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subject:"Zeitreihenanalyse"
~isPartOf:"CREATES research paper"
~subject:"Induktive Statistik"
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Zeitreihenanalyse
Induktive Statistik
Estimation theory
137
Schätztheorie
137
Time series analysis
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
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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Free
68
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Book / Working Paper
68
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Arbeitspapier
68
Graue Literatur
68
Non-commercial literature
68
Working Paper
68
Language
All
English
68
Author
All
Nielsen, Morten Ørregaard
14
Johansen, Søren
7
Teräsvirta, Timo
6
Christensen, Kim
4
Kristensen, Dennis
4
MacKinnon, James G.
4
Podolskij, Mark
4
Taylor, Robert
4
Andersen, Torben
3
Cavaliere, Giuseppe
3
Kruse, Robinson
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kock, Anders Bredahl
2
Nielsen, Bent
2
Rossi, Eduardo
2
Seong, Dakyung
2
Silvennoinen, Annastiina
2
Veliyev, Bezirgen
2
Yang, Yukai
2
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Bugni, Federico A.
1
Bunzel, Helle
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
Dahl, Christian M.
1
Demetrescum, Matei
1
Djogbenou, Antoine A.
1
Dobrev, Dobrislav
1
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CREATES research paper
Journal of econometrics
383
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
185
Econometric theory
180
Economics letters
147
Discussion paper / Tinbergen Institute
101
Econometric reviews
98
CEMMAP working papers / Centre for Microdata Methods and Practice
71
Working paper / Department of Econometrics and Business Statistics, Monash University
69
International journal of forecasting
64
Cowles Foundation discussion paper
57
The econometrics journal
57
Journal of forecasting
55
Applied economics letters
53
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
53
Econometrics : open access journal
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Journal of the American Statistical Association : JASA
52
NBER Working Paper
47
Cowles Foundation Discussion Paper
46
Journal of time series econometrics
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
38
Applied economics
36
NBER working paper series
36
Computational economics
35
Economic modelling
34
Journal of applied econometrics
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Quantitative economics : QE ; journal of the Econometric Society
29
Série des documents de travail / Centre de Recherche en Économie et Statistique
29
Working paper
28
SFB 649 discussion paper
27
EUI working paper / ECO
26
Working paper series
26
Journal of empirical finance
25
Oxford bulletin of economics and statistics
24
LSE STICERD Research Paper
23
NBER technical working paper series
23
Discussion paper / Center for Economic Research, Tilburg University
22
Discussion paper / Centre for Economic Forecasting
22
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ECONIS (ZBW)
68
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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
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189456
Saved in:
4
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:
5
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:
6
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
7
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
8
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:
9
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:
10
Wild Bootstrap and Asymptotic Inference with Multiway Clustering
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
;
Webb, …
-
2020
Persistent link: https://www.econbiz.de/10012317779
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