//--> //--> //--> //-->
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
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
Likelihood analysis of a first...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
86
Theory
86
Estimation theory
82
Schätztheorie
82
Time series analysis
69
Zeitreihenanalyse
69
Stochastic process
42
Stochastischer Prozess
42
Volatility
38
Volatilität
38
Regression analysis
26
Regressionsanalyse
26
ARCH model
24
ARCH-Modell
24
Cointegration
19
Großbritannien
19
Kointegration
19
United Kingdom
19
Financial market
16
Finanzmarkt
16
State space model
16
Zustandsraummodell
16
Estimation
15
VAR model
15
VAR-Modell
15
Schätzung
14
Multivariate Analyse
13
Multivariate analysis
13
Bayes-Statistik
12
Bayesian inference
12
Correlation
12
Korrelation
12
Robust statistics
12
Robustes Verfahren
12
Autocorrelation
11
Autokorrelation
11
Börsenkurs
11
Kleinste-Quadrate-Methode
11
Least squares method
11
Share price
11
more ...
less ...
Online availability
All
Free
147
Undetermined
13
Type of publication
All
Book / Working Paper
185
Article
83
Type of publication (narrower categories)
All
Graue Literatur
156
Non-commercial literature
156
Arbeitspapier
147
Working Paper
147
Article in journal
68
Aufsatz in Zeitschrift
68
Aufsatz im Buch
6
Book section
6
Collection of articles of several authors
5
Sammelwerk
5
Konferenzschrift
3
Conference proceedings
2
Aufsatzsammlung
1
Rezension
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
251
Undetermined
17
Author
All
Shephard, Neil G.
149
Nielsen, Bent
100
Barndorff-Nielsen, Ole E.
58
Johansen, Søren
32
Lunde, Asger
18
Sheppard, Kevin
17
Berenguer-Rico, Vanessa
16
Hansen, Peter Reinhard
15
Nielsen, B.
12
Chib, Siddhartha
11
Kuang, D.
11
Nielsen, Jens Perch
11
Shephard, N.
9
Doornik, Jurgen A.
7
Koopman, Siem Jan
6
Noureldin, Diaa
6
Fiorentini, Gabriele
5
Graversen, Svend Erik
5
Harvey, Andrew C.
5
Sentana, Enrique
5
Andersen, Torben
4
Bos, Charles S.
4
Flury, Thomas
4
Hendry, David F.
4
Mykland, Per A.
4
Nielsen, J. P.
4
Rahbek, Anders
4
Atkinson, Anthony C.
3
Britton, Jack
3
Engle, Robert F.
3
Engsted, Tom
3
Jacod, Jean
3
Kuang, Di
3
Kurita, Takamitsu
3
Nakajima, Jouchi
3
Omori, Yasuhiro
3
Pakel, Cavit
3
Pollard, David G.
3
Xiu, Dacheng
3
Abadir, Karim Maher
2
more ...
less ...
Institution
All
Nuffield College
10
Economics Group, Nuffield College, University of Oxford
7
Centre for Analytical Finance <Århus>
5
Oxford Financial Research Centre
2
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Conference on Realized Volatility <2006, Montréal>
1
Department of Economics, Oxford University
1
Instituto Valenciano de Investigaciones Económicas
1
Tilburg University, Center for Economic Research
1
more ...
less ...
Published in...
All
Economics discussion papers
82
Department of Economics discussion paper series / University of Oxford
24
Journal of econometrics
14
Oxford Financial Research Centre economics series
12
CREATES research paper
11
Discussion papers / Department of Economics, University of Copenhagen
10
Econometric theory
9
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Economics Papers / Economics Group, Nuffield College, University of Oxford
7
The econometrics journal
7
Econometrics : open access journal
5
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Suntory Toyota International Centre for Economics and Related Disciplines
4
Econometric reviews
3
IFS working paper
3
Journal of applied econometrics
3
Oxford bulletin of economics and statistics
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Biometrika
2
Department of Economics discussion paper series
2
Discussion paper / Tinbergen Institute
2
Discussion paper series / LSE Financial Markets Group
2
Journal of forecasting
2
Mathematical finance
2
The review of economic studies
2
Advanced texts in econometrics
1
Advances in economics and econometrics ; Vol. 3
1
Discussion Paper / Tilburg University, Center for Economic Research
1
Discussion paper / Center for Economic Research, Tilburg University
1
Documento de trabajo / Centro de Estudios Monetarios y Financieros
1
Econometrics Journal
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Economics Series Working Papers / Department of Economics, Oxford University
1
Ergonomics : an international journal of research and practice in human factors and ergonomics ; the official publication of the Ergonomics Society and International Ergonomics Association
1
Global COE Hi-Stat discussion paper series
1
Handbook of financial time series
1
more ...
less ...
Source
All
ECONIS (ZBW)
248
RePEc
15
OLC EcoSci
5
Showing
41
-
50
of
268
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
41
Asymptotic analysis of the forward search
Johansen, Søren
;
Nielsen, Bent
-
2013
Persistent link: https://www.econbiz.de/10009712562
Saved in:
42
Tightness of M-estimators for multiple linear regression in time series
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524093
Saved in:
43
Tightness of M-estimators for multiple linear regression in time series
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524565
Saved in:
44
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524568
Saved in:
45
A simple benchmark for mesothelioma projection for Great Britain
Martínez-Miranda, M.D.
;
Nielsen, B.
;
Nielsen, Jens Perch
-
2016
Persistent link: https://www.econbiz.de/10011503144
Saved in:
46
Asymptotic analysis of Iterated 1-step Huber-skip M-estimators with varying cut-offs
Jiao, Xiyu
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011539752
Saved in:
47
Outlier detection algorithms for least squares time series regression
Johansen, Søren
;
Nielsen, Bent
-
2014
Persistent link: https://www.econbiz.de/10010405202
Saved in:
48
Outlier detection algorithms for least squares time series regression
Johansen, Søren
;
Nielsen, Bent
-
2014
Persistent link: https://www.econbiz.de/10010416823
Saved in:
49
Outlier detection algorithms for least squares time series regression
Johansen, Søren
;
Nielsen, Bent
-
2014
Persistent link: https://www.econbiz.de/10010418994
Saved in:
50
Asymptotic theory for cointegration analysis when the cointegration rank is deficient
Bernstein, David
;
Nielsen, Bent
-
2014
Persistent link: https://www.econbiz.de/10010458257
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->