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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Time-series methods and applications"
~person:"Kohn, Robert"
~person:"Swanson, Norman R."
~subject:"Downside risk"
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Schätztheorie
Downside risk
Theorie
25
Theory
25
Time series analysis
11
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11
Estimation theory
9
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7
Prognoseverfahren
7
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Kohn, Robert
Swanson, Norman R.
Chib, Siddhartha
6
Gouriéroux, Christian
6
Lee, Lung-fei
6
Li, Qi
6
Phillips, Peter C. B.
6
Baltagi, Badi H.
4
Chen, Songnian
4
Granger, C. W. J.
4
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4
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4
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3
Ali, Mukhtar M.
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3
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3
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3
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3
Godfrey, L. G.
3
Golan, Amos
3
Gonzalo, Jesús
3
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3
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3
Horowitz, Joel
3
Hsiao, Cheng
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Lütkepohl, Helmut
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3
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Ohtani, Kazuhiro
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Ridder, Geert
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Shively, Thomas S.
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Ullah, Aman
3
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2
Ai, Chunrong
2
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2
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Journal of econometrics
Time-series methods and applications
Working papers / Rutgers University, Department of Economics
17
Working paper series
16
Working papers / Federal Reserve Bank of Philadelphia, Research Department
3
Cowles Foundation discussion paper
2
Econometric reviews
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
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1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
International journal of forecasting
1
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ECONIS (ZBW)
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1
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
2
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 304-324
Persistent link: https://www.econbiz.de/10009242123
Saved in:
3
Volatility in discrete and continuous-time models : a survey with new evidence on large and small jumps
Duong, Diep
;
Swanson, Norman R.
-
2011
Persistent link: https://www.econbiz.de/10009698154
Saved in:
4
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
Chao, John C.
;
Swanson, Norman R.
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 515-555
Persistent link: https://www.econbiz.de/10003441954
Saved in:
5
A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models
Shively, Thomas S.
- In:
Journal of econometrics
76
(
1997
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10001211372
Saved in:
6
An introduction to stochastic unit-root processes
Granger, C. W. J.
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 35-62
Persistent link: https://www.econbiz.de/10001223464
Saved in:
7
Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
Barnett, Glen
- In:
Journal of econometrics
74
(
1996
)
2
,
pp. 237-254
Persistent link: https://www.econbiz.de/10001206889
Saved in:
8
A Bayesian approach to additive semiparametric regression
Wong, Chi-ming
- In:
Journal of econometrics
74
(
1996
)
2
,
pp. 209-235
Persistent link: https://www.econbiz.de/10001206893
Saved in:
9
Nonparametric regression using Bayesian variable selection
Smith, Michael S.
- In:
Journal of econometrics
75
(
1996
)
2
,
pp. 317-343
Persistent link: https://www.econbiz.de/10001204706
Saved in:
10
Testing for linearity in a semiparametric regression model
Shively, Thomas S.
- In:
Journal of econometrics
64
(
1994
)
1
,
pp. 77-96
Persistent link: https://www.econbiz.de/10001166433
Saved in:
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