem
15
Swanson, Norman R.
14
Gouriéroux, Christian
13
Hyndman, Rob J.
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Härdle, Wolfgang
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Brännäs, Kurt
11
Gómez, Víctor
11
Koop, Gary
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Essays in honor of Joon Y. Park : econometric methodology in empirical applications
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ECONIS (ZBW)
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1
Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013540674
Saved in:
2
Aggregate output measurements : a common trend approach
Almuzara, Martín
;
Fiorentini, Gabriele
;
Sentana, Enrique
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 3-33)
.
2023
Persistent link: https://www.econbiz.de/10014313827
Saved in:
3
Neglected serial correlation tests in UCARIMA models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2014
Persistent link: https://www.econbiz.de/10011408229
Saved in:
4
Dynamic specification tests for dynamic factor models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2013
Persistent link: https://www.econbiz.de/10010376711
Saved in:
5
Sequential estimation of shape parameters in multivariate dynamic models
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2012
Persistent link: https://www.econbiz.de/10009743572
Saved in:
6
Dynamic specification tests for static factor models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2009
Persistent link: https://www.econbiz.de/10003914397
Saved in:
7
Likelihood-based estimation of latent general ARCH structures
Fiorentini, Gabriele
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10003179153
Saved in:
8
Marginalization and contemporaneous aggregation in multivariate GARCH processes
Nijman, Theodore E.
;
Sentana, Enrique
-
1993
Persistent link: https://www.econbiz.de/10000854586
Saved in:
9
Distributed lags, aggregation and compounding : Some econometric implications
Trivedi, Pravin K.
;
Trivedi, P.K.
-
1984
Persistent link: https://www.econbiz.de/10000007934
Saved in:
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