//--> //--> //--> //-->
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:"Discussion paper / Tinbergen Institute"
~language:"eng"
~language:"fra"
~language:"spa"
~language:"und"
~subject:"Statistical theory"
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
Advertising and road safety: A...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Statistical theory
Statistische Methodenlehre
21
Theorie
15
Theory
15
Estimation theory
8
Schätztheorie
8
Time series analysis
8
Zeitreihenanalyse
8
Bayes-Statistik
6
Bayesian inference
6
Gesundheitsvorsorge
5
Preventive care
5
Estimation
3
Saisonale Schwankungen
3
Schätzung
3
Seasonal variations
3
State space model
3
Statistical method
3
Statistische Methode
3
Zustandsraummodell
3
AIDS
2
Bayes Factor
2
Börsenkurs
2
Contraceptive
2
Experiment
2
Forecasting model
2
Gender
2
Geschlecht
2
Gibbs sampler
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Queueing theory
2
Share price
2
State space models
2
Verhütungsmittel
2
Volatility
2
Volatilität
2
Warteschlangentheorie
2
seasonality
2
more ...
less ...
Online availability
All
Free
8
Type of publication
All
Book / Working Paper
21
Type of publication (narrower categories)
All
Arbeitspapier
21
Working Paper
21
Graue Literatur
16
Non-commercial literature
16
Language
All
English
French
Spanish
Undetermined
Author
All
Dijk, Herman K. van
6
Hoek, Henk
4
Kleibergen, Frank
3
Koop, Gary
3
Lucas, André
3
Paap, Richard
3
Dijk, Nicolaas M. van
2
Kleijn, Richard
2
Magnus, Jan R.
2
Bijleveld, Frits D.
1
Bos, Niels
1
Boswijk, H. P.
1
Brakel, Jan A. van den
1
Cheng, Shihong
1
Commandeur, Jacques Jean François
1
Gatarek, Lukasz
1
Genton, Marc G.
1
Groenendijk, Patrick A.
1
Hallerbach, Winfried G.
1
Hanaki, Nobuyuki
1
Harlaar, Lucas P.
1
Hoogerheide, Lennart F.
1
Koopman, Siem Jan
1
Peng, Liang
1
Peresetsky, Anatoly A.
1
Qi, Yongcheng
1
Sluis, Pieter J. van der
1
Sneek, Kees
1
Urbain, Jean-Pierre
1
Vries, Casper G. de
1
Yoo, Donghoon
1
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
80
Economics letters
80
Journal of econometrics
79
Série des documents de travail / Centre de Recherche en Économie et Statistique
53
Econometric reviews
52
CORE discussion paper : DP
47
Econometric theory
44
Probability and mathematical statistics
31
Acta Universitatis Wratislaviensis : AUW
30
NBER Working Paper
27
Technical working paper / National Bureau of Economic Research
27
Journal of the Royal Statistical Society
26
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
26
International economic review
25
Discussion papers of interdisciplinary research project 373
23
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
22
Oxford bulletin of economics and statistics
22
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
22
Journal of official statistics : JOS ; an international quarterly
20
Discussion paper / Center for Economic Research, Tilburg University
19
American journal of agricultural economics
18
NBER technical working paper series
18
Annales d'économie et de statistique
17
IMF country report
17
Journal of quantitative economics : official journal of the Indian Econometric Society
17
Working papers in economics and econometrics
17
European journal of operational research : EJOR
16
Revue de statistique appliquée
16
Working paper / Department of Econometrics and Business Statistics, Monash University
16
Statistics in transition : an international journal of the Polish Statistical Association
15
NBER working paper series
14
The review of economics and statistics
14
Working paper / National Bureau of Economic Research, Inc.
14
SFB 649 discussion paper
13
Acta Universitatis Lodziensis / Folia oeconomica
12
Journal of applied econometrics
12
The review of economic studies
12
EUI working paper / ECO
11
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian unit root inference in the Hamilton model
Hoek, Henk
;
Paap, Richard
-
1994
Persistent link: https://www.econbiz.de/10000560205
Saved in:
2
Classical and Bayesian aspects of robust unit root inference
Hoek, Henk
;
Lucas, André
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000151638
Saved in:
3
On uniformization for continuous-time Markov chains
Dijk, Nicolaas M. van
-
1994
Persistent link: https://www.econbiz.de/10000151649
Saved in:
4
Lagrange-multiplier tests for weak exogeneity : a synthesis
Boswijk, H. P.
;
Urbain, Jean-Pierre
-
1994
Persistent link: https://www.econbiz.de/10000151682
Saved in:
5
Nonstationarity in GARCH models : a Bayesian analysis
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000122477
Saved in:
6
Testing for integration using evolving trend and seasonals models : a Bayesian approach
Koop, Gary
;
Dijk, Herman K. van
-
1999
In this paper, we make use of state space models toinvestigate the presence of stochastic trends in economic time series. Amodel is specified where such a trend can enter either in the autoregressiverepresentation or in a separate state equation. Tests based on the formerare analogous to...
Persistent link: https://www.econbiz.de/10011302135
Saved in:
7
Comprehensive definitions of breakdown-points for independent and dependent observations
Genton, Marc G.
;
Lucas, André
-
2000
-series, spatial
statistics
) where currenty breakdown definitions typically fail. We illustrate our points using examples from linear … and non-linear regression as well as time-series and spatial
statistics
. …
Persistent link: https://www.econbiz.de/10011303297
Saved in:
8
The Bayesian score statistic
Kleibergen, Frank
;
Kleijn, Richard
;
Paap, Richard
-
2000
estimators and Bayesianposteriordistributions based on Jeffreys' priors, towards score
statistics
. Weillustrate the BSS as a …
Persistent link: https://www.econbiz.de/10011303302
Saved in:
9
Return and risk of pairs trading using a simulation-based Bayesian procedure for predicting stable ratios of stock prices
Gatarek, Lukasz
;
Hoogerheide, Lennart F.
;
Dijk, Herman …
-
2014
In this paper we consider two cases of pairs trading strategies: a conditional statistical arbitrage method and an implicit statistical arbitrage method. We use a simulation-based Bayesian procedure for predicting stable ratios, defined in a cointegration model, of pairs of stock prices. We show...
Persistent link: https://www.econbiz.de/10010259626
Saved in:
10
Testing for integration using evolving trend and seasonals models : a Bayesian approach
Koop, Gary
;
Dijk, Herman K. van
;
Hoek, Henk
-
1997
In this paper, we make use of state space models to investigate the presence of stochastic trends in economic time series. A model is specified where such a trend can enter either in the autoregressive representation or in a separate state equation. Tests based on the former are analogous to...
Persistent link: https://www.econbiz.de/10010338455
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->