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subject:"United States"
~isPartOf:"CREATES research paper"
~subject:"Maximum likelihood estimation"
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Search: subject_exact:"Estimation theory"
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United States
Maximum likelihood estimation
Estimation theory
137
Schätztheorie
137
Time series analysis
59
Zeitreihenanalyse
59
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Estimation
18
Schätzung
18
Theorie
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
Forecasting model
9
Prognoseverfahren
9
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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17
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17
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Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
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English
17
Author
All
Nielsen, Morten Ørregaard
3
Cavaliere, Giuseppe
2
Kock, Anders Bredahl
2
Rahbek, Anders
2
Taylor, Robert
2
Bohn Nielsen, Heino
1
Bredahl Kock, Anders
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Caner, Mehmet
1
Demetrescu, Matei
1
Floor Brix, Anne
1
Hillebrand, Eric
1
Kristensen, Johannes Tang
1
Kruse-Becher, Robinson
1
Kurita, Takamitsu
1
Lunde, Asger
1
MacKinnon, James G.
1
Mikkelsen, Jakob Guldbæk
1
Mirone, Giorgio
1
Nolte, Ingmar
1
Parra-Alvarez, Juan Carlos
1
Pedersen, Rasmus Søndergaard
1
Posch, Olaf
1
Riquelme, Juan Andres
1
Silvennoinen, Annastiina
1
Teräsvirta, Timo
1
Urga, Giovanni
1
Voev, Valeri
1
Wang, Mu-Chun
1
Yang, Yukai
1
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Published in...
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CREATES research paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
122
Journal of econometrics
114
The review of economics and statistics
44
Economics letters
43
Working paper / National Bureau of Economic Research, Inc.
36
Discussion paper / Tinbergen Institute
31
Econometric reviews
26
Journal of applied econometrics
26
American journal of agricultural economics
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Journal of the American Statistical Association : JASA
18
Applied economics
17
Discussion paper series / IZA
17
CEMMAP working papers / Centre for Microdata Methods and Practice
16
Journal of financial and quantitative analysis : JFQA
16
NBER working paper series
15
The journal of futures markets
15
The journal of finance : the journal of the American Finance Association
14
The review of financial studies
14
Discussion paper / Centre for Economic Policy Research
13
Econometric theory
13
International journal of forecasting
13
International economic review
12
Journal of forecasting
12
Journal of macroeconomics
12
Oxford bulletin of economics and statistics
12
The econometrics journal
12
Working paper
12
Applied economics letters
11
CESifo working papers
11
Discussion paper
11
NBER Working Paper
11
Statistics in transition : an international journal of the Polish Statistical Association
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Technical working paper / National Bureau of Economic Research
11
European journal of operational research : EJOR
10
Insurance / Mathematics & economics
10
Journal of money, credit and banking : JMCB
10
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ECONIS (ZBW)
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1
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:
2
Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2020
Persistent link: https://www.econbiz.de/10012317765
Saved in:
3
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
4
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
5
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721042
Saved in:
6
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2016
Persistent link: https://www.econbiz.de/10011624059
Saved in:
7
Nonstationary ARCH and GARCH with t-distributed innovations
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2015
Persistent link: https://www.econbiz.de/10010529443
Saved in:
8
Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
-
2015
Persistent link: https://www.econbiz.de/10011516996
Saved in:
9
Maximum likelihood estimation of time-varying loadings in high-dimensional factor models
Mikkelsen, Jakob Guldbæk
;
Hillebrand, Eric
;
Urga, Giovanni
-
2015
Persistent link: https://www.econbiz.de/10011409357
Saved in:
10
Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010339079
Saved in:
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