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subject:"Deutschland"
type_genre:"Graue Literatur"
~isPartOf:"CREATES research paper"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Volatilität"
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Deutschland
Maximum-Likelihood-Schätzung
Volatilität
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Cointegration
14
Kointegration
14
ARCH model
12
ARCH-Modell
12
Statistical test
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
10
Statistical inference
10
USA
10
United States
10
Forecasting model
9
Prognoseverfahren
9
Maximum likelihood estimation
8
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
Nonlinear regression
6
Scientific modelling
6
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22
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Graue Literatur
Arbeitspapier
22
Non-commercial literature
22
Working Paper
22
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English
22
Author
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Teräsvirta, Timo
5
Silvennoinen, Annastiina
4
Cavaliere, Giuseppe
3
Nielsen, Morten Ørregaard
3
Taylor, Robert
3
Kristensen, Dennis
2
Rahbek, Anders
2
Amado, Cristina
1
Andersen, Torben
1
Barndorff-Nielsen, Ole E.
1
Bohn Nielsen, Heino
1
Casas, Isabel
1
Creel, Michael D.
1
Demetrescum, Matei
1
Ergemen, Yunus Emre
1
Floor Brix, Anne
1
Gijbels, Irène
1
Hall, Anthony D.
1
Hanck, Christoph
1
Hillebrand, Eric
1
Hounyo, Ulrich
1
Jakobsen, Johan Stax
1
Kanaya, Shin
1
Kang, Jian
1
Kruse, Robinson
1
Kurita, Takamitsu
1
Lunde, Asger
1
Mikkelsen, Jakob Guldbæk
1
Parra-Alvarez, Juan Carlos
1
Pedersen, Rasmus Søndergaard
1
Posch, Olaf
1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
Todorov, Viktor
1
Urga, Giovanni
1
Veliyev, Bezirgen
1
Veraart, Almut E. D.
1
Wade, Glen
1
Wang, Mu-Chun
1
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CREATES research paper
Discussion paper / Tinbergen Institute
50
Discussion paper
18
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Discussion paper series / IZA
14
SFB 649 discussion paper
13
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
CEMMAP working papers / Centre for Microdata Methods and Practice
11
Discussion papers of interdisciplinary research project 373
11
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
Working paper
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Working paper / National Bureau of Economic Research, Inc.
11
CESifo working papers
10
Série des documents de travail
10
Discussion paper / Center for Economic Research, Tilburg University
9
CORE discussion papers : DP
8
Cowles Foundation discussion paper
8
KBI
8
Cambridge working papers in economics
7
Discussion paper / Centre for Economic Policy Research
7
Working papers
7
Diskussionsbeiträge / 2
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
Documento de trabajo
6
IES working paper
6
Kieler Arbeitspapiere
6
ZEW discussion papers
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Discussion papers / CEPR
5
EUI working paper / ECO
5
Economics working paper
5
GRIPS discussion papers
5
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
5
Working papers / Rutgers University, Department of Economics
5
CEA_372Cass working paper series
4
CEMFI working paper
4
Discussion papers / Department of Economics, University of Copenhagen
4
Discussion papers in economics
4
ERID working paper
4
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ECONIS (ZBW)
22
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1
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:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
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:
4
Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2020
Persistent link: https://www.econbiz.de/10012317765
Saved in:
5
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
6
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721042
Saved in:
7
Fixed-b inference in the presence of time-varying volatility
Demetrescum, Matei
;
Hanck, Christoph
;
Kruse, Robinson
-
2016
Persistent link: https://www.econbiz.de/10011409125
Saved in:
8
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2016
Persistent link: https://www.econbiz.de/10011624059
Saved in:
9
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
10
Maximum likelihood estimation of time-varying loadings in high-dimensional factor models
Mikkelsen, Jakob Guldbæk
;
Hillebrand, Eric
;
Urga, Giovanni
-
2015
Persistent link: https://www.econbiz.de/10011409357
Saved in:
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