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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~isPartOf:"Recent advances in estimating nonlinear models : with applications in economics and finance"
~person:"McMillan, David G."
~person:"Pierdzioch, Christian"
~person:"Schumacher, Christian"
~person:"Timmermann, Allan"
~subject:"Faktorenanalyse"
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Prognoseverfahren
Faktorenanalyse
Estimation
2
Forecasting model
2
Schätzung
2
1959-2009
1
1990-2007
1
Arbeitslosigkeit
1
Börsenkurs
1
Capital market returns
1
Kalman filter
1
Kapitalmarktrendite
1
Modellierung
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Scientific modelling
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Share price
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State space model
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USA
1
Unemployment
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United States
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Welt
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World
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Zustandsraummodell
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diffusion index
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forecasting
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mixed frequency
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recursive estimation
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Swanson, Norman R.
McMillan, David G.
Pierdzioch, Christian
Schumacher, Christian
Timmermann, Allan
Kim, Kihwan
1
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Recent advances in estimating nonlinear models : with applications in economics and finance
Discussion paper / Deutsche Bundesbank
6
Finance research letters
6
Working papers / Rutgers University, Department of Economics
6
Department of Economics working paper series
5
Journal of forecasting
5
Discussion paper / Centre for Economic Policy Research
4
HWWA discussion paper
4
International journal of forecasting
4
Kiel working paper
4
Applied economics letters
3
International journal of finance & economics : IJFE
3
International review of financial analysis
3
Journal of econometrics
3
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
Working papers / Brandeis University, Department of Economics and International Business School
3
Applied financial economics
2
Bundesbank Series 1 Discussion Paper
2
DAE working paper
2
Discussion paper / Department of Economics, University of California San Diego
2
Finmap working paper
2
International review of applied economics
2
International review of economics & finance : IREF
2
Jahrbücher für Nationalökonomie und Statistik
2
Journal of empirical finance
2
The Manchester School
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Applied economics
1
Applied economics quarterly
1
BIS Working Paper
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Bundesbank Series 2 Discussion Paper
1
CESifo Working Paper
1
CESifo working papers
1
Cambridge working papers in economics
1
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
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DNB working paper
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Deutsche Bundesbank Discussion Paper Series 1: Economic Studies
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Diffusion index model specification and estimation using mixed frequency datasets
Kim, Kihwan
;
Swanson, Norman R.
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 15-31)
.
2014
Persistent link: https://www.econbiz.de/10011406756
Saved in:
2
Forecasting stock returns : does switching between models help?
McMillan, David G.
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 229-248)
.
2014
Persistent link: https://www.econbiz.de/10011406772
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