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~isPartOf:"CREATES research paper"
~subject:"Fractional integration"
~subject:"Statistical test"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Distribution-free statistics"
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Fractional integration
Statistical test
Stochastischer Prozess
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Estimation theory
19
Schätztheorie
19
Time series analysis
10
Zeitreihenanalyse
10
Statistischer Test
7
Theorie
7
Theory
7
Volatility
6
Volatilität
6
Estimation
5
Schätzung
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1990-2008
1
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1
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Induktive Statistik
1
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Innovationsdiffusion
1
Kapitaleinkommen
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Kointegration
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1
Lagrange multiplier testing principle
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English
12
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Kristensen, Dennis
3
Barndorff-Nielsen, Ole E.
2
Cattaneo, Matias D.
2
Crump, Richard K.
2
Jansson, Michael
2
Ang, Andrew
1
Bennedsen, Mikkel
1
Corcuera, José Manual
1
Gørgens, Tue
1
Iacone, Fabrizio
1
Kanaya, Shin
1
Nielsen, Frank
1
Nielsen, Morten Ørregaard
1
Podolskij, Mark
1
Rasmussen, Torben B.
1
Taylor, Robert
1
Veraart, Almut E. D.
1
Würtz, Allan H.
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CREATES research paper
Journal of econometrics
80
Econometric theory
31
Econometric reviews
28
CEMMAP working papers / Centre for Microdata Methods and Practice
23
Economics letters
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
21
SFB 649 discussion paper
17
Discussion paper / Tinbergen Institute
16
The econometrics journal
16
Cowles Foundation discussion paper
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Cowles Foundation Discussion Paper
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Discussion paper / Center for Economic Research, Tilburg University
9
Applied economics letters
8
Journal of the American Statistical Association : JASA
8
Discussion papers of interdisciplinary research project 373
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
European journal of operational research : EJOR
7
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
6
ECARES working paper
6
Econometrics : open access journal
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Journal of applied econometrics
5
School of Economics working papers / The University of Adelaide, School of Economics
5
Statistical methods & applications : SMA ; journal of the Italian Statistical Society
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Working papers / TSE : WP
5
Working papers series in theoretical and applied economics
5
American journal of agricultural economics
4
Applied economics
4
Cambridge working papers in economics
4
CentER Discussion Paper Series
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Discussion paper series / IZA
4
ERID working paper
4
Econometric Institute research papers
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ECONIS (ZBW)
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Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
2
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
Saved in:
3
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
Saved in:
4
Bootstrapping censity-weighted average derivatives
Cattaneo, Matias D.
;
Crump, Richard K.
;
Jansson, Michael
-
2010
Persistent link: https://www.econbiz.de/10003968433
Saved in:
5
Jump testing and the speed of market adjustment
Rasmussen, Torben B.
-
2009
Persistent link: https://www.econbiz.de/10003849503
Saved in:
6
Testing conditional factor models
Kristensen, Dennis
;
Ang, Andrew
-
2009
Persistent link: https://www.econbiz.de/10003849517
Saved in:
7
Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
-
2009
Persistent link: https://www.econbiz.de/10003849562
Saved in:
8
Robust data-driven inference for density-weighted average derivatives
Cattaneo, Matias D.
;
Crump, Richard K.
;
Jansson, Michael
-
2009
Persistent link: https://www.econbiz.de/10003883600
Saved in:
9
Testing a parametric function against nonparametric alternative in IV and GMM settings
Gørgens, Tue
;
Würtz, Allan H.
-
2009
Persistent link: https://www.econbiz.de/10003903437
Saved in:
10
Limit theorems for functionals of higher order differences of Brownian semi-stationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manual
; …
-
2009
Persistent link: https://www.econbiz.de/10003914217
Saved in:
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