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isPartOf:"SFB 649 discussion paper"
subject:"Time series analysis"
~isPartOf:"CREATES research paper"
~isPartOf:"NBER technical working paper series"
~isPartOf:"Umeå economic studies"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Estimation theory
392
Schätztheorie
392
Zeitreihenanalyse
127
Theorie
86
Theory
86
Nichtparametrisches Verfahren
54
Nonparametric statistics
54
Estimation
53
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53
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37
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28
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28
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25
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Brännäs, Kurt
13
Nielsen, Morten Ørregaard
11
Johansen, Søren
7
Teräsvirta, Timo
6
Bibinger, Markus
5
DeLuna, Xavier
4
Hellström, Jörgen
4
Härdle, Wolfgang
4
Johansson, Per-Olov
4
Kristensen, Dennis
4
Reiß, Markus
4
Stock, James H.
4
Taylor, Robert
4
Cavaliere, Giuseppe
3
Christensen, Kim
3
Lütkepohl, Helmut
3
Nelson, Daniel B.
3
Podolskij, Mark
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Spokojnyj, Vladimir G.
3
West, Kenneth D.
3
Andersen, Torben
2
Breunig, Christoph
2
Chen, Haiqiang
2
Elliott, Graham
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kappus, Johanna
2
Kruse, Robinson
2
Mykland, Per A.
2
Nielsen, Bent
2
Okhrin, Ostap
2
Rossi, Eduardo
2
Seong, Dakyung
2
Silvennoinen, Annastiina
2
Staszewska-Bystrova, Anna
2
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National Bureau of Economic Research
21
Umeå universitet
12
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5
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SFB 649 discussion paper
CREATES research paper
NBER technical working paper series
Umeå economic studies
Journal of econometrics
308
Econometric theory
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
140
Economics letters
135
Discussion paper / Tinbergen Institute
98
Econometric reviews
87
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63
Working paper / Department of Econometrics and Business Statistics, Monash University
62
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54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Applied economics letters
49
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47
Cowles Foundation discussion paper
40
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
39
Journal of time series econometrics
39
NBER Working Paper
39
The econometrics journal
37
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
Applied economics
35
Economic modelling
34
Journal of the American Statistical Association : JASA
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Computational economics
31
Journal of applied econometrics
30
EUI working paper / ECO
29
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
NBER working paper series
26
Journal of empirical finance
24
Oxford bulletin of economics and statistics
24
Working paper series
24
LSE STICERD Research Paper
23
Discussion paper / Centre for Economic Forecasting
22
Technical working paper / National Bureau of Economic Research
22
Discussion paper / Center for Economic Research, Tilburg University
21
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ECONIS (ZBW)
127
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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
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
3
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
4
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
6
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:
7
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
8
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
9
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2020
Persistent link: https://www.econbiz.de/10012317784
Saved in:
10
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
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