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source:"econis"
subject:"Estimation"
~accessRights:"restricted"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~type_genre:"Article in journal"
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Estimation
Theorie
296
Theory
296
Time series analysis
92
Zeitreihenanalyse
92
Schätzung
77
Nichtlineare Regression
46
Nonlinear regression
46
Volatility
42
Volatilität
42
Forecasting model
31
Prognoseverfahren
31
Markov chain
29
Markov-Kette
29
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28
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24
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Nichtparametrisches Verfahren
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77
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77
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Barnett, William A.
2
Fabozzi, Frank J.
2
Fazzari, Steven M.
2
Franses, Philip Hans
2
Jawadi, Fredj
2
Martin, Vance
2
Morley, James C.
2
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Sarkar, Saikat
2
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1
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1
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1
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1
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1
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1
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Avdulaj, Krenar
1
Barunik, Jozef
1
Basu, Deepankar
1
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1
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1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Economic modelling
124
Economics letters
99
Applied economics
89
International review of economics & finance : IREF
82
Journal of economic dynamics & control
79
Finance research letters
76
Journal of econometrics
76
Applied economics letters
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
60
Journal of empirical finance
58
Journal of international money and finance
58
Macroeconomic dynamics
58
International journal of forecasting
56
Journal of macroeconomics
55
Journal of banking & finance
53
Energy economics
51
The North American journal of economics and finance : a journal of financial economics studies
50
International review of financial analysis
47
Journal of financial economics
40
Journal of monetary economics
39
European economic review : EER
38
Journal of international economics
34
Management science : journal of the Institute for Operations Research and the Management Sciences
34
Econometric reviews
33
Review of economic dynamics
30
Quantitative finance
28
International journal of finance & economics : IJFE
26
Journal of applied econometrics
26
European journal of operational research : EJOR
25
The B.E. journal of macroeconomics
25
The European journal of finance
25
Empirical economics : a quarterly journal of the Institute for Advanced Studies
24
Computational economics
23
Journal of forecasting
22
Structural change and economic dynamics : SC+ED
22
Journal of international financial markets, institutions & money
21
Labour economics : official journal of the European Association of Labour Economists
21
Open economies review
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ECONIS (ZBW)
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31
Public debt and economic growth conundrum : nonlinearity and inter-temporal relationship
Arčabić, Vladimir
;
Tica, Josip
;
Lee, Junsoo
;
Sonora, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011886630
Saved in:
32
Markov-switching quantile autoregression : a Gibbs sampling approach
Liu, Xiaochun
;
Luger, Richard
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011897360
Saved in:
33
Modeling threshold effects in stock price co-movements : a vector nonlinear cointegration approach
Chlibi, Souhir
;
Jawadi, Fredj
;
Sellami, Mohamed
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 47-63
Persistent link: https://www.econbiz.de/10011650219
Saved in:
34
A semiparametric nonlinear quantile regression model for financial returns
Avdulaj, Krenar
;
Barunik, Jozef
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10011650231
Saved in:
35
Using the hybrid Phillips curve with memory to forecast US infllation
Chu, Shiou-Yen
;
Shane, Christopher
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011755440
Saved in:
36
VEC-MSF models in Bayesian analysis of short- and long-run relationships
Pajor, Anna
;
Wróblewska, Justyna
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011708691
Saved in:
37
Interest rate pass-through : a nonlinear vector error-correction approach
Popiel, Michal Ksawery
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
5
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011897618
Saved in:
38
Structural changes in inflation dynamics : multiple breaks at different dates for different parameters
Eo, Yunjong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
3
,
pp. 211-231
Persistent link: https://www.econbiz.de/10011507522
Saved in:
39
Estimating stochastic volatility models using realized measures
Bekierman, Jeremias
;
Gribisch, Bastian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
3
,
pp. 279-300
Persistent link: https://www.econbiz.de/10011507527
Saved in:
40
Productivity and unemployment : a scale-by-scale panel data analysis for the G7 countries
Gallegati, Marco
;
Gallegati, Mauro
;
Ramsey, James B.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 477-493
Persistent link: https://www.econbiz.de/10011649143
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