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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Department of Economics discussion paper series / University of Oxford"
~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:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Graue Literatur"
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Deutschland
Forecasting model
ARCH model
Estimation theory
5
Schätztheorie
5
Time series analysis
3
Zeitreihenanalyse
3
ARCH-Modell
2
Asset management
1
Cointegration
1
Economic forecast
1
Estimation
1
Integrated Measurement Errors
1
Kointegration
1
Location Shifts
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Long-run Data
1
Modellierung
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Multivariate Analyse
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Multivariate analysis
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English
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Bauwens, Luc
Francq, Christian
Hendry, David F.
Koop, Gary
Lechner, Michael
Sheppard, Kevin
Shephard, Neil G.
2
Chevillon, Guillaume
1
Engle, Robert F.
1
Noureldin, Diaa
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Department of Economics discussion paper series / University of Oxford
Journal of econometrics
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Discussion paper series / IZA
4
Economics discussion papers
4
International journal of forecasting
4
Strathclyde discussion papers in economics
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Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
2
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
Econometric theory
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Labour economics : official journal of the European Association of Labour Economists
2
A modern guide to sports economics
1
A special issue on output and employment fluctuations
1
Annals of economics and statistics
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CESifo working papers
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Discussion paper / Department of Economics, University of California San Diego
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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
Economics letters
1
Federal Reserve Bank of Cleveland working paper series
1
Handbook of financial time series
1
IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
1
Journal of empirical finance
1
Journal of forecasting
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Journal of the American Statistical Association : JASA
1
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1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
Oxford bulletin of economics and statistics
1
Recherches économiques de Louvain
1
Staff working paper / Bank of Canada
1
The Oxford handbook of economic forecasting
1
The econometrics of economic policy
1
The review of economic studies
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ECONIS (ZBW)
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1
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531527
Saved in:
2
Fitting vast dimensional time-varying covariance models
Engle, Robert F.
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2008
Persistent link: https://www.econbiz.de/10003818564
Saved in:
3
Non-parametric direct multi-step estimation for forecasting economic processes
Chevillon, Guillaume
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002228506
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