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isPartOf:"Working papers"
subject:"Nonparametric statistics"
~isPartOf:"CREATES research paper"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Zeitreihenanalyse"
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Nonparametric statistics
Maximum-Likelihood-Schätzung
Zeitreihenanalyse
Estimation theory
185
Schätztheorie
185
Time series analysis
68
Estimation
26
Schätzung
26
Nichtparametrisches Verfahren
24
Volatility
22
Volatilität
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Theorie
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Theory
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Statistical inference
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Statistical distribution
10
Statistische Verteilung
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Maximum likelihood estimation
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Nielsen, Morten Ørregaard
11
Johansen, Søren
7
Teräsvirta, Timo
7
Kristensen, Dennis
6
Cattaneo, Matias D.
4
Jansson, Michael
4
Podolskij, Mark
4
Taylor, Robert
4
Casarin, Roberto
3
Cavaliere, Giuseppe
3
Christensen, Kim
3
Crump, Richard K.
3
Kanaya, Shin
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Silvennoinen, Annastiina
3
Andersen, Torben
2
Barndorff-Nielsen, Ole E.
2
Dionne, Georges
2
Ergemen, Yunus Emre
2
Gerolimetto, Margherita
2
Grassi, Stefano
2
Guégan, Dominique
2
Hualde, Javier
2
Kang, Jian
2
Kruse, Robinson
2
Nielsen, Bent
2
Parra-Alvarez, Juan Carlos
2
Rahbek, Anders
2
Rossi, Eduardo
2
Seong, Dakyung
2
Yang, Yukai
2
Bauwens, Luc
1
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Billio, Monica
1
Bisaglia, Luisa
1
Bohn Nielsen, Heino
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1
Bunzel, Helle
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Working papers
CREATES research paper
Journal of econometrics
645
Econometric theory
258
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
244
Economics letters
232
Econometric reviews
169
CEMMAP working papers / Centre for Microdata Methods and Practice
139
Discussion paper / Tinbergen Institute
132
Journal of the American Statistical Association : JASA
110
The econometrics journal
102
Working paper / Department of Econometrics and Business Statistics, Monash University
92
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
75
International journal of forecasting
74
Cowles Foundation discussion paper
73
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
72
Econometrics : open access journal
68
Applied economics letters
66
NBER Working Paper
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
61
Journal of forecasting
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
Discussion papers of interdisciplinary research project 373
57
Série des documents de travail / Centre de Recherche en Économie et Statistique
56
Economic modelling
51
Applied economics
50
SFB 649 discussion paper
49
Journal of applied econometrics
48
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47
Cowles Foundation Discussion Paper
47
Quantitative economics : QE ; journal of the Econometric Society
47
NBER working paper series
46
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Journal of time series econometrics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
42
Discussion paper / Center for Economic Research, Tilburg University
41
Working paper
39
European journal of operational research : EJOR
38
Econometrics papers
36
LSE STICERD Research Paper
35
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34
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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
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
Modelling volatility cycles : the (MF)2 GARCH model
Conrad, Christian
;
Engle, Robert F.
-
2021
-
This draft: March 14, 2021
Persistent link: https://www.econbiz.de/10012488645
Saved in:
8
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
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
Reinsurance demand and liquidity creation : a search for bi-causality
Desjardins, Denise
;
Dionne, Georges
;
Koné, N'Golo
-
2020
Persistent link: https://www.econbiz.de/10012232687
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