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  • Search: subject:"asymptotic theory"
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Year of publication
Subject
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Asymptotic theory 83 asymptotic theory 79 Schätztheorie 56 Estimation theory 55 Zeitreihenanalyse 40 Time series analysis 39 Asymptotic Theory 16 Theorie 13 Theory 13 Forecasting model 12 Prognoseverfahren 12 Bootstrap 11 Panel 11 Panel study 11 Regression analysis 11 Regressionsanalyse 11 Stochastic process 11 Stochastischer Prozess 11 Cointegration 10 GARCH 10 Nichtparametrisches Verfahren 9 Nonparametric statistics 9 Statistical test 9 Statistischer Test 9 conditional variance 9 Local asymptotic theory 8 STAR 8 ARCH-Modell 7 Econometrics 7 Maximum likelihood estimation 7 Nichtlineare Regression 7 Statistical theory 7 Statistische Methodenlehre 7 misspecification 7 stationarity conditions 7 time series 7 ARCH model 6 Bootstrap approach 6 Bootstrap-Verfahren 6 Maximum-Likelihood-Schätzung 6
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Online availability
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Free 145 Undetermined 56
Type of publication
All
Book / Working Paper 143 Article 72 Other 2
Type of publication (narrower categories)
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Working Paper 46 Article in journal 41 Aufsatz in Zeitschrift 41 Graue Literatur 33 Non-commercial literature 33 Arbeitspapier 32 Article 4 Thesis 2 research-article 1
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Language
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English 131 Undetermined 81 French 2 Spanish 2 Hungarian 1
Author
All
Gao, Jiti 24 Peng, Bin 16 McAleer, Michael 14 Phillips, Peter C.B. 14 Dong, Chaohua 12 Medeiros, Marcelo C. 12 Rahbek, Anders 12 Blasques, Francisco 7 Caporin, Massimiliano 7 Chan, Felix 7 Koopman, Siem Jan 7 Pedersen, Rasmus Søndergaard 7 Berenguer-Rico, Vanessa 6 Carroll, Raymond J. 6 Andrews, Donald W.K. 5 Liu, Chu-An 5 Phillips, Peter C. B. 5 Dimitriadis, Timo 4 Golden, Richard M. 4 Henley, Steven S. 4 Johansen, Søren 4 Kashner, T. Michael 4 Nielsen, Bent 4 Noriega, Antonio E. 4 Oxley, Les 4 Ruppert, David 4 Ventosa-Santaulària, Daniel 4 White, Halbert 4 Audrino, Francesco 3 Feng, Guohua 3 Freyberger, Joachim 3 Iacone, Fabrizio 3 Liu, Xiaochun 3 Lu, Zudi 3 Lucas, André 3 Schnaitmann, Julie 3 Tjostheim, Dag 3 Ai, Chunrong 2 Anatolyev, Stanislav 2 Beering, Carina 2
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Institution
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Cowles Foundation for Research in Economics, Yale University 19 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 11 Department of Econometrics and Business Statistics, Monash Business School 6 Department of Economics and Finance, College of Business and Economics 4 School of Economics and Management, University of Aarhus 4 Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro 3 Institute of Economic Research, Kyoto University 3 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 3 Økonomisk Institut, Københavns Universitet 3 Banco de México 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 2 Department of Economics, University of Victoria 2 Erasmus University Rotterdam, Econometric Institute 2 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 Federal Reserve Board (Board of Governors of the Federal Reserve System) 2 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 2 Tinbergen Instituut 2 Berkeley Electronic Press 1 Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) 1 Center for Economic and Financial Research (CEFIR), New Economic School (NES) 1 Centre for Microdata Methods and Practice (CEMMAP) 1 Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova 1 Econometric Society 1 Economics Discipline Group, Business School 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Federal Reserve Bank of New York 1 HAL 1 International Institute of Social and Economic Sciences 1 London School of Economics (LSE) 1 School of Economics and Political Science, Universität St. Gallen 1 School of Economics, University of Adelaide 1 School of Economics, University of Edinburgh 1 Society for Computational Economics - SCE 1 Spatial Economics Research Centre, LSE 1 University of Maryland, Department of Economics 1
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Published in...
