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Search: subject_exact:"Estimation theory"
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Schätzung
Theory
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Theorie
18
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Volatilität
15
Cointegration
14
Kointegration
14
ARCH model
12
ARCH-Modell
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Statistical test
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12
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Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
10
Statistical inference
10
USA
10
United States
10
Forecasting model
9
Prognoseverfahren
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
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VAR model
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VAR-Modell
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6
Autokorrelation
6
Modellierung
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6
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33
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33
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English
33
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Kristensen, Dennis
3
Nielsen, Morten Ørregaard
3
Santucci de Magistris, Paolo
3
Cavaliere, Giuseppe
2
Grassi, Stefano
2
Kock, Anders Bredahl
2
Rossi, Eduardo
2
Silvennoinen, Annastiina
2
Taylor, Robert
2
Teräsvirta, Timo
2
Barndorff-Nielsen, Ole E.
1
Bu, Ruijun
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Caner, Mehmet
1
Carlini, Federico
1
Casas, Isabel
1
Cattaneo, Matias D.
1
Christensen, Bent Jesper
1
Christensen, Kim
1
Crump, Richard K.
1
Demetrescu, Matei
1
Ergemen, Yunus Emre
1
Ferreira, Eva
1
Floor Brix, Anne
1
Guégan, Dominique
1
Hadri, Kaddour
1
Hall, Anthony D.
1
Hansen, Peter Reinhard
1
Hillebrand, Eric
1
Horel, Guillaume
1
Jakobsen, Johan Stax
1
Jansson, Michael
1
Kanaya, Shin
1
Kang, Jian
1
Kristensen, Johannes Tang
1
Kruse, Robinson
1
Kruse-Becher, Robinson
1
Lange, Theis
1
Lunde, Asger
1
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CREATES research paper
Journal of econometrics
559
Economics letters
480
Econometric theory
306
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
301
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
246
Econometric reviews
181
Journal of applied econometrics
158
Série des documents de travail / Centre de Recherche en Économie et Statistique
158
Journal of quantitative economics : official journal of the Indian Econometric Society
142
The review of economics and statistics
126
Discussion paper / Tinbergen Institute
110
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
105
Oxford bulletin of economics and statistics
105
Working paper / National Bureau of Economic Research, Inc.
96
Discussion paper series / IZA
95
Discussion paper / Center for Economic Research, Tilburg University
93
Applied economics
85
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
CORE discussion paper : DP
79
Statistical papers
79
CEMMAP working papers / Centre for Microdata Methods and Practice
67
Economic modelling
67
The review of economic studies
64
Working paper series
62
Working paper
61
Applied economics letters
59
International economic review
59
Annales d'économie et de statistique
57
Discussion paper
57
Metrika : international journal for theoretical and applied statistics
57
The econometrics journal
57
Journal of forecasting
56
American journal of agricultural economics
55
Technical working paper / National Bureau of Economic Research
55
CESifo working papers
51
NBER Working Paper
50
Working paper / Department of Econometrics and Business Statistics, Monash University
50
Journal of economic dynamics & control
48
NBER working paper series
48
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ECONIS (ZBW)
33
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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
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
5
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:
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
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
-
2018
Persistent link: https://www.econbiz.de/10011913721
Saved in:
8
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
9
Time-varying coefficient estimation in SURE models : application to portfolio management
Casas, Isabel
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
-
2017
Persistent link: https://www.econbiz.de/10011750315
Saved in:
10
Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
-
2015
Persistent link: https://www.econbiz.de/10011516996
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