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~isPartOf:"CREATES research paper"
~subject:"Cointegration"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Cointegration
Stochastic process
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theorie
18
Theory
18
Stochastischer Prozess
15
Volatility
15
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15
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14
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12
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12
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12
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12
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11
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11
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10
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10
Regressionsanalyse
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
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8
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8
VAR-Modell
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6
Autokorrelation
6
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English
28
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Johansen, Søren
4
Nielsen, Morten Ørregaard
4
Kristensen, Dennis
3
Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Christensen, Bent Jesper
2
Lunde, Asger
2
Pakkanen, Mikko S.
2
Rahbek, Anders
2
Rossi, Eduardo
2
Santucci de Magistris, Paolo
2
Bohn Nielsen, Heino
1
Carlini, Federico
1
Corcuera, José Manual
1
Creel, Michael D.
1
Floor Brix, Anne
1
Franchi, Massimo
1
Frederiksen, Per
1
Gatarek, Lukasz
1
Guégan, Dominique
1
Hubrich, Kirstin
1
Kanaya, Shin
1
Kurita, Takamitsu
1
Lasak, Katarzyna
1
MacKinnon, James G.
1
Neri, Luca
1
Nielsen, Frank
1
Nyboe Tabor, Morten
1
Parra-Alvarez, Juan Carlos
1
Podolskij, Mark
1
Réveillac, Anthony
1
Seo, Wonk-ki
1
Seong, Dakyung
1
Swensen, Anders Rygh
1
Sørensen, Michael
1
Teräsvirta, Timo
1
Varneskov, Rasmus Tangsgaard
1
Velasco, Carlos
1
Veraart, Almut E. D.
1
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1
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CREATES research paper
Discussion paper / Tinbergen Institute
25
Econometrics : open access journal
24
Cowles Foundation discussion paper
19
Discussion papers of interdisciplinary research project 373
15
Working paper / Department of Econometrics and Business Statistics, Monash University
14
Cowles Foundation Discussion Paper
10
International journal of economics and financial issues : IJEFI
10
SFB 649 discussion paper
10
LSE STICERD Research Paper
8
NBER Working Paper
8
Discussion papers / Department of Economics, University of Copenhagen
7
Journal of risk and financial management : JRFM
7
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7
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6
International Journal of Energy Economics and Policy : IJEEP
6
Risks : open access journal
6
Discussion papers / Courant Research Centre "Poverty, Equity and Growth in Developing and Transition Countries: Statistical Methods and Empirical Analysis"
5
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Cambridge working papers in economics
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Queen's Economics Department working paper
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Working paper series / Department of Economics, University of Missouri-Columbia
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4
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3
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3
CIRJE discussion papers / F series
3
CREATES Research Paper
3
Cahiers du Département d'Econométrie
3
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion papers / Department of Economics, The University of Birmingham
3
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
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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
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
4
Cointegration between trends and their estimators in state space models and CVAR models
Johansen, Søren
;
Nyboe Tabor, Morten
-
2017
Persistent link: https://www.econbiz.de/10011624144
Saved in:
5
The role of cointegration for optimal hedging with heteroscedastic error term
Gatarek, Lukasz
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011624150
Saved in:
6
Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
Franchi, Massimo
;
Johansen, Søren
-
2017
Persistent link: https://www.econbiz.de/10011648634
Saved in:
7
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:
8
Medium band least squares estimation of fractional cointegration in the presence of low-requency contamination
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
-
2015
Persistent link: https://www.econbiz.de/10010529447
Saved in:
9
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:
10
On an estimation method for an alternative fractionally cointegrated model
Carlini, Federico
;
Łasak, Katarzyna
-
2014
Persistent link: https://www.econbiz.de/10010350966
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