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type_genre:"Non-commercial literature"
~isPartOf:"CREATES research paper"
~isPartOf:"Working paper"
~subject:"Statistical test"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Statistical test
Zeitreihenanalyse
Estimation theory
259
Schätztheorie
259
Time series analysis
77
Theorie
52
Theory
52
Estimation
48
Schätzung
48
Nichtparametrisches Verfahren
32
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32
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Stochastic process
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Maximum-Likelihood-Schätzung
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Panel study
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90
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Nielsen, Morten Ørregaard
11
Johansen, Søren
8
Teräsvirta, Timo
7
Kristensen, Dennis
5
Taylor, Robert
4
Cavaliere, Giuseppe
3
Christensen, Kim
3
Giraitis, Liudas
3
Kock, Anders Bredahl
3
Mikkelsen, Hans Ole Æ.
3
Phillips, Peter C. B.
3
Podolskij, Mark
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Silvennoinen, Annastiina
3
Yu, Jun
3
Andersen, Torben
2
Bollerslev, Tim
2
Caner, Mehmet
2
Cattaneo, Matias D.
2
Clark, Todd E.
2
Crump, Richard K.
2
Dalla, Violetta
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Guillén, Montserrat
2
Hualde, Javier
2
Jansson, Michael
2
Kanaya, Shin
2
Kang, Jian
2
Kapetanios, George
2
Kruse, Robinson
2
McCracken, Michael W.
2
Nielsen, Bent
2
Nielsen, Jens Perch
2
Rossi, Eduardo
2
Seong, Dakyung
2
Yang, Yukai
2
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1
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CREATES research paper
Working paper
Discussion paper / Tinbergen Institute
94
Working paper / Department of Econometrics and Business Statistics, Monash University
67
CEMMAP working papers / Centre for Microdata Methods and Practice
59
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
49
Cowles Foundation discussion paper
47
SFB 649 discussion paper
27
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
Discussion paper / Center for Economic Research, Tilburg University
26
Discussion papers of interdisciplinary research project 373
25
Working paper series
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
22
Umeå economic studies
18
CESifo working papers
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16
EUI working paper / ECO
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Working papers series in theoretical and applied economics
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Department of Economics discussion paper series / University of Oxford
11
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
11
KBI
11
Report / Econometric Institute, Erasmus University Rotterdam
11
CORE discussion paper : DP
10
Cambridge working papers in economics
10
Discussion papers / Deutsches Institut für Wirtschaftsforschung
10
Discussion papers in economics
10
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ECONIS (ZBW)
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1
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
2
Hypothesis testing via posterior-test-based Bayes factors
Li, Yong
;
Wang, Nianling
;
Yu, Jun
;
Zhang, Yonghui
-
2023
Persistent link: https://www.econbiz.de/10014320454
Saved in:
3
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:
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
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
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/10013542193
Saved in:
8
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
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
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
-
2021
Persistent link: https://www.econbiz.de/10012603081
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