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Search: subject_exact:"Schätzverfahren"
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Estimation theory
137
Schätztheorie
137
Estimation
79
Schätzung
79
Time series analysis
75
Zeitreihenanalyse
75
Theorie
47
Theory
47
Volatility
27
Volatilität
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Capital income
24
Kapitaleinkommen
24
Cointegration
23
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Kointegration
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Prognoseverfahren
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Nonparametric statistics
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Stochastic process
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Stochastischer Prozess
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USA
18
United States
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17
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VAR-Modell
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Risikoprämie
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Risk premium
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Regression analysis
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Regressionsanalyse
12
Bootstrap approach
11
Bootstrap-Verfahren
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Induktive Statistik
10
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Nonlinear regression
10
Statistical inference
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198
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Graue Literatur
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Non-commercial literature
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Working Paper
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English
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Nielsen, Morten Ørregaard
20
Teräsvirta, Timo
13
Johansen, Søren
12
Kristensen, Dennis
9
Kruse, Robinson
8
Podolskij, Mark
8
Santucci de Magistris, Paolo
8
Christensen, Bent Jesper
7
Hillebrand, Eric
7
Andreasen, Martin Møller
6
Cattaneo, Matias D.
6
Christensen, Kim
6
Jansson, Michael
6
Todorov, Viktor
6
Andersen, Torben
5
Bollerslev, Tim
5
Casas, Isabel
5
Hounyo, Ulrich
5
Silvennoinen, Annastiina
5
Varneskov, Rasmus Tangsgaard
5
Veliyev, Bezirgen
5
Bennedsen, Mikkel
4
Callot, Laurent
4
Grassi, Stefano
4
Haldrup, Niels
4
Lunde, Asger
4
MacKinnon, James G.
4
Medeiros, Marcelo C.
4
Parra-Alvarez, Juan Carlos
4
Rahbek, Anders
4
Taylor, Robert
4
Carlini, Federico
3
Cavaliere, Giuseppe
3
Crump, Richard K.
3
Engsted, Tom
3
Ergemen, Yunus Emre
3
Kanaya, Shin
3
Kang, Jian
3
Kock, Anders Bredahl
3
Lanne, Markku
3
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CREATES research paper
Discussion paper series / IZA
3,136
Working paper / National Bureau of Economic Research, Inc.
2,761
NBER working paper series
2,552
NBER Working Paper
2,417
Journal of econometrics
1,887
Applied economics
1,881
Economics letters
1,553
CESifo working papers
1,477
Discussion paper / Centre for Economic Policy Research
1,468
IZA Discussion Paper
1,362
Applied economics letters
1,316
Working paper
976
Economic modelling
915
Discussion paper
887
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
867
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
844
Econometric theory
743
Discussion paper / Tinbergen Institute
691
ZEW discussion papers
576
Journal of applied econometrics
543
Econometric reviews
536
Energy economics
510
International review of economics & finance : IREF
506
CESifo Working Paper Series
487
Journal of banking & finance
481
Journal of international money and finance
480
Discussion papers / CEPR
464
Finance research letters
462
Applied financial economics
461
Discussion papers / Deutsches Institut für Wirtschaftsforschung
453
CEMMAP working papers / Centre for Microdata Methods and Practice
429
The review of economics and statistics
422
Working paper series
392
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
389
Oxford bulletin of economics and statistics
366
International review of financial analysis
348
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
341
Journal of the American Statistical Association : JASA
341
Kiel working paper
329
The American economic review
327
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ECONIS (ZBW)
198
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1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
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:
3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
4
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
5
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
6
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189456
Saved in:
7
A neural network approach to the environmental Kuznets curve
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Jensen, Sebastian
-
2022
Persistent link: https://www.econbiz.de/10013367388
Saved in:
8
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
9
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
Saved in:
10
Now- and backcasting initial claims with high-dimensional daily internet search-volume data
Borup, Daniel
;
Rapach, David E.
;
Montes Schütte, Erik …
-
2021
Persistent link: https://www.econbiz.de/10012433998
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