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subject:"Maximum likelihood estimation"
type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Zeitreihenanalyse"
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Maximum likelihood estimation
Zeitreihenanalyse
Estimation theory
219
Schätztheorie
219
Theorie
100
Theory
100
Time series analysis
76
Nichtparametrisches Verfahren
42
Nonparametric statistics
42
Estimation
29
Schätzung
29
Regression analysis
27
Regressionsanalyse
27
Stochastic process
26
Stochastischer Prozess
26
Statistical test
20
Statistischer Test
20
Volatility
20
Volatilität
20
Cointegration
17
Kointegration
17
Bootstrap approach
14
Bootstrap-Verfahren
14
USA
14
United States
14
ARCH model
13
ARCH-Modell
13
Statistical distribution
12
Statistische Verteilung
12
Deutschland
10
Germany
10
Induktive Statistik
10
Maximum-Likelihood-Schätzung
10
Statistical inference
10
VAR model
10
VAR-Modell
10
Forecasting model
9
Prognoseverfahren
9
Autocorrelation
8
Autokorrelation
8
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Online availability
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Free
65
Type of publication
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Book / Working Paper
84
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
84
Graue Literatur
84
Non-commercial literature
84
Language
All
English
84
Author
All
Nielsen, Morten Ørregaard
11
Johansen, Søren
7
Teräsvirta, Timo
7
Härdle, Wolfgang
4
Kristensen, Dennis
4
Spokojnyj, Vladimir G.
4
Taylor, Robert
4
Cavaliere, Giuseppe
3
Christensen, Kim
3
Podolskij, Mark
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Silvennoinen, Annastiina
3
Tjostheim, Dag
3
Andersen, Torben
2
Breitung, Jörg
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kruse, Robinson
2
Nielsen, Bent
2
Parra-Alvarez, Juan Carlos
2
Rahbek, Anders
2
Rossi, Eduardo
2
Salau, M. O.
2
Seong, Dakyung
2
Wang, Qihua
2
Yang, Lijian
2
Yang, Yukai
2
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Bohn Nielsen, Heino
1
Bunke, Olaf
1
Bunzel, Helle
1
Callot, Laurent A. F.
1
Candelon, Bertrand
1
Casas, Isabel
1
Catani, Paul
1
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CREATES research paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion paper / Tinbergen Institute
115
Working paper / Department of Econometrics and Business Statistics, Monash University
67
Série des documents de travail / Centre de Recherche en Économie et Statistique
36
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
34
Cowles Foundation discussion paper
28
Discussion paper / Center for Economic Research, Tilburg University
26
SFB 649 discussion paper
26
Working paper series
25
CEMMAP working papers / Centre for Microdata Methods and Practice
24
Technical working paper / National Bureau of Economic Research
23
Working paper / National Bureau of Economic Research, Inc.
23
CESifo working papers
20
Working paper
20
Report / Econometric Institute, Erasmus University Rotterdam
19
Discussion paper
18
EUI working paper / ECO
18
Série des documents de travail
18
Discussion papers / Department of Economics, University of Copenhagen
17
Discussion papers of interdisciplinary research project 373
17
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
16
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
16
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
15
Documentos de trabajo / Banco de España, Servicio de Estudios
15
Queen's Economics Department working paper
15
CORE discussion paper : DP
13
Discussion papers / Deutsches Institut für Wirtschaftsforschung
13
Discussion papers in economics
13
Economics discussion papers
12
Umeå economic studies
12
ECARES working paper
11
KBI
11
Working papers / Rutgers University, Department of Economics
11
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
10
Discussion paper / Tinbergen Institute / Tinbergen Institute
10
Working papers
10
Working papers series in theoretical and applied economics
10
CORE discussion papers : DP
9
Discussion paper / Centre for Economic Policy Research
9
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ECONIS (ZBW)
84
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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
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
6
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:
7
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
8
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:
9
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:
10
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2020
Persistent link: https://www.econbiz.de/10012317784
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