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type_genre:"Sammlung"
type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Time series analysis
Estimation theory
262
Schätztheorie
262
Zeitreihenanalyse
74
Nichtparametrisches Verfahren
60
Nonparametric statistics
60
Regression analysis
50
Regressionsanalyse
50
Estimation
31
Schätzung
31
Theorie
26
Theory
26
Stochastic process
25
Stochastischer Prozess
25
Statistical test
22
Statistischer Test
22
Bootstrap approach
20
Bootstrap-Verfahren
20
Cointegration
19
Kointegration
19
Volatility
19
Volatilität
19
Statistical distribution
16
Statistische Verteilung
16
ARCH model
14
ARCH-Modell
14
VAR model
14
VAR-Modell
14
Induktive Statistik
12
Statistical inference
12
Statistical error
11
Statistischer Fehler
11
Autocorrelation
10
Autokorrelation
10
Forecasting model
10
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
Nichtlineare Regression
10
Nonlinear regression
10
Prognoseverfahren
10
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74
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Book / Working Paper
74
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Sammlung
Working Paper
Arbeitspapier
74
Graue Literatur
74
Non-commercial literature
74
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English
74
Author
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Nielsen, Morten Ørregaard
11
Johansen, Søren
7
Teräsvirta, Timo
6
Kristensen, Dennis
4
Taylor, Robert
4
Breitung, Jörg
3
Cavaliere, Giuseppe
3
Christensen, Kim
3
Lütkepohl, Helmut
3
Podolskij, Mark
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Andersen, Torben
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kokoszka, Piotr
2
Kruse, Robinson
2
Neumann, Michael H.
2
Nielsen, Bent
2
Rossi, Eduardo
2
Saikkonen, Pentti
2
Seong, Dakyung
2
Silvennoinen, Annastiina
2
Teyssière, Gilles
2
Tjostheim, Dag
2
Yang, Yukai
2
Benkwitz, Alexander
1
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Bunke, Olaf
1
Bunzel, Helle
1
Cai, Zongwu
1
Callot, Laurent A. F.
1
Candelon, Bertrand
1
Casas, Isabel
1
Catani, Paul
1
Cho, Jin Seo
1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Published in...
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CREATES research paper
Discussion papers of interdisciplinary research project 373
Discussion paper / Tinbergen Institute
98
Working paper / Department of Econometrics and Business Statistics, Monash University
62
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
32
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
SFB 649 discussion paper
26
Cowles Foundation discussion paper
25
Working paper series
23
Technical working paper / National Bureau of Economic Research
22
Discussion paper / Center for Economic Research, Tilburg University
21
Working paper / National Bureau of Economic Research, Inc.
20
Report / Econometric Institute, Erasmus University Rotterdam
18
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
CEMMAP working papers / Centre for Microdata Methods and Practice
16
EUI working paper / ECO
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
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
15
Working paper
15
Discussion papers / Department of Economics, University of Copenhagen
14
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
14
CESifo working papers
13
CORE discussion paper : DP
13
Discussion paper
13
Queen's Economics Department working paper
13
Umeå economic studies
13
Discussion papers in economics
12
Série des documents de travail
12
Economics discussion papers
11
Discussion paper / Tinbergen Institute / Tinbergen Institute
10
ECARES working paper
10
Working papers / Rutgers University, Department of Economics
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
9
Working papers
9
Working papers series in theoretical and applied economics
9
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
8
Finance and economics discussion series
8
KBI
8
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ECONIS (ZBW)
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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
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
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
Saved in:
10
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
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