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subject:"Zeitreihenanalyse"
~isPartOf:"Econometric theory"
~person:"Johansen, Søren"
~person:"Linton, Oliver"
~subject:"Factor analysis"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Factor analysis
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Estimation theory
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9
Nichtparametrisches Verfahren
8
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Johansen, Søren
Linton, Oliver
Phillips, Peter C. B.
7
Chan, Ngai Hang
4
Leybourne, Stephen James
4
Cavaliere, Giuseppe
3
Chambers, Marcus J.
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Gao, Jiti
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Grégoir, Stéphane
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Econometric theory
Journal of econometrics
13
CEMMAP working papers / Centre for Microdata Methods and Practice
7
CREATES research paper
7
Discussion papers / Department of Economics, University of Copenhagen
7
Cambridge working papers in economics
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4
Econometrics : open access journal
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Handbook of financial time series
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The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
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ECONIS (ZBW)
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1
Boundedness of m-estimators for linear regression in time series
Johansen, Søren
;
Nielsen, Bent
- In:
Econometric theory
35
(
2019
)
3
,
pp. 653-683
Persistent link: https://www.econbiz.de/10012146163
Saved in:
2
The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1095-1139
Persistent link: https://www.econbiz.de/10011661716
Saved in:
3
Estimation of and inference about the expected shortfall for time series with infinite variance
Linton, Oliver
;
Xiao, Zhijie
- In:
Econometric theory
29
(
2013
)
4
,
pp. 771-807
Persistent link: https://www.econbiz.de/10010210161
Saved in:
4
A statistical analysis of cointegration for I(2) variables
Johansen, Søren
- In:
Econometric theory
11
(
1995
)
1
,
pp. 25-59
Persistent link: https://www.econbiz.de/10001176355
Saved in:
5
Adaptive estimation in ARCH models
Linton, Oliver
- In:
Econometric theory
9
(
1993
)
4
,
pp. 539-569
Persistent link: https://www.econbiz.de/10001156716
Saved in:
6
A representation of vector autoregressive processes integrated of order 2
Johansen, Søren
- In:
Econometric theory
8
(
1992
)
2
,
pp. 188-202
Persistent link: https://www.econbiz.de/10001128737
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