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isPartOf:"TRACE discussion papers / Tinbergen Institute"
subject:"Probability theory"
~isPartOf:"Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel"
~subject:"Comparison"
~subject:"United Kingdom"
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Search: subject_exact:"Estimation theory"
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Probability theory
Comparison
United Kingdom
Estimation theory
42
Schätztheorie
42
Theorie
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Theory
31
Time series analysis
17
Zeitreihenanalyse
17
Wahrscheinlichkeitsrechnung
8
Deutschland
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Estimation
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Belgium
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Cointegration
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VAR-Modell
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Volatility
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1970-1994
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Paolella, Marc S.
4
Mittnik, Stefan
2
Rachev, Svetlozar T.
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Račev, Svetlozar T.
2
Butler, Ronald W.
1
Daníelsson, Jón
1
Dijk, Herman K. van
1
Haan, Laurens de
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Jensen, Uwe
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TRACE discussion papers / Tinbergen Institute
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
Journal of econometrics
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Discussion paper / Tinbergen Institute
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
Economics letters
18
Statistics in transition : an international journal of the Polish Statistical Association
16
NBER Working Paper
14
Oxford bulletin of economics and statistics
14
Discussion paper / Center for Economic Research, Tilburg University
12
International journal of forecasting
12
Journal of applied econometrics
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Econometric theory
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Order statistics: applications
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Report / Econometric Institute, Erasmus University Rotterdam
11
Discussion paper
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Econometric reviews
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European journal of operational research : EJOR
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Insurance / Mathematics & economics
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper / A
8
Discussion paper / Tinbergen Institute / Tinbergen Institute
7
Discussion papers in economics
7
Statistical papers
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Technical working paper / National Bureau of Economic Research
7
Working paper
7
Discussion paper series / IZA
6
NBER technical working paper series
6
Operations research letters
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
6
The econometrics journal
6
The economic journal : the journal of the Royal Economic Society
6
The review of economic studies
6
Applied economics letters
5
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
5
Journal of policy modeling : JPMOD ; a social science forum of world issues
5
Journal of the American Statistical Association : JASA
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1
Time-varying coefficient models : a comparison of alternative estimation strategies
Neumann, Thorsten
-
1999
Persistent link: https://www.econbiz.de/10001556999
Saved in:
2
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
3
Using flexible GARCH models with asymmetric distributions
Paolella, Marc S.
-
1997
Persistent link: https://www.econbiz.de/10000984446
Saved in:
4
Approximate distributions for the various serial correlograms
Butler, Ronald W.
-
1996
Persistent link: https://www.econbiz.de/10001410578
Saved in:
5
A tail estimator for the index of the stable Paretian distribution
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10001410592
Saved in:
6
Comparison of tail index estimators
Haan, Laurens de
;
Lian, Peng
-
1995
Persistent link: https://www.econbiz.de/10000910491
Saved in:
7
Multivariate stochastic volatility
Daníelsson, Jón
-
1995
Persistent link: https://www.econbiz.de/10000913125
Saved in:
8
A cointegration study of aggregate imports using likelihood based testing principles
Kleibergen, Frank
;
Urbain, Jean-Pierre
;
Dijk, Herman K. van
-
1995
Persistent link: https://www.econbiz.de/10000916991
Saved in:
9
Derivation and calculation of Rao distances : a review
Jensen, Uwe
-
1993
Persistent link: https://www.econbiz.de/10000989980
Saved in:
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