//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~person:"Bohn Nielsen, Heino"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
Prognoseverfahren
Volatilität
Estimation theory
7
Schätztheorie
7
Kointegration
5
VAR model
4
VAR-Modell
4
Time series analysis
3
Zeitreihenanalyse
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Yield curve
2
Zinsstruktur
2
bootstrap
2
1973-2003
1
ARCH model
1
ARCH models
1
ARCH-Modell
1
Autocorrelation
1
Autokorrelation
1
Baumwollmarkt
1
Bias
1
Bias correction
1
Bootstrap
1
Co-Integrated vector autoregression
1
Co-integration
1
Cotton market
1
Denmark
1
Double autoregression
1
Dänemark
1
Einheitswurzeltest
1
Estimation
1
Expectation-Maximization (EM) algorithm
1
Geldnachfrage
1
Inference on the boundary
1
Kalman filter
1
Measurement errors
1
Modellierung
1
Money demand
1
Nuisance parameters
1
Private consumption
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Collection of articles written by one author
Article in journal
Aufsatz in Zeitschrift
6
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
6
Author
All
Bohn Nielsen, Heino
Phillips, Peter C. B.
19
Kumar, Dilip
16
Maheswaran, S.
14
Teräsvirta, Timo
13
Li, Jia
12
Todorov, Viktor
12
Tauchen, George Eugene
10
Taylor, Robert
10
Demetrescu, Matei
9
Paruolo, Paolo
9
Tu, Yundong
9
Andersen, Torben
8
Cai, Zongwu
8
Francq, Christian
8
Koopman, Siem Jan
8
Liu, Zhi
8
Ramírez, Miguel D.
8
Swanson, Norman R.
8
Wagner, Martin
8
Baltagi, Badi H.
7
Boswijk, Herman Peter
7
Gao, Jiti
7
Johansen, Søren
7
Kim, Donggyu
7
Li, Yingying
7
Mykland, Per A.
7
Taylor, James W.
7
Bauwens, Luc
6
Cavaliere, Giuseppe
6
Chevillon, Guillaume
6
Hafner, Christian M.
6
Hendry, David F.
6
Kapetanios, George
6
Koop, Gary
6
Kurita, Takamitsu
6
Lahiri, Kajal
6
Rodrigues, Paulo M. M.
6
Sbrana, Giacomo
6
Shang, Han Lin
6
more ...
less ...
Published in...
All
Econometric reviews
2
The econometrics journal
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 241-263
Persistent link: https://www.econbiz.de/10013441653
Saved in:
2
Estimation bias and bias correction in reduced rank autoregressions
Bohn Nielsen, Heino
- In:
Econometric reviews
38
(
2019
)
3
,
pp. 332-349
Persistent link: https://www.econbiz.de/10012181296
Saved in:
3
The co-integrated vector autoregression with errors-in-variables
Bohn Nielsen, Heino
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 169-200
Persistent link: https://www.econbiz.de/10011549904
Saved in:
4
Bootstrap testing of hypotheses on co-integration relations in vector autoregressive models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
2
,
pp. 813-831
Persistent link: https://www.econbiz.de/10011350499
Saved in:
5
An I(2) cointegration model with piecewise linear trends
Kurita, Takamitsu
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
The econometrics journal
14
(
2011
)
2
,
pp. 131-155
Persistent link: https://www.econbiz.de/10009381889
Saved in:
6
Influential observations in cointegrated VAR models : Danish money demand 1973 - 2003
Bohn Nielsen, Heino
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 39-57
Persistent link: https://www.econbiz.de/10003648607
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->