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Cowles Foundation Discussion Papers 19 MPRA Paper 11 Working paper / Department of Econometrics and Business Statistics, Monash University 10 Econometric reviews 8 Journal of econometrics 7 Monash Econometrics and Business Statistics Working Papers 6 Annals of the Institute of Statistical Mathematics 5 Economics letters 5 CREATES Research Papers 4 Econometric Reviews 4 Journal of Econometrics 4 Journal of Multivariate Analysis 4 Working Papers in Economics 4 Discussion Papers / Økonomisk Institut, Københavns Universitet 3 Discussion papers / Department of Economics, University of Copenhagen 3 ECARES working paper 3 Econometrics 3 Econometrics : open access journal 3 KIER Working Papers 3 Mathematics and Computers in Simulation (MATCOM) 3 SFB 373 Discussion Paper 3 SFB 373 Discussion Papers 3 Texto para discussão 3 Textos para discussão 3 CIRANO Working Papers 2 CREATES research paper 2 Cahiers de recherche 2 Department of Economics discussion paper series / University of Oxford 2 Discussion paper / Tinbergen Institute 2 Discussion papers in economics 2 Econometric Institute Report 2 Econometric Institute Research Papers 2 Econometrics Working Papers 2 Finance research letters 2 International Finance Discussion Papers 2 Journal of Time Series Econometrics 2 Journal of financial econometrics 2 Journal of time series econometrics 2 STICERD - Econometrics Paper Series 2 The econometrics journal 2
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Source
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RePEc 118 ECONIS (ZBW) 74 EconStor 18 BASE 4 USB Cologne (EcoSocSci) 2 Other ZBW resources 1
Showing 51 - 60 of 217
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Comparing predictive accuracy in small samples
Coroneo, Laura; Iacone, Fabrizio - 2015
Persistent link: https://www.econbiz.de/10011411613
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Autocorrelation robust inference using the Daniell kernel with fixed bandwidth
Hualde, Javier; Iacone, Fabrizio - 2015
Persistent link: https://www.econbiz.de/10011318412
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Uniform consistency of marked and weighted empirical distributions of residualsa
Berenguer-Rico, Vanessa; Johansen, Søren; Nielsen, Bent - 2019
Persistent link: https://www.econbiz.de/10012193756
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Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
Dong, Chaohua; Gao, Jiti - In: Econometric reviews 38 (2019) 2, pp. 125-150
Persistent link: https://www.econbiz.de/10012180710
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Estimation in a semiparametric panel data model with nonstationarity
Dong, Chaohua; Gao, Jiti; Peng, Bin - In: Econometric reviews 38 (2019) 8, pp. 961-977
Persistent link: https://www.econbiz.de/10012181377
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Robust optimization of forecast combinations
Post, Thierry; Karabati, Selcuk; Arvanitis, Stelios - In: International journal of forecasting 35 (2019) 3, pp. 910-926
Persistent link: https://www.econbiz.de/10012305190
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Explosive behavior in the prices of Bitcoin and altcoins
Cagli, Efe Çaglar - In: Finance research letters 29 (2019), pp. 398-403
Persistent link: https://www.econbiz.de/10012419534
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Uniformity and the delta method
Kasy, Maximilian - In: Journal of econometric methods 8 (2019) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10012022986
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Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models
Blasques, Francisco; Koopman, Siem Jan; Mallee, Max - 2014
The multivariate analysis of a panel of economic and financial time series with mixed frequencies is a challenging problem. The standard solution is to analyze the mix of monthly and quarterly time series jointly by means of a multivariate dynamic model with a monthly time index: artificial...
Persistent link: https://www.econbiz.de/10010491332
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Optimal Formulations for Nonlinear Autoregressive Processes
Blasques, Francisco; Koopman, Siem Jan; Lucas, André - 2014
theoretic optimality of the score driven nonlinear autoregressive process and the asymptotic theory for maximum likelihood …
Persistent link: https://www.econbiz.de/10010491334
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