//--> //--> //--> //-->
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
person:"Bollerslev, Tim"
subject:"Volatility"
~person:"Franses, Philip Hans"
~person:"Koop, Gary"
~person:"Rodriguez, Gabriel"
~subject:"Zeitreihenanalyse"
~type_genre:"Graue Literatur"
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:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Zeitreihenanalyse
Estimation theory
66
Schätztheorie
66
Theorie
40
Theory
40
Time series analysis
37
Bayes-Statistik
17
Bayesian inference
17
Estimation
15
Forecasting model
15
Prognoseverfahren
15
Schätzung
15
Volatilität
11
VAR model
10
VAR-Modell
10
Regression analysis
7
Regressionsanalyse
7
Stochastic Volatility
7
Phillips curve
6
Phillips-Kurve
6
Stochastic process
6
Stochastischer Prozess
6
Schock
5
Shock
5
Business cycle
4
Börsenkurs
4
Dynamic equilibrium
4
Dynamisches Gleichgewicht
4
Konjunktur
4
Neoclassical synthesis
4
Neoklassische Synthese
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Saisonale Schwankungen
4
Seasonal variations
4
Share price
4
ARCH model
3
ARCH-Modell
3
Exchange rate
3
more ...
less ...
Online availability
All
Free
20
Type of publication
All
Book / Working Paper
41
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
41
Non-commercial literature
41
Working Paper
41
Article in journal
31
Aufsatz in Zeitschrift
31
Aufsatz im Buch
1
Book review
1
Book section
1
Rezension
1
more ...
less ...
Language
All
English
41
Author
All
Bollerslev, Tim
Franses, Philip Hans
Koop, Gary
Rodriguez, Gabriel
Gao, Jiti
36
Koopman, Siem Jan
31
Phillips, Peter C. B.
26
Nielsen, Morten Ørregaard
24
Johansen, Søren
22
Maravall Herrero, Agustín
21
Teräsvirta, Timo
21
Lütkepohl, Helmut
20
Sibbertsen, Philipp
19
Härdle, Wolfgang
16
Lucas, André
16
Gouriéroux, Christian
15
Kapetanios, George
15
Linton, Oliver
15
Swanson, Norman R.
15
Peng, Bin
14
Brännäs, Kurt
12
Nielsen, Bent
12
Spokojnyj, Vladimir G.
12
Croux, Christophe
11
Hyndman, Rob J.
11
Li, Degui
11
Blasques, Francisco
10
Gómez, Víctor
10
Ooms, Marius
10
Pesaran, M. Hashem
10
Bauwens, Luc
9
Beran, Jan
9
Cavaliere, Giuseppe
9
Dong, Chaohua
9
Martin, Gael M.
9
Monfort, Alain
9
Schlicht, Ekkehart
9
Sentana, Enrique
9
Taylor, Robert
9
Brakel, Jan A. van den
8
Cai, Zongwu
8
Corradi, Valentina
8
more ...
less ...
Institution
All
European University Institute / Department of Economics
1
Published in...
All
Report / Econometric Institute, Erasmus University Rotterdam
9
Discussion paper / Tinbergen Institute
6
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
6
Documento de trabajo
5
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
3
Strathclyde discussion papers in economics
3
Working paper
3
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
CAMA working paper series
1
Discussion paper / Center for Economic Research, Tilburg University
1
EUI working paper / ECO
1
Econometric Institute research papers
1
Federal Reserve Bank of Cleveland working paper series
1
International finance discussion papers
1
Rector's lectures
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Report / Erasmus Center for Financial Research, Erasmus University
1
Staff reports / Federal Reserve Bank of New York
1
TRACE discussion papers / Tinbergen Institute
1
Working paper series / European Central Bank
1
Working paper series : paper ...
1
Working papers in economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
41
Showing
1
-
10
of
41
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-varying effects of financial uncertainty shocks on macroeconomic fluctuations in Peru
Alvarado, Mauricio
;
Rodriguez, Gabriel
-
2024
-
This version: November 27, 2023
Persistent link: https://www.econbiz.de/10014526328
Saved in:
2
Bayesian inference in high-dimensional time-varying parameter models using integrated rotated Gaussian approximations
Huber, Florian
;
Koop, Gary
;
Pfarrhfer, Michael
-
2023
Persistent link: https://www.econbiz.de/10014316036
Saved in:
3
Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014316040
Saved in:
4
Incorporating short data into large mixed- frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014316254
Saved in:
5
Bayesian modeling of time-varying parameters using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014295302
Saved in:
6
Time evolution of external shocks on macroeconomic fluctuations in Pacific Alliance countries: empirical application using TVP-VAR-SV models
Rodriguez, Gabriel
;
Vassallo, Renato
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273028
Saved in:
7
Evolution of the exchange rate pass-throught into prices in Peru: an empirical application using TVP-VAR-SV models
Calero, Roberto
;
Rodriguez, Gabriel
;
Salcedo Cisneros, …
-
2022
-
Primera edición
Persistent link: https://www.econbiz.de/10013273080
Saved in:
8
Time-varying effects of external shocks on macroeconomic fluctuations in Peru: an empirical application using TPV-VAR SV models
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
-
2021
-
Primera edición
Persistent link: https://www.econbiz.de/10013273010
Saved in:
9
Bayesian dynamic variable selection in high dimensions
Koop, Gary
;
Korobilis, Dimitris
-
2020
Persistent link: https://www.econbiz.de/10012660863
Saved in:
10
Modeling the volatility of returns on commodities: an application and empirical comparison of GARCH and SV models
Fernández Prada Saucedo, Jean Pierre
;
Rodriguez, Gabriel
-
2020
Persistent link: https://www.econbiz.de/10012435636
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->