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subject:"Theorie"
~isPartOf:"CREATES research paper"
~subject:"Robust statistics"
~subject:"VAR model"
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Search: subject_exact:"Estimation theory"
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Theorie
Robust statistics
VAR model
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
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18
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18
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15
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15
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15
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14
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14
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28
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Johansen, Søren
3
Santucci de Magistris, Paolo
3
Teräsvirta, Timo
3
Berenguer-Rico, Vanessa
2
Cattaneo, Matias D.
2
Crump, Richard K.
2
Jansson, Michael
2
Kock, Anders Bredahl
2
Nielsen, Bent
2
Rossi, Eduardo
2
Yang, Yukai
2
Andersen, Torben
1
Barndorff-Nielsen, Ole E.
1
Bohn Nielsen, Heino
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Caner, Mehmet
1
Christensen, Kim
1
Grassi, Stefano
1
Guégan, Dominique
1
Hansen, Peter Reinhard
1
He, Changli
1
Horel, Guillaume
1
Hubrich, Kirstin
1
Kang, Jian
1
Kristensen, Dennis
1
Kristensen, Johannes Tang
1
Kruse, Robinson
1
Kurita, Takamitsu
1
Lange, Theis
1
Lanne, Markku
1
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1
Meitz, Mika
1
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1
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1
Nielsen, Morten Ørregaard
1
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1
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1
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CREATES research paper
Discussion paper series / IZA
58
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
53
SFB 649 discussion paper
45
Working paper / National Bureau of Economic Research, Inc.
39
CEMMAP working papers / Centre for Microdata Methods and Practice
36
CESifo working papers
29
Cowles Foundation discussion paper
29
Discussion paper / Center for Economic Research, Tilburg University
27
Discussion papers / Deutsches Institut für Wirtschaftsforschung
25
Discussion papers of interdisciplinary research project 373
24
KBI
24
Technical working paper / National Bureau of Economic Research
19
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18
Discussion paper
14
Econometrics : open access journal
14
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
13
Cambridge working papers in economics
12
NBER working paper series
12
Working paper
12
Working paper / Department of Econometrics and Business Statistics, Monash University
12
Working papers / Rutgers University, Department of Economics
12
Finance and economics discussion series
11
Memorandum / Department of Economics, University of Oslo
10
NBER Working Paper
10
CAMA working paper series
9
Cahiers du Département d'Econométrie
9
Economics discussion papers
9
Federal Reserve Bank of Cleveland working paper series
9
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9
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8
DIW Berlin Discussion Paper
8
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
8
Economics working paper
8
Quantitative economics : QE ; journal of the Econometric Society
8
ZEW discussion papers
8
CEMFI working paper
7
CORE discussion paper : DP
7
Discussion paper / Department of Economics, University of California San Diego
7
IZA Discussion Paper
7
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ECONIS (ZBW)
28
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1
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
2
The analysis of marked and weighted empirical processes of estimated residuals
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012063555
Saved in:
3
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012316436
Saved in:
4
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
5
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
6
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
7
Identification and estimation of non-Gaussian structural vector autoregressions
Lanne, Markku
;
Meitz, Mika
;
Saikkonen, Pentti
-
2015
Persistent link: https://www.econbiz.de/10010514606
Saved in:
8
Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
-
2015
Persistent link: https://www.econbiz.de/10011516996
Saved in:
9
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010336592
Saved in:
10
Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010339079
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