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~isPartOf:"CREATES research paper"
~subject:"Stochastischer Prozess"
~subject:"Welt"
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Stochastischer Prozess
Welt
Time series analysis
164
Zeitreihenanalyse
164
Theorie
70
Theory
70
Estimation theory
59
Schätztheorie
59
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28
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25
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Nielsen, Morten Ørregaard
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Basse-O'Connor, Andreas
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Bennedsen, Mikkel
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Boldrini, Lorenzo
1
Callot, Laurent
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
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Christoffersen, Peter F.
1
Frömmel, Michael
1
Grassi, Stefano
1
Guégan, Dominique
1
Haldrup, Niels
1
Heston, Steven L.
1
Hillebrand, Eric
1
Jacobs, Kris
1
Johansen, Søren
1
Kallestrup-Lamb, Malene
1
Kanaya, Shin
1
Kristensen, Dennis
1
Kruse, Robinson
1
Neri, Luca
1
Parra-Alvarez, Juan Carlos
1
Podolskij, Mark
1
Proietti, Tommaso
1
Ranaldo, Angelo
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Rangvid, Jesper
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Schmith, Torben
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Schrimpf, Andreas
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Seo, Wonk-ki
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CREATES research paper
Journal of econometrics
79
Energy economics
56
Discussion paper / Tinbergen Institute
49
Econometric reviews
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Economic modelling
26
Economics letters
26
Applied economics letters
24
Econometric theory
24
International journal of forecasting
22
Working paper / Department of Econometrics and Business Statistics, Monash University
22
Working paper
21
Econometrics : open access journal
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Applied economics
16
CAMA working paper series
16
Journal of international money and finance
16
Computational economics
15
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15
Journal of forecasting
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CESifo working papers
12
Cowles Foundation discussion paper
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International review of economics & finance : IREF
12
Journal of empirical finance
12
SFB 649 discussion paper
12
The econometrics journal
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Research in international business and finance
11
The North American journal of economics and finance : a journal of financial economics studies
11
Tinbergen Institute Discussion Paper
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
European journal of operational research : EJOR
10
Finance research letters
10
International Journal of Energy Economics and Policy : IJEEP
10
Journal of risk and financial management : JRFM
10
Research paper series / Swiss Finance Institute
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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
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:
3
Temperature anomalies, long memory, and aggregation
Vera-Valdés, J. Eduardo
-
2020
Persistent link: https://www.econbiz.de/10012433973
Saved in:
4
Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian
time
series
data
Bennedsen, Mikkel
-
2016
Persistent link: https://www.econbiz.de/10011524100
Saved in:
5
On critical cases in limit theory for stationary increments Lévy driven moving averages
Basse-O'Connor, Andreas
;
Podolskij, Mark
-
2015
Persistent link: https://www.econbiz.de/10011398667
Saved in:
6
Data revisions and the statistical relation of global mean sea-level and temperature
Hillebrand, Eric
;
Johansen, Søren
;
Schmith, Torben
-
2015
Persistent link: https://www.econbiz.de/10010529452
Saved in:
7
Forecasting the global mean sea level, a continuous-time state-space approach
Boldrini, Lorenzo
-
2015
Persistent link: https://www.econbiz.de/10011327705
Saved in:
8
Deterministic and stochastic trends in the Lee-Carter mortality model
Callot, Laurent
;
Haldrup, Niels
;
Kallestrup-Lamb, Malene
-
2014
Persistent link: https://www.econbiz.de/10010433248
Saved in:
9
Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional
time
series
models
Nielsen, Morten Ørregaard
-
2014
Persistent link: https://www.econbiz.de/10010413826
Saved in:
10
Stochastic trends and seasonality in economic
time
series
: new evidence from Bayesian stochastic model specification search
Proietti, Tommaso
;
Grassi, Stefano
-
2011
Persistent link: https://www.econbiz.de/10009272103
Saved in:
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