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subject:"Estimation"
subject:"Prognoseverfahren"
~isPartOf:"CREATES research paper"
~subject:"Nonparametric statistics"
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Search: subject_exact:"Estimation theory"
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Estimation
Prognoseverfahren
Nonparametric statistics
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Schätzung
18
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Volatilität
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
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
Nonlinear regression
6
Scientific modelling
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43
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43
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Arbeitspapier
43
Graue Literatur
43
Non-commercial literature
43
Working Paper
43
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English
43
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Kristensen, Dennis
5
Cattaneo, Matias D.
4
Jansson, Michael
4
Nielsen, Morten Ørregaard
4
Crump, Richard K.
3
Hillebrand, Eric
3
Kanaya, Shin
3
Taylor, Robert
3
Andersen, Torben
2
Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Casas, Isabel
2
Cavaliere, Giuseppe
2
Hounyo, Ulrich
2
Lee, Tae-hwy
2
Lunde, Asger
2
Silvennoinen, Annastiina
2
Teräsvirta, Timo
2
Varneskov, Rasmus Tangsgaard
2
Veraart, Almut E. D.
2
Bu, Ruijun
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Carlini, Federico
1
Christensen, Bent Jesper
1
Corcuera, José Manual
1
Demetrescu, Matei
1
Dobrev, Dobrislav
1
Ergemen, Yunus Emre
1
Ferreira, Eva
1
Floor Brix, Anne
1
Gao, Jiti
1
Gijbels, Irène
1
Grassi, Stefano
1
Hadri, Kaddour
1
Hall, Anthony D.
1
Iacone, Fabrizio
1
Jakobsen, Johan Stax
1
Kang, Jian
1
Kock, Anders B.
1
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CREATES research paper
Journal of econometrics
513
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
229
Economics letters
184
CEMMAP working papers / Centre for Microdata Methods and Practice
148
Econometric theory
136
Econometric reviews
131
International journal of forecasting
120
Journal of the American Statistical Association : JASA
102
Discussion paper series / IZA
88
The econometrics journal
87
Journal of forecasting
81
Discussion paper / Tinbergen Institute
78
Working paper / Department of Econometrics and Business Statistics, Monash University
77
Applied economics letters
68
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
67
Economic modelling
66
NBER Working Paper
66
NBER working paper series
63
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
62
Applied economics
55
Quantitative economics : QE ; journal of the Econometric Society
55
Discussion papers of interdisciplinary research project 373
54
Journal of applied econometrics
54
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
50
Working paper
50
IZA Discussion Paper
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Cowles Foundation discussion paper
45
SFB 649 discussion paper
45
European journal of operational research : EJOR
43
Discussion paper
42
Insurance / Mathematics & economics
41
CESifo working papers
40
Working paper / National Bureau of Economic Research, Inc.
40
Journal of banking & finance
39
Econometrics : open access journal
38
Computational economics
36
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
36
Econometrics papers
36
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ECONIS (ZBW)
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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
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:
4
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
5
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
6
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
7
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:
8
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
9
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
10
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
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