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subject:"Panel"
subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Panel
Stochastic process
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
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Theorie
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Maximum likelihood estimation
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VAR-Modell
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Autocorrelation
6
Autokorrelation
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Modellierung
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Nichtlineare Regression
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Nonlinear regression
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Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Gørgens, Tue
2
Kristensen, Dennis
2
Lunde, Asger
2
Nielsen, Morten Ørregaard
2
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2
Würtz, Allan H.
2
Bredahl Kock, Anders
1
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1
Ergemen, Yunus Emre
1
Floor Brix, Anne
1
Guégan, Dominique
1
Kanaya, Shin
1
Neri, Luca
1
Nielsen, Frank
1
Parra-Alvarez, Juan Carlos
1
Podolskij, Mark
1
Rossi, Eduardo
1
Réveillac, Anthony
1
Santucci de Magistris, Paolo
1
Seo, Wonk-ki
1
Seong, Dakyung
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Skeels, Christopher L.
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CREATES research paper
Journal of econometrics
216
Economics letters
106
Econometric reviews
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
The econometrics journal
45
CEMMAP working papers / Centre for Microdata Methods and Practice
37
Discussion paper / Tinbergen Institute
35
Econometric theory
35
Discussion paper series / IZA
31
Working paper / Department of Econometrics and Business Statistics, Monash University
28
CESifo working papers
26
Economic modelling
24
Applied economics letters
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Cowles Foundation discussion paper
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
Econometrics : open access journal
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Cambridge working papers in economics
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Computational economics
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NBER Working Paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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European journal of operational research : EJOR
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IZA Discussion Paper
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NBER working paper series
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Oxford bulletin of economics and statistics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Applied economics
12
Discussion papers of interdisciplinary research project 373
12
Journal of applied econometrics
12
Regional science & urban economics
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Journal of productivity analysis
11
Mathematics of operations research
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Journal of empirical finance
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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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
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:
3
Threshold regression with endogeneity for short panels
Gørgens, Tue
;
Würtz, Allan H.
-
2018
Persistent link: https://www.econbiz.de/10011946251
Saved in:
4
System estimation of panel data models under long-range dependence
Ergemen, Yunus Emre
-
2016
Persistent link: https://www.econbiz.de/10011421766
Saved in:
5
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
Saved in:
6
Functional limit theorems for generalized variations of the fractional Brownian sheet
Pakkanen, Mikko S.
;
Réveillac, Anthony
-
2014
Persistent link: https://www.econbiz.de/10010346664
Saved in:
7
ABC of SV : limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
-
2014
Persistent link: https://www.econbiz.de/10010401691
Saved in:
8
Discretization of Lévy semistationary processes with application to estimation
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
-
2014
Persistent link: https://www.econbiz.de/10010388017
Saved in:
9
Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models
Nielsen, Morten Ørregaard
-
2014
Persistent link: https://www.econbiz.de/10010413826
Saved in:
10
Estimating stochastic volatility models using predictionbased estimating functions
Lunde, Asger
;
Floor Brix, Anne
-
2013
Persistent link: https://www.econbiz.de/10009763883
Saved in:
11
Oracle inequalities for high-dimensional panel data models
Bredahl Kock, Anders
-
2013
Persistent link: https://www.econbiz.de/10009763896
Saved in:
12
Estimation of long memory in integrated variance
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2011
Persistent link: https://www.econbiz.de/10008986693
Saved in:
13
Prediction-based estimating functions : review and new developments
Sørensen, Michael
-
2011
Persistent link: https://www.econbiz.de/10008807426
Saved in:
14
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
Saved in:
15
A meta-distribution for non-stationary samples
Guégan, Dominique
-
2009
Persistent link: https://www.econbiz.de/10003849558
Saved in:
16
Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
-
2009
Persistent link: https://www.econbiz.de/10003849562
Saved in:
17
Local whittle estimation of multivariate fractionally integrated processes
Nielsen, Frank
-
2009
Persistent link: https://www.econbiz.de/10003875666
Saved in:
18
Limit theorems for functionals of higher order differences of Brownian semi-stationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manual
; …
-
2009
Persistent link: https://www.econbiz.de/10003914217
Saved in:
19
Efficient estimation of non-linear dynamic panel data models with application to smooth transition models
Gørgens, Tue
;
Skeels, Christopher L.
;
Würtz, Allan H.
-
2009
Persistent link: https://www.econbiz.de/10003892563
Saved in:
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