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subject:"Estimation theory"
institution:"European University Institute / Department of Economics"
~institution:"Aarhus Universitet / Afdeling for Nationaløkonomi"
~institution:"Technische Universität Dresden / Fakultät Wirtschaftswissenschaften"
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Estimation theory
Theorie
364
Theory
364
Schätztheorie
35
Time series analysis
34
Zeitreihenanalyse
34
USA
20
United States
20
Cointegration
18
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English
28
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7
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Maravall Herrero, Agustín
7
Huschens, Stefan
5
Gómez, Víctor
4
Brechtmann, Markus
2
Ehrbeck, Tilman
2
Fiorentini, Gabriele
2
Locarek-Junge, Hermann
2
Rosholm, Michael
2
Schipp, Bernd
2
Ørregaard Nielsen, Morten
2
Brüggemann, Ralf
1
Calzolari, Giorgio
1
Canova, Fabio
1
D'Addio, Anna Cristina
1
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1
Gallo, Giampiero M.
1
Haldrup, Niels
1
Hinloopen, Jeroen
1
Honoré, Bo E.
1
Kiviet, J. F.
1
Kostial, Kristina
1
López, J. Humberto
1
Lütkepohl, Helmut
1
Mizon, Grayham E.
1
Monfardini, Chiara
1
Pacini, Barbara
1
Peña, Daniel
1
Phillips, Garry D. A.
1
Planas, Christophe
1
Prinzler, Ralf
1
Savin, N. Eugene
1
Schipp, Bernhard
1
Schlag, Karl H.
1
Stahl, Gerhard
1
Toutenburg, Helge
1
Wagenvoort, Rien
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Waldmann, Robert
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European University Institute / Department of Economics
Aarhus Universitet / Afdeling for Nationaløkonomi
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
Ekonomiska forskningsinstitutet <Stockholm>
25
Umeå universitet
21
University of New England / Department of Econometrics
18
Center for Economic Research <Tilburg>
16
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Universität Basel / Institut für Statistik und Ökonometrie
10
Forschungsinstitut zur Zukunft der Arbeit
9
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
9
University of Exeter / Department of Economics
9
Birkbeck College / Department of Economics
8
Federal Reserve System / Division of Research and Statistics
7
Umeå Universitet / Institutionen för Nationalekonomi
6
Centre for Analytical Finance <Århus>
5
Centre for Microdata Methods and Practice <London>
5
Deutsche Forschungsgemeinschaft
5
Rodney L. White Center for Financial Research
5
Rutgers University / Department of Economics
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Universitetet i Oslo / Økonomisk institutt
5
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Chambre de commerce et d'industrie de Paris
4
Institut für Weltwirtschaft
4
Johns Hopkins University / Department of Economics
4
Universität Mannheim / Institut für Volkswirtschaft und Statistik
4
Australian National University / Faculty of Economics
3
Australian National University / Faculty of Economics and Commerce
3
Centre for Quantitative Economics & Computing
3
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
3
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
3
Institut für Höhere Studien
3
Københavns Universitet / Økonomisk Institut
3
National Bureau of Economic Research
3
School of Economics <Quezon>
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Universität Regensburg / Lehrstuhl für Statistik
3
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EUI working paper / ECO
20
Dresdner Beiträge zu quantitativen Verfahren
9
Economics working paper
4
Dresdner Beiträge zur Betriebswirtschaftslehre
2
Source
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ECONIS (ZBW)
35
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1
Designing non-parametric estimates and tests for means
Schlag, Karl H.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003365687
Saved in:
2
Duration dependence and time-varying variables in discrete time duration models
D'Addio, Anna Cristina
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702135
Saved in:
3
Testing the semiparametric box-cox model with the bootstrap
Savin, N. Eugene
(
contributor
);
Würtz, Allan H.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001690153
Saved in:
4
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664218
Saved in:
5
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Ørregaard Nielsen, Morten
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664223
Saved in:
6
Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
Saved in:
7
Alternative BIAS approximations in first order dynamic reduced form models
Kiviet, J. F.
;
Phillips, Garry D. A.
