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Econometrics on GPUs
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Estimation theory
137
Schätztheorie
137
Time series analysis
61
Zeitreihenanalyse
61
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Theorie
19
Theory
19
Estimation
18
Schätzung
18
Stochastic process
16
Stochastischer Prozess
16
Volatility
15
Volatilität
15
Cointegration
14
Kointegration
14
ARCH model
12
ARCH-Modell
12
Statistical test
12
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12
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11
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11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
10
Statistical inference
10
USA
10
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10
Forecasting model
9
Prognoseverfahren
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
Nonlinear regression
6
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140
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Nielsen, Morten Ørregaard
15
Teräsvirta, Timo
12
Johansen, Søren
10
Kristensen, Dennis
8
Podolskij, Mark
8
Cattaneo, Matias D.
6
Christensen, Kim
6
Jansson, Michael
6
Kruse, Robinson
6
Christensen, Bent Jesper
5
Hounyo, Ulrich
5
Varneskov, Rasmus Tangsgaard
5
Andersen, Torben
4
Hillebrand, Eric
4
Lunde, Asger
4
MacKinnon, James G.
4
Rahbek, Anders
4
Santucci de Magistris, Paolo
4
Silvennoinen, Annastiina
4
Taylor, Robert
4
Barndorff-Nielsen, Ole E.
3
Bennedsen, Mikkel
3
Cavaliere, Giuseppe
3
Crump, Richard K.
3
Kanaya, Shin
3
Kock, Anders Bredahl
3
Medeiros, Marcelo C.
3
Nielsen, Bent
3
Parra-Alvarez, Juan Carlos
3
Posch, Olaf
3
Proietti, Tommaso
3
Rossi, Eduardo
3
Sibbertsen, Philipp
3
Veliyev, Bezirgen
3
Veraart, Almut E. D.
3
Yang, Yukai
3
Berenguer-Rico, Vanessa
2
Callot, Laurent
2
Caner, Mehmet
2
Casas, Isabel
2
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CREATES research paper
Journal of econometrics
1,776
Economics letters
978
Econometric theory
774
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
638
Econometric reviews
491
CEMMAP working papers / Centre for Microdata Methods and Practice
386
NBER Working Paper
375
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
369
NBER working paper series
348
Journal of the American Statistical Association : JASA
333
Discussion paper / Tinbergen Institute
322
The econometrics journal
289
Working paper / National Bureau of Economic Research, Inc.
270
IMF Working Papers
244
Journal of applied econometrics
242
Série des documents de travail / Centre de Recherche en Économie et Statistique
241
Discussion paper
230
Cowles Foundation discussion paper
228
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
218
Discussion paper series / IZA
217
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
206
Applied economics letters
202
European journal of operational research : EJOR
202
Oxford bulletin of economics and statistics
201
Discussion paper / Center for Economic Research, Tilburg University
194
Applied economics
186
Working paper
184
Journal of quantitative economics : official journal of the Indian Econometric Society
174
Working paper / Department of Econometrics and Business Statistics, Monash University
168
The review of economics and statistics
164
Econometrics : open access journal
163
International journal of forecasting
153
Economic modelling
151
Working paper series
144
Quantitative economics : QE ; journal of the Econometric Society
134
Discussion papers of interdisciplinary research project 373
132
IZA Discussion Paper
131
Journal of forecasting
128
CORE discussion paper : DP
124
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ECONIS (ZBW)
140
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1
Identification and estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2017
Persistent link: https://www.econbiz.de/10011750340
Saved in:
2
Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2020
Persistent link: https://www.econbiz.de/10012317765
Saved in:
3
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data
Christensen, Kim
;
Kinnebrock, Silja
;
Podolskij, Mark
-
2009
Persistent link: https://www.econbiz.de/10003883608
Saved in:
4
Integer-valued Lévy processes and low latency financial
econometrics
Barndorff-Nielsen, Ole E.
;
Pollard, David G.
;
Shephard, …
-
2010
Persistent link: https://www.econbiz.de/10008659413
Saved in:
5
Sir Clive Granger' s contributions to nonlinear time series and
econometrics
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011624071
Saved in:
6
An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
-
2009
Persistent link: https://www.econbiz.de/10003863153
Saved in:
7
A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863181
Saved in:
8
On IGARCH and convergence of the QMLE for misspecified GARCH models
Tolver Jensen, Anders
;
Lange, Theis
-
2009
Persistent link: https://www.econbiz.de/10003849498
Saved in:
9
Quadratic variation by Markov chains
Hansen, Peter Reinhard
;
Horel, Guillaume
-
2009
Persistent link: https://www.econbiz.de/10003849527
Saved in:
10
Least squares inference on integrated volatility and the relationship between efficient prices and noise
Nolte, Ingmar
;
Voev, Valeri
-
2009
Persistent link: https://www.econbiz.de/10003849539
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