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isPartOf:"Discussion paper"
type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~person:"Christensen, Bent Jesper"
~person:"Taylor, Robert"
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Estimation theory
9
Schätztheorie
9
Time series analysis
5
Zeitreihenanalyse
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Estimation
3
Heteroscedasticity
3
Heteroskedastizität
3
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Christensen, Bent Jesper
Taylor, Robert
Nielsen, Morten Ørregaard
15
Teräsvirta, Timo
11
Johansen, Søren
10
Schmid, Timo
10
Kristensen, Dennis
8
Podolskij, Mark
7
Cattaneo, Matias D.
6
Jansson, Michael
6
Kruse, Robinson
6
Tzavidis, Nikos
6
Christensen, Kim
5
Hounyo, Ulrich
5
Laisney, François
5
Salvati, Nicola
5
Varneskov, Rasmus Tangsgaard
5
Andersen, Torben
4
Breunig, Christoph
4
Giles, David E. A.
4
Hillebrand, Eric
4
Lechner, Michael
4
Lunde, Asger
4
MacKinnon, James G.
4
Parra-Alvarez, Juan Carlos
4
Posch, Olaf
4
Rahbek, Anders
4
Santucci de Magistris, Paolo
4
Schmitt, Christian
4
Silvennoinen, Annastiina
4
Bennedsen, Mikkel
3
Cavaliere, Giuseppe
3
Crump, Richard K.
3
Groß, Marcus
3
Kanaya, Shin
3
Kock, Anders Bredahl
3
Medeiros, Marcelo C.
3
Nielsen, Bent
3
Pohlmeier, Winfried
3
Proietti, Tommaso
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Discussion paper
CREATES research paper
Queen's Economics Department working paper
4
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Working paper
2
CESifo working papers
1
Discussion paper / Center for Economic Research, Tilburg University
1
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
3
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
4
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2016
Persistent link: https://www.econbiz.de/10011624059
Saved in:
5
Medium band least squares estimation of fractional cointegration in the presence of low-requency contamination
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
-
2015
Persistent link: https://www.econbiz.de/10010529447
Saved in:
6
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
Saved in:
7
A unified framework for testing in the linear regression model under unknown order of fractional integration
Christensen, Bent Jesper
;
Kruse, Robinson
;
Sibbertsen, …
-
2013
Persistent link: https://www.econbiz.de/10010195657
Saved in:
8
Estimating dynamic equilibrium models using macro and financial data
Christensen, Bent Jesper
;
Posch, Olaf
;
Wel, Michel van der
-
2011
Persistent link: https://www.econbiz.de/10009152334
Saved in:
9
The SR approach : a new estimation method for non-linear and non-Gaussian dynamic term structure models
Andreasen, Martin M.
;
Christensen, Bent Jesper
-
2010
Persistent link: https://www.econbiz.de/10003939421
Saved in:
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