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Search: subject_exact:"Trendmodell"
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Estimation
Time series analysis
164
Zeitreihenanalyse
164
Theorie
70
Theory
70
Estimation theory
59
Schätztheorie
59
Forecasting model
28
Prognoseverfahren
28
Schätzung
25
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25
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25
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19
ARCH-Modell
19
Cointegration
15
Kointegration
15
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United States
15
Nichtlineare Regression
13
Nonlinear regression
13
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13
VAR-Modell
13
Modellierung
12
Scientific modelling
12
Capital income
11
Kapitaleinkommen
11
Statistical test
11
Statistischer Test
11
Stochastic process
11
Stochastischer Prozess
11
Structural break
11
Strukturbruch
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Autocorrelation
9
Autokorrelation
9
State space model
9
Zustandsraummodell
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Nielsen, Morten Ørregaard
5
Teräsvirta, Timo
4
Grassi, Stefano
3
Silvennoinen, Annastiina
3
Cavaliere, Giuseppe
2
Delle Monache, Davide
2
Ergemen, Yunus Emre
2
Haldrup, Niels
2
Kang, Jian
2
Santucci de Magistris, Paolo
2
Taylor, Robert
2
Callot, Laurent
1
Davidson, Russell
1
Dolatabadi, Sepideh
1
Grønborg, Niels S.
1
Hall, Anthony D.
1
Haulde, Javier
1
Hautsch, Nikolaus
1
He, Changli
1
Hillebrand, Eric
1
Jakobsen, Johan Stax
1
Kallestrup-Lamb, Malene
1
Kanaya, Shin
1
Kristensen, Dennis
1
Kristensen, Johannes Tang
1
Kruse, Robinson
1
Lange, Theis
1
MacKinnon, James G.
1
Medeiros, Marcelo C.
1
Mikkelsen, Jakob Guldbæk
1
Noriega-Muro, Antonio E.
1
Podolskij, Mark
1
Rodríguez-Caballero, Carlos Vladimir
1
Tsiaras, Leonidas
1
Valdés, J. Eduardo Vera
1
Ventosa-Santaulària, Daniel
1
Violante, Francesco
1
Wade, Glen
1
Xu, Ke
1
Zhang, Shuhua
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CREATES research paper
Journal of econometrics
115
Economic modelling
100
Applied economics
98
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
78
Applied economics letters
76
International journal of forecasting
76
Economics letters
70
CESifo working papers
68
Discussion paper / Tinbergen Institute
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Energy economics
54
Working paper
52
Journal of forecasting
49
Econometric reviews
41
International review of economics & finance : IREF
40
Journal of applied econometrics
35
Journal of empirical finance
34
The North American journal of economics and finance : a journal of financial economics studies
34
Economics and finance working paper series
30
Finance research letters
30
Journal of economic dynamics & control
30
Discussion papers / Deutsches Institut für Wirtschaftsforschung
28
Macroeconomic dynamics
28
Applied financial economics
26
CAMA working paper series
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Computational economics
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Working paper / Department of Econometrics and Business Statistics, Monash University
26
Journal of banking & finance
25
Journal of international money and finance
25
Journal of macroeconomics
25
International journal of finance & economics : IJFE
24
The empirical economics letters : a monthly international journal of economics
24
Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
Journal of financial econometrics
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
21
SFB 649 discussion paper
21
CESifo Working Paper Series
20
Cambridge working papers in economics
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ECONIS (ZBW)
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1
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:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
3
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
4
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
5
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
6
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
7
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
Saved in:
8
Time-varying parameters : new test tailored to applications in finance and macroeconomics
Davidson, Russell
;
Grønborg, Niels S.
-
2018
Persistent link: https://www.econbiz.de/10011913753
Saved in:
9
Testing for time-varying loadings in dynamic factor models
Mikkelsen, Jakob Guldbæk
-
2017
Persistent link: https://www.econbiz.de/10011706038
Saved in:
10
A dynamic multi-level factor model with long-range dependence
Ergemen, Yunus Emre
;
Rodríguez-Caballero, Carlos Vladimir
-
2016
Persistent link: https://www.econbiz.de/10011524107
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