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type_genre:"Non-commercial literature"
~isPartOf:"CREATES research paper"
~isPartOf:"EUI working paper / ECO"
~subject:"Modellierung"
~subject:"Zeitreihenanalyse"
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Modellierung
Zeitreihenanalyse
Estimation theory
177
Schätztheorie
177
Time series analysis
75
Theorie
48
Theory
48
Estimation
19
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Schätzung
19
Cointegration
17
Kointegration
17
Volatility
17
Volatilität
17
Stochastic process
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Stochastischer Prozess
16
ARCH model
13
ARCH-Modell
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12
Prognoseverfahren
12
Statistical test
12
Statistischer Test
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Bootstrap approach
11
Bootstrap-Verfahren
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USA
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United States
11
Induktive Statistik
10
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
Regression analysis
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Regressionsanalyse
10
Statistical inference
10
VAR model
9
VAR-Modell
9
Autocorrelation
7
Autokorrelation
7
Nichtlineare Regression
6
Nonlinear regression
6
Scientific modelling
6
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Book / Working Paper
79
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Non-commercial literature
Arbeitspapier
79
Graue Literatur
79
Working Paper
79
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English
79
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Nielsen, Morten Ørregaard
11
Maravall Herrero, Agustín
10
Johansen, Søren
7
Teräsvirta, Timo
7
Gómez, Víctor
6
Kristensen, Dennis
5
Proietti, Tommaso
4
Taylor, Robert
4
Cavaliere, Giuseppe
3
Christensen, Kim
3
Podolskij, Mark
3
Santucci de Magistris, Paolo
3
Silvennoinen, Annastiina
3
Andersen, Torben
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Haldrup, Niels
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kruse, Robinson
2
Medeiros, Marcelo C.
2
Nielsen, Bent
2
Rossi, Eduardo
2
Seong, Dakyung
2
Yang, Yukai
2
Acconcia, Antonio
1
Banerjee, Anindya
1
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Bunzel, Helle
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Casas, Isabel
1
Catani, Paul
1
Cho, Jin Seo
1
Christensen, Bent Jesper
1
Corsetti, Giancarlo
1
Dahl, Christian M.
1
Dobrev, Dobrislav
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
Discussion paper / Tinbergen Institute
89
Working paper / Department of Econometrics and Business Statistics, Monash University
62
CEMMAP working papers / Centre for Microdata Methods and Practice
37
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
34
Cowles Foundation discussion paper
33
SFB 649 discussion paper
24
Série des documents de travail / Centre de Recherche en Économie et Statistique
24
Working paper series
23
Discussion paper / Center for Economic Research, Tilburg University
21
Working paper
20
Umeå economic studies
18
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
Working paper / National Bureau of Economic Research, Inc.
17
CESifo working papers
16
Discussion paper
16
Discussion papers of interdisciplinary research project 373
16
Economics discussion papers
15
Queen's Economics Department working paper
15
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
14
Discussion papers / Department of Economics, University of Copenhagen
14
Série des documents de travail
14
CAMA working paper series
13
Documentos de trabajo / Banco de España, Servicio de Estudios
13
KBI
12
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
12
Working papers / Rutgers University, Department of Economics
12
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
11
Report / Econometric Institute, Erasmus University Rotterdam
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
Technical working paper / National Bureau of Economic Research
10
Working papers series in theoretical and applied economics
10
CORE discussion paper : DP
9
Cambridge working papers in economics
9
Discussion paper series / IZA
9
Discussion papers in economics
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
9
Working papers
9
Discussion paper / Tinbergen Institute / Tinbergen Institute
8
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ECONIS (ZBW)
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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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