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~institution:"Centre for Analytical Finance <Århus>"
~institution:"European University Institute / Department of Law"
~institution:"Umeå Universitet / Institutionen för Nationalekonomi"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Markov chain"
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Estimation theory
Forecasting model
Markov chain
Theorie
197
Theory
197
Time series analysis
17
Zeitreihenanalyse
17
Option pricing theory
14
Optionspreistheorie
14
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28
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Working Paper
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Collection of articles written by one author
1
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English
28
Author
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Brännäs, Kurt
4
Lütkepohl, Helmut
4
Hellström, Jörgen
3
Marcellino, Massimiliano
3
DeLuna, Xavier
2
Kuzin, Vladimir
2
Nordström, Jonas
2
Schumacher, Christian
2
Sørensen, Michael
2
Bardsen, Gunnar
1
Brueggemann, Ralf
1
Busch, Thomas
1
Christiansen, Charlotte
1
Di Miscia, Orazio
1
Hansen, Niels Richard
1
Herwartz, Helmut
1
Johansson, Per-Olov
1
Jordà, Òscar
1
Kessler, Mathieu
1
Knüppel, Malte
1
Mikkelsen, Peter
1
Nielsen, Jens Perch
1
Schmid, Wolfgang
1
Sirchenko, Andrei
1
Stegenborg Larsen, Kristian
1
Strunk Hansen, Charlotte
1
Sørensen, Helle
1
Tanggaard, Carsten
1
Tuypens, Bjorn E.
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Institution
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Centre for Analytical Finance <Århus>
European University Institute / Department of Law
Umeå Universitet / Institutionen för Nationalekonomi
National Bureau of Economic Research
138
Ekonomiska forskningsinstitutet <Stockholm>
37
European University Institute / Department of Economics
27
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
23
Umeå universitet
23
Center for Economic Research <Tilburg>
18
University of New England / Department of Econometrics
18
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
13
Birkbeck College / Department of Economics
12
Federal Reserve System / Division of Research and Statistics
12
Forschungsinstitut zur Zukunft der Arbeit
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
10
University of Exeter / Department of Economics
10
Universität Basel / Institut für Statistik und Ökonometrie
10
University of Strathclyde / Department of Economics
9
Centre for Quantitative Economics & Computing
8
Rodney L. White Center for Financial Research
7
Rutgers University / Department of Economics
7
Springer Fachmedien Wiesbaden
7
Christian-Albrechts-Universität zu Kiel
6
Econometrisch Instituut <Rotterdam>
6
Zakład Teorii Prognoz <Krakau>
6
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Brown University / Department of Economics
5
Centre for Microdata Methods and Practice <London>
5
Deutsche Forschungsgemeinschaft
5
Federal Reserve Bank of St. Louis
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Institut für Höhere Studien
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Universitetet i Oslo / Økonomisk institutt
5
University of Cambridge / Department of Applied Economics
5
Verlag Dr. Kovač
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
4
Centre for International Research on Economic Tendency Surveys
4
Chambre de commerce et d'industrie de Paris
4
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
12
EUI working paper / ECO
8
Umeå economic studies
8
Source
All
ECONIS (ZBW)
28
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1
Prediction inference for time series
DeLuna, Xavier
-
1999
Persistent link: https://www.econbiz.de/10001446543
Saved in:
2
Generalized integer-valued autoregression
Brännäs, Kurt
;
Hellström, Jörgen
-
1999
Persistent link: https://www.econbiz.de/10001398529
Saved in:
3
A new approach to modelling and forecasting monthly guest nights in hotels
Brännäs, Kurt
;
Hellström, Jörgen
;
Nordström, Jonas
-
1999
Persistent link: https://www.econbiz.de/10001398533
Saved in:
4
Unobserved components in international tourism demand
Nordström, Jonas
-
1999
Persistent link: https://www.econbiz.de/10001398542
Saved in:
5
Count data autoregression modelling
Hellström, Jörgen
-
1999
Persistent link: https://www.econbiz.de/10001372883
Saved in:
6
Conditional heteroskedasticity in some common count data models for financial time series data
Brännäs, Kurt
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001730786
Saved in:
7
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
8
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
9
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:
10
Estimation in a duration model for evaluating educational programs
Brännäs, Kurt
-
1999
Persistent link: https://www.econbiz.de/10001446560
Saved in:
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