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isPartOf:"SFB 649 discussion paper"
subject:"Time series analysis"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"Working paper series"
~subject:"Capital income"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Capital income
Estimation theory
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Schätztheorie
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Kohn, Robert
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Härdle, Wolfgang
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SFB 649 discussion paper
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Working paper series
Journal of econometrics
334
Econometric theory
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
Economics letters
142
Discussion paper / Tinbergen Institute
98
Econometric reviews
90
International journal of forecasting
66
Working paper / Department of Econometrics and Business Statistics, Monash University
62
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60
CREATES research paper
59
Applied economics letters
52
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44
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
40
Journal of time series econometrics
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
The econometrics journal
38
Economic modelling
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Applied economics
36
Journal of empirical finance
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Journal of the American Statistical Association : JASA
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EUI working paper / ECO
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Discussion paper / Department of Economics, University of California San Diego
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Finance research letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Oxford bulletin of economics and statistics
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LSE STICERD Research Paper
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Technical working paper / National Bureau of Economic Research
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ECONIS (ZBW)
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1
Bayesian local projections
Ferreira, Leonardo Nogueira
;
Miranda-Agrippino, Silvia
; …
-
2023
Persistent link: https://www.econbiz.de/10013557119
Saved in:
2
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
3
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
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4
Predicting stock return and volatility with machine learning and econometric models: a comparative case study of the Baltic stock market
Nõu, Anders
;
Lapitskaya, Darya
;
Eratalay, M. Hakan
; …
-
2021
Persistent link: https://www.econbiz.de/10012694117
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5
Selecting between causal and noncausal models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
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6
Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012543884
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7
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
-
2021
Persistent link: https://www.econbiz.de/10013167436
Saved in:
8
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
9
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
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10
Bootstrap Bartlett adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
-
2020
Persistent link: https://www.econbiz.de/10012386989
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