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~subject:"Estimation theory"
~type_genre:"Arbeitspapier"
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Estimation theory
Theorie
211
Theory
211
Time series analysis
164
Zeitreihenanalyse
164
Schätztheorie
137
Volatility
101
Volatilität
101
Forecasting model
98
Prognoseverfahren
98
Estimation
79
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79
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60
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60
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58
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58
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47
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46
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46
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43
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43
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40
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40
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39
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39
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32
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32
Scientific modelling
32
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32
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32
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31
Risk premium
31
Yield curve
29
Zinsstruktur
29
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Option pricing theory
28
Optionspreistheorie
28
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25
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137
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Arbeitspapier
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137
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English
137
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Nielsen, Morten Ørregaard
15
Teräsvirta, Timo
11
Johansen, Søren
10
Kristensen, Dennis
8
Podolskij, Mark
7
Cattaneo, Matias D.
6
Jansson, Michael
6
Kruse, Robinson
6
Christensen, Bent Jesper
5
Christensen, Kim
5
Hounyo, Ulrich
5
Varneskov, Rasmus Tangsgaard
5
Andersen, Torben
4
Hillebrand, Eric
4
Lunde, Asger
4
MacKinnon, James G.
4
Rahbek, Anders
4
Santucci de Magistris, Paolo
4
Silvennoinen, Annastiina
4
Taylor, Robert
4
Bennedsen, Mikkel
3
Cavaliere, Giuseppe
3
Crump, Richard K.
3
Kanaya, Shin
3
Kock, Anders Bredahl
3
Medeiros, Marcelo C.
3
Nielsen, Bent
3
Parra-Alvarez, Juan Carlos
3
Posch, Olaf
3
Proietti, Tommaso
3
Rossi, Eduardo
3
Sibbertsen, Philipp
3
Veliyev, Bezirgen
3
Veraart, Almut E. D.
3
Yang, Yukai
3
Barndorff-Nielsen, Ole E.
2
Berenguer-Rico, Vanessa
2
Callot, Laurent
2
Caner, Mehmet
2
Casas, Isabel
2
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CREATES research paper
CEMMAP working papers / Centre for Microdata Methods and Practice
189
Cowles Foundation discussion paper
136
Discussion paper series / IZA
95
Working paper
67
Working papers / TSE : WP
65
Discussion papers in economics
55
Working papers in economics and econometrics
52
Discussion paper
51
Finance and economics discussion series
51
KBI
48
Queen's Economics Department working paper
47
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
46
Boston College working papers in economics
45
Discussion papers / CEPR
45
Economics discussion papers
43
Working papers series in theoretical and applied economics
36
Working paper series / Department of Economics, University of Missouri-Columbia
34
Discussion paper / Centre for Economic Policy Research
33
Working paper series
33
Working paper series / University of Zurich, Department of Economics
33
Working papers / Rutgers University, Department of Economics
33
Department of Economics discussion paper series / University of Oxford
31
Discussion paper / Department of Economics, University of California San Diego
31
Discussion paper / Department of Economics, University of Canterbury
31
DAE working paper
30
Discussion paper / School of Economics, The University of New South Wales
30
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
29
EUI working paper / ECO
29
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
27
Discussion papers / Department of Economics, University of Copenhagen
26
Economics working paper
26
Econometric Institute research papers
25
Research paper / University of Melbourne, Department of Economics
25
Working papers
24
Memorandum / Department of Economics, University of Oslo
23
Discussion paper / University of British Columbia, Department of Economics
22
Warwick economic research papers
22
Working paper / National Bureau of Economic Research, Inc.
22
Cambridge working papers in economics
21
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ECONIS (ZBW)
137
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1
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial
economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
2
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
3
Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
-
2020
Persistent link: https://www.econbiz.de/10012317765
Saved in:
4
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:
5
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:
6
Cluster-robust inference : a guide to empirical practice
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189456
Saved in:
7
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:
8
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:
9
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
10
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
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