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person:"Kapetanios, George"
~person:"Härdle, Wolfgang"
~person:"Psaradakis, Zacharias G."
~subject:"Nonlinear regression"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Time series analysis"
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Nonlinear regression
Time series analysis
106
Zeitreihenanalyse
106
Theorie
61
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Estimation theory
33
Schätztheorie
33
Estimation
31
Schätzung
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Kapetanios, George
Härdle, Wolfgang
Psaradakis, Zacharias G.
Teräsvirta, Timo
17
Caporale, Guglielmo Maria
9
Gao, Jiti
8
Gil-Alaña, Luis A.
8
Sibbertsen, Philipp
7
Dijk, Dick van
6
Medeiros, Marcelo C.
6
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5
Saikkonen, Pentti
5
Aruoba, S. Borağan
4
Carcel, Hector
4
Chen, Xiaohong
4
Cuba-Borda, Pablo
4
Higa-Flores, Kenji
4
Kim, Hyeongwoo
4
Schorfheide, Frank
4
Singer, Hermann
4
Villalvazo, Sergio
4
Allen, David E.
3
Chan, Felix
3
Crespo Cuaresma, Jesús
3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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3
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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ECONIS (ZBW)
9
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1
Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.
;
Vávra, Marián
-
2015
Persistent link: https://www.econbiz.de/10011350561
Saved in:
2
Flexible time series analysis
Härdle, Wolfgang
;
Tschernig, Rolf
-
2000
Persistent link: https://www.econbiz.de/10009611560
Saved in:
3
Threshold models for trended time series
Kapetanios, George
-
1999
Persistent link: https://www.econbiz.de/10001387307
Saved in:
4
Testing for neglected nonlinearity in long memory models
Baillie, Richard
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808664
Saved in:
5
Using extraneous information and GMM to estimate threshold parameters in TAR models
Kapetanios, George
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868138
Saved in:
6
The dynamics of implied volatilities : a common principle components approach
Fengler, Matthias
;
Härdle, Wolfgang
;
Villa, Christophe
-
2001
Persistent link: https://www.econbiz.de/10001609556
Saved in:
7
Flexible times series analysis
Härdle, Wolfgang
;
Tschernig, Rolf
-
2000
Persistent link: https://www.econbiz.de/10001509214
Saved in:
8
Web quantlets for time series analysis
Härdle, Wolfgang
;
Kleinow, Torsten
;
Knust, Florian
-
2000
Persistent link: https://www.econbiz.de/10001470340
Saved in:
9
Power properties of nonlinearity tests for time series with Markov regime
Psaradakis, Zacharias G.
;
Spagnolo, Nicola
-
1999
Persistent link: https://www.econbiz.de/10001434242
Saved in:
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