Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Estimation"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Autoregressive conditional roo...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
Estimation theory
105
Schätztheorie
105
Theorie
105
Theory
105
Time series analysis
91
Zeitreihenanalyse
91
Volatility
68
ARCH model
65
ARCH-Modell
65
Volatilität
57
Cointegration
56
Stochastic process
56
Stochastischer Prozess
56
Kointegration
41
Bootstrap approach
40
Bootstrap-Verfahren
40
Econometrics
36
Quadratic variation
33
China
31
economic models
30
VAR model
28
VAR-Modell
28
Realised variance
27
Stochastic volatility
27
Markov chain Monte Carlo
23
Africa
22
Bayesian inference
21
Multivariate Analyse
21
Multivariate analysis
21
Financial market
20
Autocorrelation
19
Autokorrelation
19
Finanzmarkt
19
Schätzung
19
State space model
19
Correlation
18
Großbritannien
18
Realised volatility
18
Zustandsraummodell
18
more ...
less ...
Online availability
All
Free
8
Undetermined
3
Type of publication
All
Article
11
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Aufsatz im Buch
1
Book section
1
Collection of articles of several authors
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
21
Author
All
Rahbek, Anders
10
Shephard, Neil G.
10
Bos, Charles S.
5
Cavaliere, Giuseppe
4
Bohn Nielsen, Heino
2
Jørgensen, Clara M. D.
2
Kongsted, Hans Christian
2
Mikosch, Thomas
2
Vilandt, Frederik
2
Xiu, Dacheng
2
Agosto, Arianna
1
Bec, Frederique
1
Ben Salem, Melika
1
Bennedsen, Mikkel
1
Engle, Robert F.
1
Graddy, Kathryn
1
Harbo, Ingrid
1
Harvey, Andrew C.
1
Johansen, Søren
1
Kennedy, Peter E.
1
Koopman, Siem Jan
1
Kristensen, Dennis
1
Lunde, Asger
1
Nielsen, Bent
1
Taylor, Robert
1
Veraart, Almut E. D.
1
more ...
less ...
Institution
All
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Department of Economics, Oxford University
1
Københavns Universitet / Økonomisk Institut
1
Nuffield College
1
Published in...
All
Journal of econometrics
4
Discussion paper / Tinbergen Institute
2
Chicago Booth Research Paper
1
Discussion papers / Department of Economics, University of Copenhagen
1
Discussion papers / Institute of Economics, University of Copenhagen
1
Econometric reviews
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics Series Working Papers / Department of Economics, Oxford University
1
Economics discussion papers
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Time series models : in econometrics, finance and other fields
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
RePEc
1
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Statistical aspects of ARCH and stochastic volatility
Shephard, Neil G.
- In:
Time series models : in econometrics, finance and other …
,
(pp. 1-67)
.
1996
Persistent link: https://www.econbiz.de/10001319937
Saved in:
2
Trend-stationarity in the I(2) cointegration model
Jørgensen, Clara M. D.
-
1996
Persistent link: https://www.econbiz.de/10000952100
Saved in:
3
Trend stationarity in the I(2) cointegration model
Rahbek, Anders
;
Kongsted, Hans Christian
;
Jørgensen, …
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 265-289
Persistent link: https://www.econbiz.de/10001382131
Saved in:
4
Asymptotic inference on cointegrating rank in partial systems
Harbo, Ingrid
;
Johansen, Søren
;
Nielsen, Bent
;
Rahbek, …
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 388-399
Persistent link: https://www.econbiz.de/10001251806
Saved in:
5
Likelihood ratio testing for cointegration ranks in I(2) models
Bohn Nielsen, Heino
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001839976
Saved in:
6
Determination of the number of common stochastic trends under conditional heteroskedasticity
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Estudios de economía aplicada : revista promovida por …
28
(
2010
)
3
,
pp. 519-551
Persistent link: https://www.econbiz.de/10009712288
Saved in:
7
The likelihood ratio test for cointegration ranks in the I(2) model
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Econometric theory
23
(
2007
)
4
,
pp. 615-637
Persistent link: https://www.econbiz.de/10003549573
Saved in:
8
Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
9
A comment on: "Autoregressive conditional duration : a new model for irregularly spaced transaction data"
Cavaliere, Giuseppe
;
Mikosch, Thomas
;
Rahbek, Anders
; …
- In:
Econometrica : journal of the Econometric Society, an …
93
(
2025
)
2
,
pp. 719-729
Persistent link: https://www.econbiz.de/10015401165
Saved in:
10
Tail behavior of ACD models and consequences for likelihood-based estimation
Cavaliere, Giuseppe
;
Mikosch, Thomas
;
Rahbek, Anders
; …
- In:
Journal of econometrics
238
(
2024
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10015073910
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
