//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Econometric reviews"
~source:"econis"
~subject:"ARCH model"
~subject:"Stochastic process"
~subject:"VAR model"
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
Search: subject_exact:"Scientific modelling"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Stochastic process
VAR model
Modellierung
57
Scientific modelling
57
Theorie
33
Theory
33
Estimation theory
23
Schätztheorie
23
Time series analysis
17
Zeitreihenanalyse
17
Bayes-Statistik
13
Bayesian inference
13
Estimation
9
Forecasting model
9
Prognoseverfahren
9
Schätzung
9
Volatility
8
Volatilität
8
model selection
7
Regression analysis
6
Regressionsanalyse
6
Statistical test
6
Statistischer Test
6
Einheitswurzeltest
5
Heteroscedasticity
5
Heteroskedastizität
5
Stochastischer Prozess
5
Unit root test
5
VAR-Modell
5
Model averaging
4
Model selection
4
Nichtlineare Regression
4
Nonlinear regression
4
model averaging
4
ARCH-Modell
3
Autocorrelation
3
Autokorrelation
3
Bootstrap approach
3
Bootstrap-Verfahren
3
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Chan, Joshua
2
He, Changli
2
Teräsvirta, Timo
2
Amado, Cristina
1
Bensmail, Halima
1
Bozdogan, Hamparsum
1
Dimitrakopoulos, Stefanos
1
Domínguez, Manuel A.
1
Eisenstat, Eric
1
González, Andrés
1
Kolossiatis, Michalis
1
Kwon, Yongjae
1
Lohmeyer, Jan
1
Medeiros, Marcelo C.
1
Mendes, Eduardo F.
1
Palm, Franz C.
1
Reuvers, Hanno
1
Sandberg, Rickard
1
Strachan, Rodney W.
1
Tu, Yundong
1
Urbain, Jean-Pierre
1
Wang, Xuexin
1
Xie, Xinling
1
more ...
less ...
Published in...
All
Econometric reviews
CREATES research paper
16
Working paper
15
Econometric Institute research papers
14
Discussion paper / Tinbergen Institute
13
Journal of econometrics
13
Discussion papers / Department of Economics, University of Copenhagen
10
International journal of forecasting
10
Discussion paper / Centre for Economic Policy Research
8
CAMA working paper series
7
Econometrics : open access journal
7
Journal of applied econometrics
7
ECON PhD dissertations
6
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of forecasting
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
CAMP working paper series
5
CESifo working papers
5
Discussion papers / CEPR
5
Discussion papers / Helsinki Center of Economic Research : discussion paper
5
European journal of operational research : EJOR
5
Quantitative finance
5
Working paper series / European Central Bank
5
Discussion papers / Adam Smith Business School, University of Glasgow
4
Journal of economic dynamics & control
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of monetary economics
4
NBER Working Paper
4
NBER working paper series
4
Risks : open access journal
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Working paper / National Bureau of Economic Research, Inc.
4
Working paper / Norges Bank
4
Working papers
4
Advanced series on statistical science & applied probability
3
Annals of finance
3
Bank of England Working Paper
3
CEMMAP working papers / Centre for Microdata Methods and Practice
3
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting vector autoregressions with mixed roots in the vicinity of unity
Tu, Yundong
;
Xie, Xinling
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 556-585
Persistent link: https://www.econbiz.de/10014321655
Saved in:
2
Bayesian analysis of moving average stochastic volatility models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
Saved in:
3
Focused information criterion for locally misspecified vector autoregressive models
Lohmeyer, Jan
;
Palm, Franz C.
;
Reuvers, Hanno
;
Urbain, …
- In:
Econometric reviews
38
(
2019
)
7
,
pp. 763-792
Persistent link: https://www.econbiz.de/10012181357
Saved in:
4
A general approach to conditional moment specification testing with projections
Wang, Xuexin
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 140-165
Persistent link: https://www.econbiz.de/10012038162
Saved in:
5
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
Saved in:
6
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
Saved in:
7
Adaptive LASSO estimation for ARDL models with GARCH innovations
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 622-637
Persistent link: https://www.econbiz.de/10011795298
Saved in:
8
Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric
;
Chan, Joshua
;
Strachan, Rodney W.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1638-1665
Persistent link: https://www.econbiz.de/10011592382
Saved in:
9
Testing parameter constancy in unit root autoregressive models against multiple continuous structural changes
He, Changli
;
Sandberg, Rickard
- In:
Econometric reviews
31
(
2012
)
1/3
,
pp. 34-59
Persistent link: https://www.econbiz.de/10009515974
Saved in:
10
Performance of model selection criteria in Bayesian threshold VAR (TVAR) models
Kwon, Yongjae
;
Bozdogan, Hamparsum
;
Bensmail, Halima
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 83-101
Persistent link: https://www.econbiz.de/10003800662
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->