//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Deutschland"
subject:"Forecasting model"
~accessRights:"restricted"
~language:"eng"
~person:"Bauwens, Luc"
~person:"Francq, Christian"
~person:"Hendry, David F."
~person:"Koop, Gary"
~person:"Lechner, Michael"
~person:"Sheppard, Kevin"
~subject:"ARCH model"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Graue Literatur"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 15 applied filters
Year of publication
From:
To:
Subject
All
Deutschland
Forecasting model
ARCH model
Estimation theory
38
Schätztheorie
38
Time series analysis
15
Zeitreihenanalyse
15
ARCH-Modell
14
Estimation
13
Schätzung
13
Prognoseverfahren
11
Volatility
11
Volatilität
11
VAR model
7
VAR-Modell
7
Bayes-Statistik
6
Bayesian inference
6
Börsenkurs
5
Causality analysis
5
Correlation
5
Kausalanalyse
5
Korrelation
5
Share price
5
Capital income
4
Forecasting
4
Induktive Statistik
4
Kapitaleinkommen
4
Matching
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Statistical inference
4
Analysis of variance
3
Arbeitsmarktpolitik
3
Artificial intelligence
3
Bootstrap approach
3
Bootstrap-Verfahren
3
Causal machine learning
3
Dynamic conditional correlations
3
Forestry
3
Forstwirtschaft
3
more ...
less ...
Online availability
All
Undetermined
Free
35
Type of publication
All
Article
23
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
Aufsatz in Zeitschrift
Book section
Graue Literatur
Article in journal
21
Aufsatz im Buch
2
Non-commercial literature
2
Working Paper
2
more ...
less ...
Language
All
English
Author
All
Bauwens, Luc
Francq, Christian
Hendry, David F.
Koop, Gary
Lechner, Michael
Sheppard, Kevin
Kumar, Dilip
8
Kim, Donggyu
6
Marcellino, Massimiliano
6
Shang, Han Lin
6
Ardia, David
5
Cai, Zongwu
5
Ling, Shiqing
5
Peng, Liang
5
Sucarrat, Genaro
5
Taylor, James W.
5
Zakoïan, Jean-Michel
5
Zhang, Xinyu
5
Demetrescu, Matei
4
Fosten, Jack
4
Kapetanios, George
4
Kim, Jong-Min
4
Koopman, Siem Jan
4
Lee, Ji Hyung
4
Li, Dong
4
Luger, Richard
4
Lütkepohl, Helmut
4
Rahbek, Anders
4
Sbrana, Giacomo
4
Shi, Yanlin
4
Taylor, Robert
4
Teräsvirta, Timo
4
Tsionas, Efthymios G.
4
Tu, Yundong
4
Wang, Shouyang
4
Wang, Yazhen
4
Wu, Xinyu
4
Zhu, Ke
4
Ñíguez, Trino-Manuel
4
Andersen, Torben
3
Arvanitis, Stelios
3
Blazsek, Szabolcs
3
more ...
less ...
Published in...
All
Journal of econometrics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
International journal of forecasting
2
A modern guide to sports economics
1
Discussion paper / Centre for Economic Policy Research
1
Discussion papers / CEPR
1
Economics letters
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Labour economics : official journal of the European Association of Labour Economists
1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
The Oxford handbook of economic forecasting
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
2
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
3
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
4
Investigating growth-at-risk using a multicountry non-parametric quantile factor model
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2023
Persistent link: https://www.econbiz.de/10014384414
Saved in:
5
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
6
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
7
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
8
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
9
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
10
Inducing sparsity and shrinkage in time-varying parameter models
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 669-683
Persistent link: https://www.econbiz.de/10012588006
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->