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~institution:"Centre for Analytical Finance <Århus>"
~source:"econis"
~subject:"Econometrics"
~subject:"Nonparametric statistics"
~subject:"Theory"
~type_genre:"Collection of articles of several authors"
~type_genre:"Working Paper"
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Search: subject:"Statistik"
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Econometrics
Nonparametric statistics
Theory
Theorie
15
Statistical test
8
Statistischer Test
8
Regression analysis
4
Regressionsanalyse
4
Yield curve
4
Zinsstruktur
4
Nichtlineare Regression
3
Nonlinear regression
3
Cointegration
2
Einheitswurzeltest
2
Estimation theory
2
Forecast
2
Forecasting model
2
Induktive Statistik
2
Kleinste-Quadrate-Methode
2
Kointegration
2
Least squares method
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Nichtparametrisches Verfahren
2
Prognose
2
Prognoseverfahren
2
Schätztheorie
2
Statistical inference
2
Unit root test
2
1987-1997
1
ARCH model
1
ARCH-Modell
1
Analysis of variance
1
Anlageverhalten
1
Bayes-Statistik
1
Bayesian inference
1
Behavioural finance
1
Bildungsinvestition
1
Bildungsniveau
1
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Type of publication
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Book / Working Paper
15
Type of publication (narrower categories)
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Collection of articles of several authors
Working Paper
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Language
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English
15
Author
All
Taulbjerg, Jes
3
Barndorff-Nielsen, Ole E.
2
Di Miscia, Orazio
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Christensen, Bent Jesper
1
Jakubenas, Paulius
1
Nielsen, Morten Ørregaard
1
Poulsen, Rolf
1
Shepard, Neil
1
Shephard, Neil G.
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Sørensen, Michael
1
Tuypens, Bjorn E.
1
Ørregaard Nielsen, Morten
1
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Institution
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Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
111
Center for Economic Research <Tilburg>
25
Centre for Microdata Methods and Practice <London>
21
Econometrisch Instituut <Rotterdam>
19
National Bureau of Economic Research
18
Forschungsinstitut zur Zukunft der Arbeit
13
European University Institute / Department of Economics
12
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
12
Aarhus Universitet / Afdeling for Nationaløkonomi
11
University of Cambridge / Department of Applied Economics
10
Brown University / Department of Economics
9
Ekonomiska forskningsinstitutet <Stockholm>
9
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
8
Rutgers University / Department of Economics
8
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
8
University of Strathclyde / Department of Economics
8
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
7
Columbia University / Department of Economics
7
Johns Hopkins University / Department of Economics
7
London School of Economics and Political Science
7
Massachusetts Institute of Technology / Department of Economics
7
Social Systems Research Institute
7
University of Cambridge / Faculty of Economics
7
Boston College / Department of Economics
6
Instituto Valenciano de Investigaciones Económicas
6
National Institute of Economic and Social Research
6
Universitat Pompeu Fabra / Departament d'Economia i Empresa
6
University of Exeter / Department of Economics
6
Deutschland / Statistisches Bundesamt
5
Queen Mary College / Department of Economics
5
University of British Columbia / Finance Division
5
University of California Davis / Department of Economics
5
University of Southampton / Department of Economics
5
Université de Montréal / Département de sciences économiques
5
Australian National University / Faculty of Economics
4
Erasmus Research Institute of Management
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Leibniz-Institut für Wirtschaftsforschung Halle
4
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
4
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
15
Source
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ECONIS (ZBW)
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1
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
2
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
3
Optimal inference in diffusion models of the short rate of interest
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622256
Saved in:
4
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
Saved in:
5
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
6
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
7
Power variation and time change
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491700
Saved in:
8
Testing the significance of calendar effects
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732977
Saved in:
9
Consistent preordering with an estimated criterion function, with an application to evaluation and comparison of volatility models
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732980
Saved in:
10
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
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