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type_genre:"Non-commercial literature"
~isPartOf:"CREATES research paper"
~isPartOf:"EUI working paper / ECO"
~isPartOf:"SFB 649 discussion paper"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Estimation theory
256
Schätztheorie
256
Time series analysis
99
Theorie
84
Theory
84
Nichtparametrisches Verfahren
50
Nonparametric statistics
50
Estimation
38
Schätzung
38
Regression analysis
29
Regressionsanalyse
29
Volatility
25
Volatilität
25
Stochastic process
24
Stochastischer Prozess
24
Cointegration
18
Kointegration
18
Statistical test
18
Statistischer Test
18
ARCH model
16
ARCH-Modell
16
Bootstrap approach
16
Bootstrap-Verfahren
16
VAR model
15
VAR-Modell
15
Correlation
14
Forecasting model
14
Korrelation
14
Prognoseverfahren
14
USA
13
United States
13
Induktive Statistik
12
Statistical distribution
12
Statistical inference
12
Statistische Verteilung
12
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
Multivariate Analyse
10
Multivariate analysis
10
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Free
86
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Book / Working Paper
99
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Non-commercial literature
Arbeitspapier
101
Working Paper
101
Graue Literatur
99
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English
99
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Nielsen, Morten Ørregaard
11
Maravall Herrero, Agustín
10
Johansen, Søren
7
Gómez, Víctor
6
Teräsvirta, Timo
6
Bibinger, Markus
5
Kristensen, Dennis
4
Lütkepohl, Helmut
4
Proietti, Tommaso
4
Reiß, Markus
4
Taylor, Robert
4
Cavaliere, Giuseppe
3
Christensen, Kim
3
Härdle, Wolfgang
3
Podolskij, Mark
3
Santucci de Magistris, Paolo
3
Andersen, Torben
2
Breunig, Christoph
2
Chen, Haiqiang
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Haldrup, Niels
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kappus, Johanna
2
Kruse, Robinson
2
Nielsen, Bent
2
Okhrin, Ostap
2
Rossi, Eduardo
2
Seong, Dakyung
2
Silvennoinen, Annastiina
2
Spokojnyj, Vladimir G.
2
Staszewska-Bystrova, Anna
2
Winkelmann, Lars
2
Winker, Peter
2
Yang, Yukai
2
Acconcia, Antonio
1
Altmeyer, Randolf
1
Banerjee, Anindya
1
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European University Institute / Department of Economics
9
European University Institute / Department of Law
3
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CREATES research paper
EUI working paper / ECO
SFB 649 discussion paper
Discussion paper / Tinbergen Institute
84
Working paper / Department of Econometrics and Business Statistics, Monash University
60
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
31
Cowles Foundation discussion paper
25
Série des documents de travail / Centre de Recherche en Économie et Statistique
23
Working paper series
23
Discussion paper / Center for Economic Research, Tilburg University
18
Umeå economic studies
18
Working paper
18
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
CEMMAP working papers / Centre for Microdata Methods and Practice
16
Discussion papers of interdisciplinary research project 373
15
Discussion papers / Department of Economics, University of Copenhagen
14
Working paper / National Bureau of Economic Research, Inc.
14
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
13
CAMA working paper series
13
CESifo working papers
13
Discussion paper
13
Documentos de trabajo / Banco de España, Servicio de Estudios
13
Economics discussion papers
13
Queen's Economics Department working paper
13
Série des documents de travail
12
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
12
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
11
Report / Econometric Institute, Erasmus University Rotterdam
11
Working papers / Rutgers University, Department of Economics
10
CORE discussion paper : DP
9
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
Discussion papers in economics
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
9
Technical working paper / National Bureau of Economic Research
9
Working papers series in theoretical and applied economics
9
Cambridge working papers in economics
8
Discussion paper / Tinbergen Institute / Tinbergen Institute
8
KBI
8
Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers
8
Working papers
8
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ECONIS (ZBW)
99
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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
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:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
6
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:
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
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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