//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CREATES research paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
On some properties of Kies dis...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Maximum likelihood estimation
13
Maximum-Likelihood-Schätzung
13
Estimation theory
9
Schätztheorie
9
ARCH model
4
ARCH-Modell
4
Estimation
4
Schätzung
4
Stochastic process
3
Stochastischer Prozess
3
Time series analysis
3
Zeitreihenanalyse
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Heteroscedasticity
2
Heteroskedastizität
2
USA
2
United States
2
1965-2008
1
Agent-based modeling
1
Agentenbasierte Modellierung
1
Analysis
1
Cointegration
1
Continuous-time
1
Dynamische Wirtschaftstheorie
1
Econometrics
1
Economic dynamics
1
Einheitswurzeltest
1
Factor analysis
1
Faktorenanalyse
1
Fama-Bliss data set
1
Fokker-Planck equations
1
Forecasting model
1
Gaussian process
1
Gauß-Prozess
1
Heterogeneous agent models
1
Heuristics
1
Heuristik
1
Integer valued trawl process
1
Kointegration
1
more ...
less ...
Online availability
All
Free
14
Type of publication
All
Book / Working Paper
14
Type of publication (narrower categories)
All
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Language
All
English
14
Author
All
Nielsen, Morten Ørregaard
4
Cavaliere, Giuseppe
2
Jansson, Michael
2
Lunde, Asger
2
Rahbek, Anders
2
Taylor, Robert
2
Baltazar-Larios, Fernando
1
Bennedsen, Mikkel
1
Bohn Nielsen, Heino
1
Floor Brix, Anne
1
Han, Heejoon
1
Hillebrand, Eric
1
Jungbacker, Borus
1
Koopman, Siem Jan
1
Kristensen, Dennis
1
Kurita, Takamitsu
1
Mikkelsen, Jakob Guldbæk
1
Parra-Alvarez, Juan Carlos
1
Pedersen, Rasmus Søndergaard
1
Posch, Olaf
1
Shephard, Neil G.
1
Silvennoinen, Annastiina
1
Sørensen, Michael
1
Teräsvirta, Timo
1
Urga, Giovanni
1
Veraart, Almut E. D.
1
Wang, Mu-Chun
1
Wel, Michel van der
1
more ...
less ...
Published in...
All
CREATES research paper
Journal of econometrics
165
Discussion paper / Tinbergen Institute
61
Annals of the Institute of Statistical Mathematics
55
Economics letters
55
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Econometric reviews
49
IMF Working Papers
47
International journal of forecasting
41
Psychometrika
35
Computational Statistics & Data Analysis
31
MPRA Paper
30
Statistical Papers / Springer
24
Econometrics : open access journal
23
Econometric theory
21
CEMMAP working papers / Centre for Microdata Methods and Practice
20
Econometrics
20
Economics Series Working Papers / Department of Economics, Oxford University
20
Metrika
20
Working Paper
20
Working paper / National Bureau of Economic Research, Inc.
20
CESifo working papers
19
Computational Statistics
19
NBER Working Paper
19
The econometrics journal
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of the American Statistical Association : JASA
18
Applied economics
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Cowles Foundation Discussion Papers
16
Journal of Applied Statistics
16
Working paper
16
Cowles Foundation discussion paper
15
Insurance / Mathematics & economics
15
NBER working paper series
15
Statistics in transition : an international journal of the Polish Statistical Association
15
Studies in Nonlinear Dynamics & Econometrics
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Tinbergen Institute Discussion Paper
15
Computational economics
14
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
2
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:
3
Efficient likelihood ratio tests for seasonal unit roots
Jansson, Michael
;
Nielsen, Morten Ørregaard
-
2009
Persistent link: https://www.econbiz.de/10003903502
Saved in:
4
Maximum likelihood estimation for integrated diffusion processes
Baltazar-Larios, Fernando
;
Sørensen, Michael
-
2010
Persistent link: https://www.econbiz.de/10008651742
Saved in:
5
Nearly efficient likelihood ration tests of the unit root hypothesis
Jansson, Michael
;
Nielsen, Morten Ørregaard
-
2009
Persistent link: https://www.econbiz.de/10003874172
Saved in:
6
Dynamic factor models with smooth loadings for analyzing the term structure of interest rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
-
2009
Persistent link: https://www.econbiz.de/10003875669
Saved in:
7
Nonstationary ARCH and GARCH with t-distributed innovations
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2015
Persistent link: https://www.econbiz.de/10010529443
Saved in:
8
Estimating stochastic volatility models using predictionbased estimating functions
Lunde, Asger
;
Floor Brix, Anne
-
2013
Persistent link: https://www.econbiz.de/10009763883
Saved in:
9
Maximum likelihood estimation of time-varying loadings in high-dimensional factor models
Mikkelsen, Jakob Guldbæk
;
Hillebrand, Eric
;
Urga, Giovanni
-
2015
Persistent link: https://www.econbiz.de/10011409357
Saved in:
10
Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates
Han, Heejoon
;
Kristensen, Dennis
-
2012
Persistent link: https://www.econbiz.de/10009537600
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->