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subject:"Time series analysis"
~isPartOf:"CREATES research paper"
~subject:"Statistischer Test"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Statistischer Test
Estimation theory
137
Schätztheorie
137
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
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66
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Nielsen, Morten Ørregaard
11
Johansen, Søren
7
Teräsvirta, Timo
7
Kristensen, Dennis
5
Taylor, Robert
4
Cavaliere, Giuseppe
3
Christensen, Kim
3
Kock, Anders Bredahl
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Podolskij, Mark
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Silvennoinen, Annastiina
3
Andersen, Torben
2
Caner, Mehmet
2
Cattaneo, Matias D.
2
Crump, Richard K.
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hualde, Javier
2
Jansson, Michael
2
Kanaya, Shin
2
Kang, Jian
2
Kruse, Robinson
2
Nielsen, Bent
2
Rossi, Eduardo
2
Seong, Dakyung
2
Yang, Yukai
2
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Bugni, Federico A.
1
Bunzel, Helle
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Casas, Isabel
1
Catani, Paul
1
Cho, Jin Seo
1
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1
Dahl, Christian M.
1
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CREATES research paper
Discussion paper / Tinbergen Institute
94
Working paper / Department of Econometrics and Business Statistics, Monash University
67
CEMMAP working papers / Centre for Microdata Methods and Practice
59
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
49
Cowles Foundation discussion paper
47
SFB 649 discussion paper
27
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Discussion paper / Center for Economic Research, Tilburg University
26
Discussion papers of interdisciplinary research project 373
25
Working paper series
25
Working paper
24
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
22
Umeå economic studies
18
CESifo working papers
16
Discussion paper
16
EUI working paper / ECO
16
Discussion papers / Department of Economics, University of Copenhagen
15
Economics discussion papers
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Working paper / National Bureau of Economic Research, Inc.
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CAMA working paper series
14
Working papers series in theoretical and applied economics
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
13
CEMFI working paper
13
Documentos de trabajo / Banco de España, Servicio de Estudios
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Queen's Economics Department working paper
13
Discussion paper series / IZA
12
ECARES working paper
12
Série des documents de travail
12
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
12
Department of Economics discussion paper series / University of Oxford
11
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
11
KBI
11
Report / Econometric Institute, Erasmus University Rotterdam
11
CORE discussion paper : DP
10
Cambridge working papers in economics
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
Discussion papers in economics
10
Technical working paper / National Bureau of Economic Research
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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
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:
9
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:
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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