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language:"eng"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~subject:"Simulation"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Simulation
Estimation theory
274
Schätztheorie
274
Theorie
135
Theory
135
Time series analysis
43
Regression analysis
23
Regressionsanalyse
23
Estimation
20
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Schätzung
20
Statistical distribution
19
Statistische Verteilung
19
Probability theory
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Wahrscheinlichkeitsrechnung
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Sampling
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Statistical theory
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16
Statistical test
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Statistischer Test
13
USA
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United States
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Ausreißer
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Outliers
12
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9
Robustes Verfahren
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Lohn
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Modellierung
7
Panel
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Panel study
7
Scientific modelling
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Wages
7
Kleinste-Quadrate-Methode
6
Least squares method
6
Maximum likelihood estimation
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59
Graue Literatur
34
Non-commercial literature
34
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English
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Kleijnen, Jack P. C.
8
Stock, James H.
5
Werker, Bas J. M.
4
Drost, Feike C.
3
Nelson, Daniel B.
3
Watson, Mark W.
3
West, Kenneth D.
3
Čížek, Pavel
3
Diebold, Francis X.
2
Durbin, James
2
Elliott, Graham
2
Koopman, Siem Jan
2
McAleer, Michael
2
Nijman, Theodore E.
2
Ackerberg, Daniel A.
1
Akker, Ramon van den
1
Altonji, Joseph G.
1
Andreou, Elena
1
Aït-Sahalia, Yacine
1
Bai, Jun
1
Banerjee, Anurag Narayan
1
Beaulieu, J. Joseph
1
Bera, Anil K.
1
Bettonvil, Bert
1
Bloemen, Hans G.
1
Campbell, John Y.
1
Canjels, Eugene
1
Chambers, Marcus J.
1
Charlier, Erwin
1
Cheng, Russell
1
Christoffersen, Peter F.
1
Donkers, Bas
1
Einmahl, John H. J.
1
Fair, Ray C.
1
Foster, Dean P.
1
Franses, Philip Hans
1
Friedman, Milton
1
García López, José A.
1
Groenendaal, Willem J. van
1
He, Yi
1
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Center for Economic Research <Tilburg>
3
National Bureau of Economic Research
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Discussion paper / Center for Economic Research, Tilburg University
Technical working paper / National Bureau of Economic Research
Journal of econometrics
343
Econometric theory
164
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
161
Economics letters
154
Discussion paper / Tinbergen Institute
106
Econometric reviews
106
International journal of forecasting
65
Working paper / Department of Econometrics and Business Statistics, Monash University
65
CREATES research paper
59
Journal of forecasting
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Applied economics letters
51
Econometrics : open access journal
50
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
47
NBER Working Paper
45
Economic modelling
42
The econometrics journal
42
Cowles Foundation discussion paper
41
Journal of time series econometrics
41
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
41
Applied economics
39
Computational economics
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Journal of applied econometrics
34
Journal of the American Statistical Association : JASA
34
EUI working paper / ECO
31
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
NBER working paper series
29
Oxford bulletin of economics and statistics
28
CEMMAP working papers / Centre for Microdata Methods and Practice
27
SFB 649 discussion paper
26
Umeå economic studies
26
Working paper
26
Working paper / National Bureau of Economic Research, Inc.
26
Working paper series
26
Discussion paper
24
Discussion paper / Centre for Economic Forecasting
24
European journal of operational research : EJOR
24
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1
Simulation optimization through regression or Krigin metamodels
Kleijnen, Jack P. C.
-
2017
Persistent link: https://www.econbiz.de/10011659473
Saved in:
2
Jump-preserving varying-coefficient models for nonlinear time series
Čížek, Pavel
;
Koo, Chao Hui
-
2016
Persistent link: https://www.econbiz.de/10011643235
Saved in:
3
Regression and kriging metamodels with their experimental designs in simulation : review
Kleijnen, Jack P. C.
-
2015
Persistent link: https://www.econbiz.de/10011349935
Saved in:
4
Estimation of extreme depth-based quantile regions
He, Yi
;
Einmahl, John H. J.
-
2014
Persistent link: https://www.econbiz.de/10011282830
Saved in:
5
Adaptive pointwise estimation in time-inhomogeneous time-series models
Čížek, Pavel
(
contributor
);
Härdle, Wolfgang
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003656441
Saved in:
6
Note on integer-valued bilinear time series models
Drost, Feike C.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003656746
Saved in:
7
Edgeworth expansion for realized volatility and related estimators
Zhang, Lan
;
Mykland, Per A.
;
Aït-Sahalia, Yacine
-
2005
Persistent link: https://www.econbiz.de/10003217402
Saved in:
8
Frequency domain Gaussian estimation of temporally aggregated cointegrated systems
Chambers, Marcus J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002046442
Saved in:
9
A simple asymtotic analysis of residual-based statistics
Andreou, Elena
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871037
Saved in:
10
Reweighted least trimmed squares : an alternative to one-step estimators
Čížek, Pavel
-
2010
Persistent link: https://www.econbiz.de/10008656735
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