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subject:"Probability theory"
subject:"Time series analysis"
~subject:"Induktive Statistik"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
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Probability theory
Time series analysis
Induktive Statistik
Estimation theory
184
Schätztheorie
184
Theorie
82
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82
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21
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20
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Einmahl, John H. J.
7
Werker, Bas J. M.
4
Drost, Feike C.
3
Durbin, James
3
Čížek, Pavel
3
Chen Zhou
2
Fernández, Carmen
2
He, Yi
2
Härdle, Wolfgang
2
Koopman, Siem Jan
2
Magnus, Jan R.
2
McAleer, Michael
2
Nijman, Theodore E.
2
Steel, Mark F. J.
2
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1
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1
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1
Banerjee, Anurag Narayan
1
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1
Berthet, Philippe
1
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1
Charlier, Erwin
1
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1
Das, Marcel
1
Franses, Philip Hans
1
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Genîzî, Ûrî
1
Hoek, Henk
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Lee, Sangkyu
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MacCrorie, J. Roderick
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Discussion paper / Center for Economic Research, Tilburg University
Journal of econometrics
402
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
191
Econometric theory
188
Economics letters
160
Discussion paper / Tinbergen Institute
118
Econometric reviews
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CEMMAP working papers / Centre for Microdata Methods and Practice
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International journal of forecasting
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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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66
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59
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
41
Journal of time series econometrics
39
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37
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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35
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34
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28
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26
Oxford bulletin of economics and statistics
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1
Tail copula estimation for heteroscedastic extremes
Einmahl, John H. J.
;
Chen Zhou
-
2024
Persistent link: https://www.econbiz.de/10014467520
Saved in:
2
Empirical likelihood based testing for multivariate regular variation
Einmahl, John H. J.
;
Krajina, Andrea
-
2023
Persistent link: https://www.econbiz.de/10013475286
Saved in:
3
Extreme value inference for general heterogeneous data
Einmahl, John H. J.
;
He, Yi
-
2022
Persistent link: https://www.econbiz.de/10013343247
Saved in:
4
Cube root weak convergence of empirical estimators of a density level set
Berthet, Philippe
;
Einmahl, John H. J.
-
2020
Persistent link: https://www.econbiz.de/10012227977
Saved in:
5
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920524
Saved in:
6
Jump-preserving varying-coefficient models for nonlinear time series
Čížek, Pavel
;
Koo, Chao Hui
-
2016
Persistent link: https://www.econbiz.de/10011643235
Saved in:
7
Estimation of extreme depth-based quantile regions
He, Yi
;
Einmahl, John H. J.
-
2014
Persistent link: https://www.econbiz.de/10011282830
Saved in:
8
Adaptive pointwise estimation in time-inhomogeneous time-series models
Čížek, Pavel
(
contributor
);
Härdle, Wolfgang
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003656441
Saved in:
9
Note on integer-valued bilinear time series models
Drost, Feike C.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003656746
Saved in:
10
Frequency domain Gaussian estimation of temporally aggregated cointegrated systems
Chambers, Marcus J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002046442
Saved in:
11
A simple asymtotic analysis of residual-based statistics
Andreou, Elena
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001871037
Saved in:
12
Reweighted least trimmed squares : an alternative to one-step estimators
Čížek, Pavel
-
2010
Persistent link: https://www.econbiz.de/10008656735
Saved in:
13
Testing for bivariate spherical symmetry
Einmahl, John H. J.
;
Gantner, Maria
-
2010
Persistent link: https://www.econbiz.de/10003992218
Saved in:
14
Fast filtering and smoothing for multivariate state space models
Koopman, Siem Jan
;
Durbin, James
-
1998
Persistent link: https://www.econbiz.de/10000981433
Saved in:
15
Improving GARCH volatility forecasts
Klaassen, Franc
-
1998
Persistent link: https://www.econbiz.de/10000986444
Saved in:
16
Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives
Durbin, James
;
Koopman, Siem Jan
-
1998
Persistent link: https://www.econbiz.de/10000998337
Saved in:
17
On adjusting the HP-filter for the frequency of observations
Ravn, Morten O.
;
Uhlig, Harald
-
1997
Persistent link: https://www.econbiz.de/10000962183
Saved in:
18
Experimental design for sensitivity analysis, optimization, and validation of simulation models
Kleijnen, Jack P. C.
-
1997
Persistent link: https://www.econbiz.de/10000962205
Saved in:
19
Sensitivity of univariate AR(1) time-series forecasts near the unit root
Banerjee, Anurag Narayan
-
1997
Persistent link: https://www.econbiz.de/10000972600
Saved in:
20
A classical problem in linear regression or how to estimate the mean of a univariate normal distribution with known variance
Magnus, Jan R.
;
Durbin, James
-
1996
Persistent link: https://www.econbiz.de/10000939772
Saved in:
21
On Bayesian modelling of FAT tails and skewness
Fernández, Carmen
;
Steel, Mark F. J.
-
1996
Persistent link: https://www.econbiz.de/10000941276
Saved in:
22
Robust Bayesian inference on scale parameters
Fernández, Carmen
;
Osiewalski, Jacek
;
Steel, Mark F. J.
-
1996
Persistent link: https://www.econbiz.de/10000941287
Saved in:
23
Experimental investigation of perceived risk in finite random walk processes
Genîzî, Ûrî
;
Das, Marcel
-
1996
Persistent link: https://www.econbiz.de/10000944060
Saved in:
24
Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000907435
Saved in:
25
Bayesian analysis of arma models using noninformative priors
Kleibergen, Frank
;
Hoek, Henk
-
1995
Persistent link: https://www.econbiz.de/10000926871
Saved in:
26
A smoothed maximum score estimator for the binary choice panel data model with individual fixed effects and application to labour force participation
Charlier, Erwin
-
1994
Persistent link: https://www.econbiz.de/10000897592
Saved in:
27
Adaptive estimation in time-series models
Drost, Feike C.
;
Klaassen, Chris A.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000900412
Saved in:
28
Closing the GARCH gap : continuous time GARCH modeling
Drost, Feike C.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000879810
Saved in:
29
Marginalization and contemporaneous aggregation in multivariate GARCH processes
Nijman, Theodore E.
;
Sentana, Enrique
-
1993
Persistent link: https://www.econbiz.de/10000854586
Saved in:
30
Incomplete panels and selection bias : a survey
Verbeek, Marno
;
Nijman, Theodore E.
-
1992
Persistent link: https://www.econbiz.de/10000834351
Saved in:
31
How sensitive are average derivatives?
Härdle, Wolfgang
;
Cybakov, Aleksandr B.
-
1992
Persistent link: https://www.econbiz.de/10000834352
Saved in:
32
Information matrix test, parameter heterogeneity and arch : a synthesis
Bera, Anil K.
;
Lee, Sangkyu
-
1991
-
Rev.
Persistent link: https://www.econbiz.de/10000824219
Saved in:
33
Discrimination between nested two- and three-parameter distributions : an application to models of air pollution
Bai, Jun
;
Jakeman, Anthony J.
;
McAleer, Michael
-
1990
Persistent link: https://www.econbiz.de/10000789356
Saved in:
34
Forecasting, misspecification and unit roots : the case of AR(1) versus ARMA(1,1)
Magnus, Jan R.
;
Pesaran, Bahram
-
1990
Persistent link: https://www.econbiz.de/10000782912
Saved in:
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