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subject:"Welt"
subject:"Zeitreihenanalyse"
~person:"Martin, Gael M."
~person:"Stock, James H."
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Welt
Zeitreihenanalyse
Estimation theory
30
Schätztheorie
30
Time series analysis
15
Bayes-Statistik
9
Bayesian inference
9
Theorie
6
Theory
6
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History of Bayesian computation
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Instrumental variables
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Laplace approximation
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Long memory
2
Markov chain
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Martin, Gael M.
Stock, James H.
Gao, Jiti
38
Koopman, Siem Jan
30
Phillips, Peter C. B.
26
Nielsen, Morten Ørregaard
24
Johansen, Søren
22
Maravall Herrero, Agustín
22
Lütkepohl, Helmut
21
Franses, Philip Hans
20
Sibbertsen, Philipp
19
Teräsvirta, Timo
18
Kapetanios, George
17
Lucas, André
17
Pesaran, M. Hashem
16
Peng, Bin
15
Gouriéroux, Christian
13
Hyndman, Rob J.
13
Härdle, Wolfgang
13
Swanson, Norman R.
13
Linton, Oliver
12
Gómez, Víctor
11
Koop, Gary
11
Ooms, Marius
11
Nielsen, Bent
10
Beran, Jan
9
Blasques, Francisco
9
Brännäs, Kurt
9
Dong, Chaohua
9
Mélard, Guy
9
Schlicht, Ekkehart
9
Sentana, Enrique
9
Spokojnyj, Vladimir G.
9
Taylor, Robert
9
Bauwens, Luc
8
Cai, Zongwu
8
Cavaliere, Giuseppe
8
Croux, Christophe
8
Fried, Roland
8
Li, Degui
8
Marcellino, Massimiliano
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Working paper / Department of Econometrics and Business Statistics, Monash University
9
Technical working paper / National Bureau of Economic Research
5
Working paper / National Bureau of Economic Research, Inc.
2
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ECONIS (ZBW)
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High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
2
Optimal bias correction of the logperiodogram estimator of the fractional paramete : a Jackknife Approach
Nadarajah, K.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2019
Persistent link: https://www.econbiz.de/10012592265
Saved in:
3
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.
;
Nadarajah, K.
;
Poskitt, Donald Stephen
-
2018
Persistent link: https://www.econbiz.de/10012583573
Saved in:
4
Auxiliary likelihood-based approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendon P. M.
;
Frazier, David T.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781699
Saved in:
5
Data-driven particle filters for Particle Markov Chain Monte Carlo
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2016
Persistent link: https://www.econbiz.de/10011781784
Saved in:
6
Issues in the estimation of mMis-specified models of fractionally integrated processes
Nadarajah, K.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2014
Persistent link: https://www.econbiz.de/10011780803
Saved in:
7
Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2014
-
Revised 13, 29
Persistent link: https://www.econbiz.de/10011780804
Saved in:
8
Bias reduction of long memory parameter estimators via the pre-filtered Sieve bootstrap
Poskitt, Donald Stephen
;
Martin, Gael M.
;
Grose, Simone D.
-
2014
-
Rev. Ed.
Persistent link: https://www.econbiz.de/10010349989
Saved in:
9
Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2013
Persistent link: https://www.econbiz.de/10010245441
Saved in:
10
Searching for prosperity
Kremer, Michael
;
Onatski, Alexei
;
Stock, James H.
-
2001
Persistent link: https://www.econbiz.de/10001578285
Saved in:
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