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subject:"Theorie"
subject:"Wahrscheinlichkeitsrechnung"
~isPartOf:"CREATES research paper"
~subject:"Zeitreihenanalyse"
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Theorie
Wahrscheinlichkeitsrechnung
Zeitreihenanalyse
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theory
18
Stochastic process
15
Stochastischer Prozess
15
Volatility
15
Volatilität
15
Cointegration
14
Kointegration
14
ARCH model
12
ARCH-Modell
12
Statistical test
12
Statistischer Test
12
Bootstrap approach
11
Bootstrap-Verfahren
11
Induktive Statistik
10
Regression analysis
10
Regressionsanalyse
10
Statistical inference
10
USA
10
United States
10
Forecasting model
9
Prognoseverfahren
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
VAR model
8
VAR-Modell
8
Autocorrelation
6
Autokorrelation
6
Modellierung
6
Nichtlineare Regression
6
Nonlinear regression
6
Scientific modelling
6
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66
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66
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Arbeitspapier
66
Graue Literatur
66
Non-commercial literature
66
Working Paper
66
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English
66
Author
All
Nielsen, Morten Ørregaard
11
Johansen, Søren
7
Teräsvirta, Timo
6
Kristensen, Dennis
4
Santucci de Magistris, Paolo
4
Taylor, Robert
4
Cavaliere, Giuseppe
3
Christensen, Kim
3
Kruse, Robinson
3
Podolskij, Mark
3
Proietti, Tommaso
3
Rossi, Eduardo
3
Andersen, Torben
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kock, Anders Bredahl
2
Nielsen, Bent
2
Seong, Dakyung
2
Sibbertsen, Philipp
2
Silvennoinen, Annastiina
2
Yang, Yukai
2
Barndorff-Nielsen, Ole E.
1
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Bunzel, Helle
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Caner, Mehmet
1
Casas, Isabel
1
Catani, Paul
1
Cattaneo, Matias D.
1
Cho, Jin Seo
1
Christensen, Bent Jesper
1
Crump, Richard K.
1
Dahl, Christian M.
1
Dobrev, Dobrislav
1
Franchi, Massimo
1
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CREATES research paper
Journal of econometrics
643
Economics letters
463
Econometric theory
393
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
306
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
245
Econometric reviews
207
Discussion paper / Tinbergen Institute
168
Série des documents de travail / Centre de Recherche en Économie et Statistique
161
Journal of applied econometrics
143
Journal of quantitative economics : official journal of the Indian Econometric Society
139
The review of economics and statistics
124
Oxford bulletin of economics and statistics
113
Working paper / National Bureau of Economic Research, Inc.
101
Discussion paper / Center for Economic Research, Tilburg University
97
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
86
International journal of forecasting
85
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
84
CORE discussion paper : DP
83
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Working paper / Department of Econometrics and Business Statistics, Monash University
81
Statistical papers
80
Applied economics
78
Cowles Foundation discussion paper
76
Journal of forecasting
76
The econometrics journal
71
Technical working paper / National Bureau of Economic Research
68
Working paper series
65
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
64
The review of economic studies
64
International economic review
60
Metrika : international journal for theoretical and applied statistics
59
SFB 649 discussion paper
58
Annales d'économie et de statistique
57
Applied economics letters
57
American journal of agricultural economics
53
Discussion paper series / IZA
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Working paper
53
Discussion paper
49
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ECONIS (ZBW)
66
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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
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
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
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
9
Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2020
Persistent link: https://www.econbiz.de/10012317784
Saved in:
10
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
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