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type_genre:"Working Paper"
~isPartOf:"CORE discussion paper : DP"
~subject:"Time series analysis"
~subject:"United States"
~type:"book"
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Search: subject_exact:"Estimation theory"
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Time series analysis
United States
Estimation theory
119
Schätztheorie
119
Theorie
77
Theory
77
Zeitreihenanalyse
13
Statistical theory
11
Statistische Methodenlehre
11
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8
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Arbeitspapier
15
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Bauwens, Luc
6
Giot, Pierre
4
Broze, Laurence
2
Härdle, Wolfgang
2
Scaillet, Olivier
2
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1
Galli, Fausto
1
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1
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1
Ritter, Christian
1
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1
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CORE discussion paper : DP
Discussion paper / Tinbergen Institute
102
Working paper / Department of Econometrics and Business Statistics, Monash University
67
CREATES research paper
64
Working paper / National Bureau of Economic Research, Inc.
51
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
32
Technical working paper / National Bureau of Economic Research
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
29
SFB 649 discussion paper
28
Cowles Foundation discussion paper
27
CEMMAP working papers / Centre for Microdata Methods and Practice
24
Working paper
24
Discussion paper / Center for Economic Research, Tilburg University
23
Working paper series
23
Report / Econometric Institute, Erasmus University Rotterdam
21
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
20
CESifo working papers
17
Discussion paper / Centre for Economic Policy Research
17
Discussion paper
16
Documentos de trabajo / Banco de España, Servicio de Estudios
16
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
16
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
15
Discussion paper series / IZA
15
Discussion papers / Department of Economics, University of Copenhagen
15
Discussion papers of interdisciplinary research project 373
15
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
14
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Discussion papers in economics
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11
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
ECARES working paper
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Finance and economics discussion series
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ECONIS (ZBW)
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The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
Saved in:
2
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
-
2002
Persistent link: https://www.econbiz.de/10001672395
Saved in:
3
Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc
-
1998
Persistent link: https://www.econbiz.de/10000994354
Saved in:
4
A Gibbs sampling approach to cointegration
Bauwens, Luc
-
1997
Persistent link: https://www.econbiz.de/10000962645
Saved in:
5
The logarithmic ACD model : an application to market microstructure and NASDAQ
Bauwens, Luc
;
Giot, Pierre
-
1997
Persistent link: https://www.econbiz.de/10000980123
Saved in:
6
Gaussian estimation fo a contiuous time dynamic model with common stochastic trends
Simos, Theodore
-
1995
Persistent link: https://www.econbiz.de/10000908401
Saved in:
7
Another look at the american electrical utility data
Ritter, Christian
-
1994
Persistent link: https://www.econbiz.de/10000885638
Saved in:
8
Identification restrictions and posterior densities in cointegrated gaussian var systems
Bauwens, Luc
-
1994
Persistent link: https://www.econbiz.de/10000890381
Saved in:
9
Forecast intervals in ARCH exponential smoothing
Broze, Laurence
;
Mélard, Guy
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000908408
Saved in:
10
Reparameterization and estimation in unit root equations
Tran-van-Hoa
-
1993
Persistent link: https://www.econbiz.de/10000874277
Saved in:
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