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subject:"Zeitreihenanalyse"
~isPartOf:"CREATES research paper"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
Estimation theory
614
Schätztheorie
614
Time series analysis
151
Theorie
143
Theory
143
Estimation
82
Regression analysis
82
Regressionsanalyse
82
Schätzung
82
Nichtparametrisches Verfahren
79
Nonparametric statistics
79
Statistical test
56
Statistischer Test
56
Cointegration
45
Kointegration
45
Stochastic process
33
Stochastischer Prozess
33
Bootstrap approach
31
Bootstrap-Verfahren
31
Forecasting model
29
Induktive Statistik
29
Prognoseverfahren
29
Statistical inference
29
Method of moments
27
Momentenmethode
27
Autocorrelation
26
Autokorrelation
26
Panel
25
Panel study
25
USA
25
United States
25
Volatility
24
Volatilität
24
Heteroscedasticity
20
Heteroskedastizität
20
Nichtlineare Regression
20
Nonlinear regression
20
Maximum likelihood estimation
19
Maximum-Likelihood-Schätzung
19
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Online availability
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Free
83
Undetermined
12
Type of publication
All
Book / Working Paper
124
Article
36
Type of publication (narrower categories)
All
Arbeitspapier
92
Graue Literatur
92
Non-commercial literature
92
Working Paper
92
Article in journal
37
Aufsatz in Zeitschrift
37
Collection of articles of several authors
1
Sammelwerk
1
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Language
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English
160
Author
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Phillips, Peter C. B.
29
Nielsen, Morten Ørregaard
11
Engle, Robert F.
7
Granger, C. W. J.
7
Johansen, Søren
7
Teräsvirta, Timo
7
White, Halbert
6
Chen, Xiaohong
5
Kristensen, Dennis
4
Taylor, Robert
4
Andrews, Donald W. K.
3
Cavaliere, Giuseppe
3
Christensen, Kim
3
Gao, Jiti
3
Haldrup, Niels
3
Podolskij, Mark
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Yu, Jun
3
Agiakloglou, Christos N.
2
Andersen, Torben
2
Dalla, Violetta
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kheifets, Igor
2
Kruse, Robinson
2
Lee, Hyejin
2
Li, Degui
2
Lieberman, Offer
2
Meng, Ming
2
Nielsen, Bent
2
Oh, Dong-Yop
2
Ploberger, Werner
2
Quintos, Carmela E.
2
Rossi, Eduardo
2
Russell, Jeffrey R.
2
Seong, Dakyung
2
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Published in...
All
CREATES research paper
Cowles Foundation discussion paper
Discussion paper / Department of Economics, University of California San Diego
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
335
Econometric theory
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
Economics letters
142
Discussion paper / Tinbergen Institute
98
Econometric reviews
90
International journal of forecasting
66
Working paper / Department of Econometrics and Business Statistics, Monash University
62
Journal of forecasting
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Applied economics letters
52
Econometrics : open access journal
50
NBER Working Paper
44
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
Journal of time series econometrics
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
The econometrics journal
38
Economic modelling
37
Applied economics
36
Journal of empirical finance
35
Journal of the American Statistical Association : JASA
35
Computational economics
34
Journal of applied econometrics
32
NBER working paper series
31
EUI working paper / ECO
29
SFB 649 discussion paper
28
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Working paper / National Bureau of Economic Research, Inc.
26
Working paper
25
Working paper series
25
Discussion paper / Centre for Economic Forecasting
24
Finance research letters
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Oxford bulletin of economics and statistics
24
LSE STICERD Research Paper
23
Technical working paper / National Bureau of Economic Research
23
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ECONIS (ZBW)
160
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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
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
5
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
6
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:
7
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
8
Estimation and inference with near unit roots
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807742
Saved in:
9
On multicointegration
Phillips, Peter C. B.
;
Kheifets, Igor
-
2021
Persistent link: https://www.econbiz.de/10012807766
Saved in:
10
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
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