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subject:"Germany"
subject:"Schätzung"
~isPartOf:"CREATES research paper"
~source:"econis"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Germany
Schätzung
Stochastic process
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Theorie
18
Theory
18
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
Prognoseverfahren
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
6
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Free
31
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Book / Working Paper
31
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Arbeitspapier
31
Graue Literatur
31
Non-commercial literature
31
Working Paper
31
Language
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English
31
Author
All
Nielsen, Morten Ørregaard
5
Kristensen, Dennis
3
Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Cavaliere, Giuseppe
2
Christensen, Bent Jesper
2
Lunde, Asger
2
Pakkanen, Mikko S.
2
Silvennoinen, Annastiina
2
Taylor, Robert
2
Teräsvirta, Timo
2
Bu, Ruijun
1
Carlini, Federico
1
Casas, Isabel
1
Corcuera, José Manual
1
Creel, Michael D.
1
Demetrescu, Matei
1
Ergemen, Yunus Emre
1
Ferreira, Eva
1
Floor Brix, Anne
1
Grassi, Stefano
1
Guégan, Dominique
1
Hadri, Kaddour
1
Hall, Anthony D.
1
Hillebrand, Eric
1
Jakobsen, Johan Stax
1
Kanaya, Shin
1
Kang, Jian
1
Kristensen, Johannes Tang
1
Kruse-Becher, Robinson
1
MacKinnon, James G.
1
Mikkelsen, Jakob Guldbæk
1
Mirone, Giorgio
1
Neri, Luca
1
Nielsen, Frank
1
Orbe-Mandaluniz, Susan
1
Parra-Alvarez, Juan Carlos
1
Podolskij, Mark
1
Posch, Olaf
1
Rossi, Eduardo
1
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Published in...
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CREATES research paper
Journal of econometrics
254
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
145
Economics letters
122
Econometric reviews
65
Discussion paper series / IZA
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
Applied economics letters
58
Economic modelling
58
Discussion paper / Tinbergen Institute
55
NBER Working Paper
52
CEMMAP working papers / Centre for Microdata Methods and Practice
48
NBER working paper series
48
Applied economics
44
Journal of applied econometrics
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
Working paper / Department of Econometrics and Business Statistics, Monash University
39
Econometric theory
38
Discussion paper
37
IZA Discussion Paper
36
Quantitative economics : QE ; journal of the Econometric Society
35
Working paper
35
Working paper / National Bureau of Economic Research, Inc.
35
The econometrics journal
33
CESifo working papers
31
Journal of the American Statistical Association : JASA
30
Econometrics : open access journal
29
European journal of operational research : EJOR
29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
Journal of banking & finance
28
Discussion papers / CEPR
27
Journal of empirical finance
27
International journal of forecasting
26
SFB 649 discussion paper
26
Computational economics
25
The review of economics and statistics
24
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
23
Discussion papers of interdisciplinary research project 373
23
Insurance / Mathematics & economics
23
Finance research letters
21
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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
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
5
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
6
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:
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
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
9
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
10
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
-
2018
Persistent link: https://www.econbiz.de/10011913721
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