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subject:"Großbritannien"
subject:"Kanada"
~isPartOf:"CREATES research paper"
~subject:"Kointegration"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Kanada
Kointegration
Statistical distribution
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
Volatilität
15
Cointegration
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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19
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Arbeitspapier
19
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19
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19
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19
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English
19
Author
All
Johansen, Søren
4
Nielsen, Morten Ørregaard
3
Kristensen, Dennis
2
Parra-Alvarez, Juan Carlos
2
Posch, Olaf
2
Rahbek, Anders
2
Wang, Mu-Chun
2
Bohn Nielsen, Heino
1
Carlini, Federico
1
Christensen, Bent Jesper
1
Creel, Michael D.
1
Demetrescu, Matei
1
Franchi, Massimo
1
Frederiksen, Per
1
Gatarek, Lukasz
1
Hubrich, Kirstin
1
Kruse-Becher, Robinson
1
Kurita, Takamitsu
1
Lasak, Katarzyna
1
MacKinnon, James G.
1
Nyboe Tabor, Morten
1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
Seo, Wonk-ki
1
Seong, Dakyung
1
Swensen, Anders Rygh
1
Teräsvirta, Timo
1
Varneskov, Rasmus Tangsgaard
1
Velasco, Carlos
1
Veraart, Almut E. D.
1
Łasak, Katarzyna
1
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Published in...
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CREATES research paper
Journal of econometrics
129
Econometric theory
51
Economics letters
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
Econometric reviews
44
Insurance / Mathematics & economics
43
Discussion paper / Tinbergen Institute
36
Econometrics : open access journal
28
The econometrics journal
28
Applied economics letters
27
Oxford bulletin of economics and statistics
27
CEMMAP working papers / Centre for Microdata Methods and Practice
24
Statistics in transition : an international journal of the Polish Statistical Association
24
Applied economics
22
Cowles Foundation discussion paper
22
Discussion paper / Center for Economic Research, Tilburg University
20
Economic modelling
20
Journal of the American Statistical Association : JASA
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Discussion papers of interdisciplinary research project 373
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
International journal of forecasting
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Journal of applied econometrics
15
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Working paper
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
NBER Working Paper
13
Computational economics
12
Cowles Foundation Discussion Paper
12
European journal of operational research : EJOR
12
Journal of banking & finance
12
ECARES working paper
11
LSE STICERD Research Paper
11
Risks : open access journal
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
Discussion paper series / IZA
10
Discussion papers in economics
10
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ECONIS (ZBW)
19
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1
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:
2
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:
3
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
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
Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren
;
Nyboe Tabor, Morten
-
2017
Persistent link: https://www.econbiz.de/10011624144
Saved in:
6
The role of cointegration for optimal hedging with heteroscedastic error term
Gatarek, Lukasz
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011624150
Saved in:
7
Identification and estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2017
Persistent link: https://www.econbiz.de/10011750340
Saved in:
8
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
Franchi, Massimo
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011648634
Saved in:
9
Medium band least squares estimation of fractional cointegration in the presence of low-requency contamination
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
-
2015
Persistent link: https://www.econbiz.de/10010529447
Saved in:
10
On an estimation method for an alternative fractionally cointegrated model
Carlini, Federico
;
Łasak, Katarzyna
-
2014
Persistent link: https://www.econbiz.de/10010350966
Saved in:
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