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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"CREATES research paper"
~subject:"Estimation"
~subject:"Monte Carlo simulation"
~subject:"Monte-Carlo-Simulation"
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Search: subject_exact:"Estimation theory"
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Panel
Stochastic process
Estimation
Monte Carlo simulation
Monte-Carlo-Simulation
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Schätzung
18
Theorie
18
Theory
18
Stochastischer Prozess
15
Volatility
15
Volatilität
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14
Kointegration
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10
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10
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VAR-Modell
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English
37
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Nielsen, Morten Ørregaard
5
Kristensen, Dennis
3
Lunde, Asger
3
Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Cavaliere, Giuseppe
2
Christensen, Bent Jesper
2
Ergemen, Yunus Emre
2
Floor Brix, Anne
2
Gørgens, Tue
2
Pakkanen, Mikko S.
2
Silvennoinen, Annastiina
2
Taylor, Robert
2
Teräsvirta, Timo
2
Würtz, Allan H.
2
Bredahl Kock, Anders
1
Bu, Ruijun
1
Carlini, Federico
1
Casas, Isabel
1
Corcuera, José Manual
1
Creel, Michael D.
1
Demetrescu, Matei
1
Ferreira, Eva
1
Grassi, Stefano
1
Guégan, Dominique
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, Robinson
1
Kruse-Becher, Robinson
1
MacKinnon, James G.
1
Mikkelsen, Jakob Guldbæk
1
Mirone, Giorgio
1
Neri, Luca
1
Nielsen, Frank
1
Orbe-Mandaluniz, Susan
1
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CREATES research paper
Journal of econometrics
385
Economics letters
201
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
196
Econometric reviews
132
CEMMAP working papers / Centre for Microdata Methods and Practice
82
Discussion paper series / IZA
82
Applied economics letters
79
Discussion paper / Tinbergen Institute
77
Economic modelling
76
NBER Working Paper
72
The econometrics journal
72
NBER working paper series
66
Econometric theory
65
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
64
Applied economics
59
Working paper / Department of Econometrics and Business Statistics, Monash University
59
CESifo working papers
50
Working paper / National Bureau of Economic Research, Inc.
50
Econometrics : open access journal
49
Working paper
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
Journal of applied econometrics
47
Computational economics
46
IZA Discussion Paper
45
Quantitative economics : QE ; journal of the Econometric Society
42
European journal of operational research : EJOR
39
Journal of the American Statistical Association : JASA
39
Empirical economics : a quarterly journal of the Institute for Advanced Studies
38
Discussion paper
35
Discussion papers / CEPR
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
31
Cambridge working papers in economics
29
International journal of forecasting
29
Journal of banking & finance
29
Journal of empirical finance
28
Cowles Foundation discussion paper
27
Insurance / Mathematics & economics
27
Finance research letters
26
Journal of economic dynamics & control
26
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ECONIS (ZBW)
37
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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
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:
3
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:
4
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
5
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
6
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:
7
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:
8
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
9
Threshold regression with endogeneity for short panels
Gørgens, Tue
;
Würtz, Allan H.
-
2018
Persistent link: https://www.econbiz.de/10011946251
Saved in:
10
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
-
2018
Persistent link: https://www.econbiz.de/10011913721
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