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isPartOf:"SFB 649 discussion paper"
subject:"Time series analysis"
~isPartOf:"CREATES research paper"
~subject:"Statistical test"
~subject:"Stochastischer Prozess"
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Time series analysis
Statistical test
Stochastischer Prozess
Estimation theory
223
Schätztheorie
223
Zeitreihenanalyse
85
Theorie
56
Theory
56
Nichtparametrisches Verfahren
52
Nonparametric statistics
52
Estimation
37
Schätzung
37
Regression analysis
29
Regressionsanalyse
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Stochastic process
24
Volatility
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Volatilität
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Statistischer Test
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ARCH model
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ARCH-Modell
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Cointegration
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Kointegration
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Correlation
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Korrelation
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Induktive Statistik
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Statistical inference
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USA
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United States
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Prognoseverfahren
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Statistical distribution
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Statistische Verteilung
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Börsenkurs
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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English
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Nielsen, Morten Ørregaard
11
Johansen, Søren
7
Teräsvirta, Timo
7
Bibinger, Markus
6
Kristensen, Dennis
6
Härdle, Wolfgang
5
Reiß, Markus
5
Podolskij, Mark
4
Santucci de Magistris, Paolo
4
Taylor, Robert
4
Breunig, Christoph
3
Cavaliere, Giuseppe
3
Christensen, Kim
3
Hautsch, Nikolaus
3
Kock, Anders Bredahl
3
Lütkepohl, Helmut
3
Proietti, Tommaso
3
Rossi, Eduardo
3
Silvennoinen, Annastiina
3
Spokojnyj, Vladimir G.
3
Yang, Fuyu
3
Andersen, Torben
2
Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Caner, Mehmet
2
Cattaneo, Matias D.
2
Chen, Haiqiang
2
Crump, Richard K.
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hualde, Javier
2
Jansson, Michael
2
Kanaya, Shin
2
Kang, Jian
2
Kappus, Johanna
2
Kruse, Robinson
2
Lunde, Asger
2
Nielsen, Bent
2
Okhrin, Ostap
2
Pakkanen, Mikko S.
2
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SFB 649 discussion paper
CREATES research paper
Journal of econometrics
463
Econometric theory
199
Economics letters
182
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
179
Econometric reviews
138
Discussion paper / Tinbergen Institute
114
Cowles Foundation discussion paper
71
Working paper / Department of Econometrics and Business Statistics, Monash University
70
The econometrics journal
69
International journal of forecasting
68
Econometrics : open access journal
62
Applied economics letters
61
Journal of forecasting
61
CEMMAP working papers / Centre for Microdata Methods and Practice
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
55
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
53
NBER Working Paper
51
Economic modelling
50
Journal of the American Statistical Association : JASA
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Computational economics
42
Journal of time series econometrics
41
Applied economics
40
Cowles Foundation Discussion Paper
40
Journal of applied econometrics
39
Série des documents de travail / Centre de Recherche en Économie et Statistique
36
Discussion paper / Center for Economic Research, Tilburg University
34
Discussion papers of interdisciplinary research project 373
34
Journal of empirical finance
34
NBER working paper series
34
Quantitative economics : QE ; journal of the Econometric Society
34
Discussion paper
33
EUI working paper / ECO
32
Working paper
32
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Oxford bulletin of economics and statistics
29
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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
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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
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
9
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:
10
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
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