;
Schipp, Bernhard
-
1998
Persistent link: https://www.econbiz.de/10000978872
Saved in:
8
Historische Simulation
Huschens, Stefan
-
1998
Persistent link: https://www.econbiz.de/10000981526
Saved in:
9
Die Bestimmung des Portefeuillerisikos bei nichtlinearer Wirkung der Risikofaktoren
Locarek-Junge, Hermann
-
1998
Persistent link: https://www.econbiz.de/10000983805
Saved in:
10
Value-at-Risk-Schlaglichter : Ausgabe 2/1998
Huschens, Stefan
-
1998
-
2. Ausg
Persistent link: https://www.econbiz.de/10000996150
Saved in:
11
Genauigkeit von Schätzungen des Risikopotentials
Huschens, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000961431
Saved in:
12
Risikoabschätzung durch historische Simulation
Huschens, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000961433
Saved in:
13
Value-at-Risk-Schätzung mit Mixture Density Networks
Locarek-Junge, Hermann
;
Prinzler, Ralf
-
1997
Persistent link: https://www.econbiz.de/10000983807
Saved in:
14
Effizienzvergleich zwischen Maximum-Likelihood-Schätzern und Pseudo-Maximum-Likelihood-Schätzern bei alternativen Verteilungsannahmen im GARCH(1,1)-Modell
Brechtmann, Markus
-
1997
Persistent link: https://www.econbiz.de/10000974974
Saved in:
15
Robust estimation : an example
Hinloopen, Jeroen
;
Wagenvoort, Rien
-
1995
Persistent link: https://www.econbiz.de/10000912457
Saved in:
16
Time-varying sign-switching risk perception on foreign exchange markets
Gallo, Giampiero M.
;
Pacini, Barbara
-
1995
Persistent link: https://www.econbiz.de/10000929236
Saved in:
17
Programs TRAMO and SEATS
Gómez, Víctor
;
Maravall Herrero, Agustín
-
1995
-
Update: December 1995
Persistent link: https://www.econbiz.de/10000929241
Saved in:
18
Simulation-based encompassing for non-nested models : a Monte Carlo study of alternative simulated Cox test statistics
Monfardini, Chiara
-
1995
Persistent link: https://www.econbiz.de/10000929266
Saved in:
19
Is honesty always the best policy?
Ehrbeck, Tilman
;
Waldmann, Robert
-
1995
Persistent link: https://www.econbiz.de/10000929900
Saved in:
20
Program SEATS "Signal Extraction in ARIMA Time Series" : instructions for the user
Maravall Herrero, Agustín
;
Gómez, Víctor
-
1994
Persistent link: https://www.econbiz.de/10000898197
Saved in:
21
The role of the signal-noise ratio in cointegrated systems
Kostial, Kristina
-
1994
Persistent link: https://www.econbiz.de/10000898368
Saved in:
22
Conditional heteroskedasticity in nonlinear simultaneous equations
Calzolari, Giorgio
;
Fiorentini, Gabriele
-
1994
Persistent link: https://www.econbiz.de/10000912426
Saved in:
23
Minimax estimation with random coefficients : theory and application to stock returns
Schipp, Bernd
;
Brechtmann, Markus
-
1994
Persistent link: https://www.econbiz.de/10000964811
Saved in:
24
Feasible minimax estimators in the simultaneous equations model under partial restrictions
Schipp, Bernd
;
Toutenburg, Helge
-
1994
Persistent link: https://www.econbiz.de/10000964814
Saved in:
25
Unobserved components in ARCH models : an application to seasonal adjustment
Fiorentini, Gabriele
-
1994
Persistent link: https://www.econbiz.de/10013420258
Saved in:
26
Estimation error and the specification of unobserved component models
Maravall Herrero, Agustín
-
1994
Persistent link: https://www.econbiz.de/10013420271
Saved in:
27
Program TRAMO "Time Series Regression with ARIMA Noise, Missing Observations, and Outliers" instructions for the user
Gómez, Víctor
-
1994
Persistent link: https://www.econbiz.de/10013420274
Saved in:
28
Estimation in semiparametric models using an auxiliary model
Huschens, Stefan
;
Stahl, Gerhard
-
1994
Persistent link: https://www.econbiz.de/10013440805
Saved in:
29
Statistical inference in calibrated models
Canova, Fabio
-
1993
Persistent link: https://www.econbiz.de/10000877153
Saved in:
30
Testing for unit roots with the k-th autocorrelation coefficient
López, J. Humberto
-
1993
Persistent link: https://www.econbiz.de/10000877204
Saved in:
31
A simple message for autocorrelation correctors: Don't
Mizon, Grayham E.
-
1993
Persistent link: https://www.econbiz.de/10000889040
Saved in:
32
Optimally combining individual forecasts from panel data
Ehrbeck, Tilman
-
1993
Persistent link: https://www.econbiz.de/10000865544
Saved in:
33
The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans
;
Haldrup, Niels
-
1993
Persistent link: https://www.econbiz.de/10000865567
Saved in:
34
Missing observations and additive outliers in time series models
Maravall Herrero, Agustín
;
Peña, Daniel
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000860749
Saved in:
35
Time series regression with ARIMA noise and missing observations : program TRAM
Gómez, Víctor
-
1992
Persistent link: https://www.econbiz.de/10013419684
Saved in:
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