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subject:"Schätzung"
subject:"Time series analysis"
~isPartOf:"CREATES research paper"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
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Schätzung
Time series analysis
Estimation theory
245
Schätztheorie
245
Zeitreihenanalyse
110
Estimation
51
Volatility
32
Volatilität
32
Nichtparametrisches Verfahren
30
Nonparametric statistics
30
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29
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29
Cointegration
27
Kointegration
27
Regression analysis
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Regressionsanalyse
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Stochastischer Prozess
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Statistischer Test
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21
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17
Prognoseverfahren
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17
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17
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15
Bootstrap approach
14
Bootstrap-Verfahren
14
Maximum likelihood estimation
14
Maximum-Likelihood-Schätzung
14
Markov chain
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Markov-Kette
13
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
Nichtlineare Regression
13
Nonlinear regression
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13
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English
136
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Nielsen, Morten Ørregaard
11
Teräsvirta, Timo
8
Johansen, Søren
7
Kristensen, Dennis
5
Proietti, Tommaso
4
Taylor, Robert
4
Cavaliere, Giuseppe
3
Christensen, Kim
3
Kruse, Robinson
3
Podolskij, Mark
3
Santucci de Magistris, Paolo
3
Silvennoinen, Annastiina
3
Andersen, Torben
2
Bu, Ruijun
2
Casas, Isabel
2
Christensen, Bent Jesper
2
Enders, Walter
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hadri, Kaddour
2
Hualde, Javier
2
Iglesias, Emma M.
2
Kanaya, Shin
2
Kang, Jian
2
Kristensen, Johannes Tang
2
Li, Jing
2
Nielsen, Bent
2
Rossi, Eduardo
2
Schweikert, Karsten
2
Seong, Dakyung
2
Yang, Yukai
2
Abbara, Omar
1
Baillie, Richard
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Bekiros, Stelios
1
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Blazsek, Szabolcs
1
Bunzel, Helle
1
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CREATES research paper
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
470
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
239
Economics letters
226
Econometric theory
179
Econometric reviews
126
Discussion paper / Tinbergen Institute
121
Applied economics letters
95
NBER Working Paper
86
Working paper / Department of Econometrics and Business Statistics, Monash University
84
International journal of forecasting
77
Economic modelling
72
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
72
NBER working paper series
71
Applied economics
67
Journal of applied econometrics
67
Econometrics : open access journal
64
Journal of forecasting
64
CEMMAP working papers / Centre for Microdata Methods and Practice
63
Discussion paper series / IZA
61
The econometrics journal
61
Working paper
55
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
54
Journal of the American Statistical Association : JASA
54
Working paper / National Bureau of Economic Research, Inc.
51
Cowles Foundation discussion paper
50
Discussion paper
46
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
45
Computational economics
42
Journal of empirical finance
41
CESifo working papers
40
Journal of time series econometrics
40
SFB 649 discussion paper
38
Quantitative economics : QE ; journal of the Econometric Society
37
Working paper series
35
Empirical economics : a quarterly journal of the Institute for Advanced Studies
33
Journal of banking & finance
33
Discussion paper / Center for Economic Research, Tilburg University
32
IZA Discussion Paper
32
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ECONIS (ZBW)
136
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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
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
3
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:
4
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:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
6
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
7
Matrix autoregressive models : generalization and Bayesian estimation
Celani, Alessandro
;
Pagnottoni, Paolo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 227-248
Persistent link: https://www.econbiz.de/10014631918
Saved in:
8
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
9
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:
10
Selecting between causal and noncausal models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
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