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subject:"Schätzung"
subject:"Germany"
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Search: subject_exact:"Estimation theory"
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Schätzung
Germany
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Theorie
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatility
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Volatilität
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Cointegration
14
Kointegration
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ARCH-Modell
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Statistical test
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Statistischer Test
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Bootstrap-Verfahren
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10
Regression analysis
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Regressionsanalyse
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10
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10
Forecasting model
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Prognoseverfahren
9
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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VAR-Modell
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Autocorrelation
6
Autokorrelation
6
Modellierung
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Nichtlineare Regression
6
Nonlinear regression
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English
18
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Nielsen, Morten Ørregaard
3
Cavaliere, Giuseppe
2
Kristensen, Dennis
2
Silvennoinen, Annastiina
2
Taylor, Robert
2
Teräsvirta, Timo
2
Bu, Ruijun
1
Carlini, Federico
1
Casas, Isabel
1
Christensen, Bent Jesper
1
Demetrescu, Matei
1
Ergemen, Yunus Emre
1
Ferreira, Eva
1
Floor Brix, Anne
1
Grassi, Stefano
1
Hadri, Kaddour
1
Hall, Anthony D.
1
Hillebrand, Eric
1
Jakobsen, Johan Stax
1
Kanaya, Shin
1
Kang, Jian
1
Kristensen, Johannes Tang
1
Kruse-Becher, Robinson
1
Lunde, Asger
1
MacKinnon, James G.
1
Mikkelsen, Jakob Guldbæk
1
Mirone, Giorgio
1
Orbe-Mandaluniz, Susan
1
Posch, Olaf
1
Urga, Giovanni
1
Varneskov, Rasmus Tangsgaard
1
Violante, Francesco
1
Wade, Glen
1
Wel, Michel van der
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CREATES research paper
Journal of econometrics
215
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
133
Economics letters
110
Discussion paper series / IZA
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
57
Applied economics letters
56
Econometric reviews
54
Economic modelling
52
NBER Working Paper
51
CEMMAP working papers / Centre for Microdata Methods and Practice
48
NBER working paper series
46
Applied economics
43
Discussion paper / Tinbergen Institute
40
Journal of applied econometrics
40
Working paper / Department of Econometrics and Business Statistics, Monash University
37
Discussion paper
35
IZA Discussion Paper
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Working paper / National Bureau of Economic Research, Inc.
33
Working paper
32
CESifo working papers
31
Quantitative economics : QE ; journal of the Econometric Society
29
The econometrics journal
28
Econometric theory
27
Journal of banking & finance
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
Discussion papers / CEPR
25
Journal of the American Statistical Association : JASA
25
Econometrics : open access journal
24
International journal of forecasting
23
The review of economics and statistics
23
Journal of empirical finance
22
SFB 649 discussion paper
20
Discussion paper / Centre for Economic Policy Research
19
International journal of economics and financial issues : IJEFI
19
Computational economics
18
Energy economics
18
Journal of forecasting
18
Working papers series in theoretical and applied economics
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ECONIS (ZBW)
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1
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:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
4
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
5
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:
6
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
7
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
8
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
-
2018
Persistent link: https://www.econbiz.de/10011913721
Saved in:
9
Time-varying coefficient estimation in SURE models : application to portfolio management
Casas, Isabel
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
-
2017
Persistent link: https://www.econbiz.de/10011750315
Saved in:
10
Maximum likelihood estimation of time-varying loadings in high-dimensional factor models
Mikkelsen, Jakob Guldbæk
;
Hillebrand, Eric
;
Urga, Giovanni
-
2015
Persistent link: https://www.econbiz.de/10011409357
Saved in:
11
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
Saved in:
12
On an estimation method for an alternative fractionally cointegrated model
Carlini, Federico
;
Łasak, Katarzyna
-
2014
Persistent link: https://www.econbiz.de/10010350966
Saved in:
13
Estimating stochastic volatility models using predictionbased estimating functions
Lunde, Asger
;
Floor Brix, Anne
-
2013
Persistent link: https://www.econbiz.de/10009763883
Saved in:
14
Factor-based forecasting in the presende of outliers : are factors better selected and estimated by the median than by the mean?
Kristensen, Johannes Tang
-
2012
Persistent link: https://www.econbiz.de/10009546012
Saved in:
15
Estimating dynamic equilibrium models using macro and financial data
Christensen, Bent Jesper
;
Posch, Olaf
;
Wel, Michel van der
-
2011
Persistent link: https://www.econbiz.de/10009152334
Saved in:
16
Generalized flat-top realized kernel estimation of ex-post variation of asset
Varneskov, Rasmus Tangsgaard
-
2011
Persistent link: https://www.econbiz.de/10009272099
Saved in:
17
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
Saved in:
18
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2010
Persistent link: https://www.econbiz.de/10008651639
Saved in:
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