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subject:"Arbeitslosigkeit"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of forecasting"
~person:"Gupta, Rangan"
~person:"Poon, Aubrey"
~person:"Xu, Qifa"
~subject:"Forecasting model"
~subject:"Group selection"
~subject:"Nationaleinkommen"
~subject:"Schätztheorie"
~subject:"Theory"
~subject:"Time series analysis"
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Arbeitslosigkeit
Forecasting model
Group selection
Nationaleinkommen
Schätztheorie
Theory
Time series analysis
Estimation
17
Schätzung
17
Prognoseverfahren
11
Theorie
8
Bayes-Statistik
6
Bayesian inference
6
Volatility
6
Volatilität
6
Capital income
5
Kapitaleinkommen
5
Regression analysis
4
Regressionsanalyse
4
South Africa
4
Südafrika
4
VAR model
4
VAR-Modell
4
Zeitreihenanalyse
4
Aktienmarkt
3
Börsenkurs
3
Economic forecast
3
In-sample tests
3
Inflation
3
National income
3
Out-of-sample tests
3
Risikomaß
3
Risk measure
3
Sampling
3
Share price
3
State space model
3
Stichprobenerhebung
3
Stochastic process
3
Stochastischer Prozess
3
Stock market
3
Wirtschaftsprognose
3
Zustandsraummodell
3
Anlageverhalten
2
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9
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3
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15
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1
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15
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15
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1
Non-commercial literature
1
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English
16
Author
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Gupta, Rangan
Poon, Aubrey
Xu, Qifa
Chan, Joshua
14
Wong, Benjamin
7
Castelnuovo, Efrem
6
Haque, Qazi
5
Kumbhakar, Subal
5
Morley, James C.
5
Nason, James Michael
5
Zhang, Yaojie
5
Arčabić, Vladimir
4
Caggiano, Giovanni
4
Cross, Jamie
4
Grant, Angelia L.
4
Herwartz, Helmut
4
Hou, Chenghan
4
Jawadi, Fredj
4
Jiang, Cuixia
4
Kapetanios, George
4
Karathanasopoulos, Andreas
4
Paccagnini, Alessia
4
Serletis, Apostolos
4
Ullah, Aman
4
Wang, Yudong
4
Berger, Tino
3
Bu, Ruijun
3
Chan, Ngai Hang
3
Chang, Yoosoon
3
Chen, Shyh-Wei
3
Choi, Sangyup
3
Eisenstat, Eric
3
Gil-Alaña, Luis A.
3
Görtz, Christoph
3
Härdle, Wolfgang
3
Ireland, Peter N.
3
Jacobs, Jan
3
Langot, François
3
Lütkepohl, Helmut
3
Maasoumi, Esfandiar
3
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CAMA working paper series
Econometric reviews
Economic modelling
Journal of economic dynamics & control
Journal of forecasting
Department of Economics working paper series
21
Working papers / University of Connecticut, Department of Economics
9
Finance research letters
8
The North American journal of economics and finance : a journal of financial economics studies
8
Applied economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of finance & economics : IJFE
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics letters
3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Energy economics
3
International review of economics & finance : IREF
3
Journal of macroeconomics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
CAMP working paper series
2
Economics letters
2
Economics, management and financial markets
2
Emerging markets review
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of multinational financial management
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
The European journal of finance
2
Working paper
2
Annals of economics and finance
1
Applied financial economics
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CESifo working papers
1
Cardiff economics working papers
1
Contemporary economics
1
Defence and peace economics
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Economic systems
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
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ECONIS (ZBW)
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
3
Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo
;
Poon, Aubrey
;
Rossini, Luca
;
Zhu, Dan
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014495378
Saved in:
4
A time-varying Phillips curve with global factors : are global factors important?
Kabundi, Alain
;
Poon, Aubrey
;
Wu, Ping
- In:
Economic modelling
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014462575
Saved in:
5
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency multivariate singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
6
Forecasting expected shortfall and value at risk with a joint elicitable mixed data sampling model
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Liu, Yezheng
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 407-421
Persistent link: https://www.econbiz.de/10013166148
Saved in:
7
The role of investor sentiment in forecasting housing returns in China : a machine learning approach
Cepni, Oguzhan
;
Gupta, Rangan
;
Onay, Yigit
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1725-1740
Persistent link: https://www.econbiz.de/10013465745
Saved in:
8
International transmissions of aggregate macroeconomic uncertainty in small open economies : an empirical approach
Cross, Jamie L.
;
Hou, Chenghan
;
Poon, Aubrey
-
2018
Persistent link: https://www.econbiz.de/10012202181
Saved in:
9
Mixed data sampling expectile regression with applications to measuring financial risk
Xu, Qifa
;
Chen, Lu
;
Jiang, Cuixia
;
Yu, Keming
- In:
Economic modelling
91
(
2020
),
pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
Saved in:
10
Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth
Xu, Qifa
;
Zhuo, Xingxuan
;
Jiang, Cuixia
;
Liu, Xi
;
Liu, …
- In:
Economic modelling
75
(
2018
),
pp. 221-236
Persistent link: https://www.econbiz.de/10012101481
Saved in:
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