//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type:"book"
type_genre:"Working Paper"
~person:"Bauwens, Luc"
~subject:"Time series analysis"
~type_genre:"Forschungsbericht"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Estimation theory
20
Schätztheorie
20
Theorie
8
Theory
8
Zeitreihenanalyse
8
Correlation
5
Korrelation
5
ARCH model
3
ARCH-Modell
3
Analysis of variance
3
Bayes-Statistik
3
Bayesian inference
3
Hadamard exponential matrix
3
Linear algebra
3
Lineare Algebra
3
Statistical theory
3
Statistische Methodenlehre
3
Varianzanalyse
3
Autocorrelation
2
Autokorrelation
2
Börsenkurs
2
Estimation
2
Forecasting
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Schätzung
2
Share price
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
dynamic covariances and correlations
2
realized covariances
2
Australia
1
Australien
1
Bayesian estimation
1
Belgien
1
Belgium
1
Consumption theory
1
more ...
less ...
Online availability
All
Free
5
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Working Paper
Forschungsbericht
Arbeitspapier
8
Graue Literatur
7
Non-commercial literature
7
Language
All
English
8
Author
All
Bauwens, Luc
Gao, Jiti
36
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
19
Sibbertsen, Philipp
19
Teräsvirta, Timo
18
Lucas, André
16
Kapetanios, George
14
Gouriéroux, Christian
13
Hyndman, Rob J.
13
Härdle, Wolfgang
13
Peng, Bin
13
Pesaran, M. Hashem
13
Swanson, Norman R.
13
Gómez, Víctor
11
Koop, Gary
11
Ooms, Marius
11
Spokojnyj, Vladimir G.
11
Linton, Oliver
10
Nielsen, Bent
10
Beran, Jan
9
Blasques, Francisco
9
Brännäs, Kurt
9
Dong, Chaohua
9
Martin, Gael M.
9
Mélard, Guy
9
Schlicht, Ekkehart
9
Taylor, Robert
9
Cai, Zongwu
8
Cavaliere, Giuseppe
8
Croux, Christophe
8
Fried, Roland
8
Li, Degui
8
Marcellino, Massimiliano
8
Miller, J. Isaac
8
more ...
less ...
Published in...
All
CORE discussion paper : DP
5
CORE discussion papers : DP
1
LIDAM discussion paper CORE
1
Working papers
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
-
2022
Persistent link: https://www.econbiz.de/10013179719
Saved in:
2
Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
Persistent link: https://www.econbiz.de/10012429316
Saved in:
3
Modelling realized covariance matrices : a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
-
Prima edizione
Persistent link: https://www.econbiz.de/10012515717
Saved in:
4
The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
Saved in:
5
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
-
2002
Persistent link: https://www.econbiz.de/10001672395
Saved in:
6
Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc
-
1998
Persistent link: https://www.econbiz.de/10000994354
Saved in:
7
A Gibbs sampling approach to cointegration
Bauwens, Luc
-
1997
Persistent link: https://www.econbiz.de/10000962645
Saved in:
8
Identification restrictions and posterior densities in cointegrated gaussian var systems
Bauwens, Luc
-
1994
Persistent link: https://www.econbiz.de/10000890381
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->