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subject:"Schätzung"
type_genre:"Arbeitspapier"
~type_genre:"Conference proceedings"
~isPartOf:"CREATES research paper"
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Search: subject_exact:"Estimation theory"
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Schätzung
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
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15
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15
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15
Cointegration
14
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14
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12
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Statistical test
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11
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10
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10
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10
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10
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10
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10
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9
Prognoseverfahren
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
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VAR-Modell
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6
Autokorrelation
6
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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
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1
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1
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CREATES research paper
Discussion paper series / IZA
58
CEMMAP working papers / Centre for Microdata Methods and Practice
48
Discussion paper / Tinbergen Institute
38
Working paper / Department of Econometrics and Business Statistics, Monash University
37
Working paper / National Bureau of Economic Research, Inc.
32
CESifo working papers
31
Working paper
31
Discussion paper
25
Discussion papers / CEPR
25
Discussion paper / Centre for Economic Policy Research
19
SFB 649 discussion paper
19
Working papers series in theoretical and applied economics
19
Finance and economics discussion series
14
Discussion papers of interdisciplinary research project 373
13
Boston College working papers in economics
11
Discussion paper / Center for Economic Research, Tilburg University
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
KBI
11
Queen's Economics Department working paper
11
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
9
Technical working paper / National Bureau of Economic Research
9
Working papers / TSE : WP
9
Cowles Foundation discussion paper
8
Documento de trabajo
8
Federal Reserve Bank of Cleveland working paper series
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
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8
Working paper series / European Central Bank
8
Working papers
8
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
7
Economics working paper
7
Staff reports / Federal Reserve Bank of New York
7
Working papers / Institute for Evaluation of Labour Market and Education Policy
7
CAEPR working papers
6
CEMFI working paper
6
ECARES working paper
6
IEAS working paper
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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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