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source:"econis"
subject:"Schätztheorie"
~isPartOf:"International economic review"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~subject:"Core"
~subject:"Statistical distribution"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"Volatilität"
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Schätztheorie
Core
Statistical distribution
Statistische Verteilung
USA
Volatilität
Theorie
5,108
Theory
5,108
Forecasting model
889
Prognoseverfahren
889
Time series analysis
736
Zeitreihenanalyse
736
Estimation theory
487
Estimation
396
Schätzung
396
United States
333
Volatility
254
Geldpolitik
228
Monetary policy
228
Bayes-Statistik
178
Bayesian inference
178
Statistical test
177
Statistischer Test
177
Nichtparametrisches Verfahren
174
Nonparametric statistics
174
Regression analysis
167
Regressionsanalyse
166
Stochastic process
166
Stochastischer Prozess
166
VAR model
142
VAR-Modell
142
Forecast
139
Prognose
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Business cycle
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Konjunktur
131
Capital income
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Kapitaleinkommen
129
Endogenes Wachstumsmodell
126
Endogenous growth model
126
Markov chain
126
Markov-Kette
125
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Undetermined
207
Free
8
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Article
1,070
Book / Working Paper
73
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Article in journal
1,067
Aufsatz in Zeitschrift
1,067
Arbeitspapier
63
Working Paper
63
Graue Literatur
34
Non-commercial literature
34
Collection of articles of several authors
16
Sammelwerk
16
Konferenzschrift
5
Conference proceedings
3
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1
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1
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1
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English
1,143
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Franses, Philip Hans
23
Diebold, Francis X.
11
Dijk, Dick van
11
Linton, Oliver
9
McAleer, Michael
9
Swanson, Norman R.
9
Aït-Sahalia, Yacine
8
Dijk, Herman K. van
8
Li, Qi
8
Andersen, Torben
7
Bollerslev, Tim
7
Chib, Siddhartha
7
Gouriéroux, Christian
7
Koop, Gary
7
Phillips, Peter C. B.
7
Galbraith, John W.
6
Ghysels, Eric
6
Granger, C. W. J.
6
Kohn, Robert
6
Lee, Lung-fei
6
Lucas, André
6
Steel, Mark F. J.
6
Atkinson, Scott Estes
5
Dufour, Jean-Marie
5
Godfrey, L. G.
5
Gonzalo, Jesús
5
González-Rivera, Gloria
5
Haan, Laurens de
5
Kleibergen, Frank
5
Magnus, Jan R.
5
Maheu, John M.
5
Park, Joon Y.
5
Schmidt, Peter
5
Sentana, Enrique
5
Stern, Steven N.
5
Tauchen, George Eugene
5
West, Kenneth D.
5
Baltagi, Badi H.
4
Chan, Joshua
4
Chen, Songnian
4
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
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International economic review
International journal of forecasting
Journal of econometrics
Macroeconomic dynamics
Report / Econometric Institute, Erasmus University Rotterdam
Working paper / National Bureau of Economic Research, Inc.
1,587
Economics letters
680
Discussion paper / Centre for Economic Policy Research
456
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
410
European journal of operational research : EJOR
405
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
361
Working paper
332
Econometric theory
331
The review of economics and statistics
328
The American economic review
327
American journal of agricultural economics
297
Discussion paper / Tinbergen Institute
287
Applied economics
283
Journal of banking & finance
273
NBER working paper series
273
The review of financial studies
271
Journal of applied econometrics
260
The journal of finance : the journal of the American Finance Association
258
Discussion paper series / IZA
238
Journal of monetary economics
238
Econometric reviews
233
Computers & operations research : and their applications to problems of world concern ; an international journal
223
NBER Working Paper
220
Journal of economic dynamics & control
219
CESifo working papers
208
Journal of political economy
208
Finance and economics discussion series
201
Journal of financial economics
198
Insurance / Mathematics & economics
184
Série des documents de travail / Centre de Recherche en Économie et Statistique
183
Discussion paper / Center for Economic Research, Tilburg University
181
Southern economic journal
177
Journal of money, credit and banking : JMCB
172
International journal of production research
165
Economic modelling
162
The journal of futures markets
160
Applied economics letters
159
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ECONIS (ZBW)
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1
(Structural) VAR models with ignored changes in mean and volatility
Demetrescu, Matei
;
Salish, Nazarii
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 840-854
Persistent link: https://www.econbiz.de/10014547211
Saved in:
2
A False Discovery Rate approach to optimal volatility forecasting model selection
Hassanniakalager, Arman
;
Baker, Paul L.
;
Platanakis, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 881-902
Persistent link: https://www.econbiz.de/10014547223
Saved in:
3
Should I open to forecast? : implications from a multi-country unobserved components model with sparse factor stochastic volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
4
Probabilistic hierarchical forecasting with deep Poisson mixtures
Olivares, Kin G.
;
Nganba Meetei, O.
;
Ma, Ruijun
;
Reddy, …
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 470-489
Persistent link: https://www.econbiz.de/10014547171
Saved in:
5
Co-integration with score-driven models : an application to US real GDP growth, US inflation rate, and effective federal funds rate
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 203-223
Persistent link: https://www.econbiz.de/10014247362
Saved in:
6
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
Saved in:
7
Inflation-linked bonds in incomplete markets with sunspots
Kang, Minwook
- In:
Macroeconomic dynamics
27
(
2023
)
4
,
pp. 928-944
Persistent link: https://www.econbiz.de/10014306673
Saved in:
8
Choked by red tape? : the political economy of wasteful trade barriers
Maggi, Giovanni
;
Mrázová, Monika
;
Neary, J. Peter
- In:
International economic review
63
(
2022
)
1
,
pp. 161-188
Persistent link: https://www.econbiz.de/10012820769
Saved in:
9
Portfolio selection under non-gaussianity and systemic risk : a machine learning based forecasting approach
Lin, Weidong
;
Taamouti, Abderrahim
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1179-1188
Persistent link: https://www.econbiz.de/10014547268
Saved in:
10
Time-varying volatility and the housing market
Higgins, C. Richard
;
Sapci, Ayse
- In:
Macroeconomic dynamics
28
(
2024
)
2
,
pp. 426-461
Persistent link: https://www.econbiz.de/10014485317
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