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subject:"Deutschland"
subject:"Forecasting model"
~person:"Ardia, David"
~person:"Bauwens, Luc"
~person:"Kapetanios, George"
~person:"Koop, Gary"
~person:"Rahbek, Anders"
~person:"Tsay, Ruey S."
~subject:"ARCH model"
~subject:"Autokorrelation"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
ARCH model
Autokorrelation
Estimation theory
89
Schätztheorie
89
Time series analysis
38
Zeitreihenanalyse
38
Theorie
23
Theory
23
ARCH-Modell
22
Estimation
21
Prognoseverfahren
21
Schätzung
21
Bayes-Statistik
16
Bayesian inference
16
Regression analysis
11
Regressionsanalyse
11
VAR model
11
VAR-Modell
11
Correlation
10
Korrelation
10
Volatility
10
Volatilität
10
Börsenkurs
7
Forecasting
7
Share price
7
Autocorrelation
6
Cointegration
6
Induktive Statistik
6
Kointegration
6
Statistical inference
6
Nichtlineare Regression
5
Nichtparametrisches Verfahren
5
Nonlinear regression
5
Nonparametric statistics
5
ARMA model
4
ARMA-Modell
4
Bootstrap approach
4
Bootstrap-Verfahren
4
Capital income
4
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Undetermined
22
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Article
42
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Aufsatz in Zeitschrift
Article in journal
42
Graue Literatur
30
Non-commercial literature
30
Arbeitspapier
28
Working Paper
28
Amtsdruckschrift
1
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1
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1
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English
42
Author
All
Ardia, David
Bauwens, Luc
Kapetanios, George
Koop, Gary
Rahbek, Anders
Tsay, Ruey S.
Lee, Lung-fei
28
Francq, Christian
19
Zakoïan, Jean-Michel
16
Teräsvirta, Timo
14
Baltagi, Badi H.
12
Kumar, Dilip
12
Lütkepohl, Helmut
12
Jin, Fei
11
Ling, Shiqing
10
Sun, Yixiao
9
Phillips, Peter C. B.
8
Tu, Yundong
8
Cai, Zongwu
7
Chan, Ngai Hang
7
Demetrescu, Matei
7
Li, Dong
7
Linton, Oliver
7
Peng, Liang
7
Swanson, Norman R.
7
Wang, Hansheng
7
Baillie, Richard
6
Cavaliere, Giuseppe
6
Georgiev, Iliyan
6
Hafner, Christian M.
6
Harvey, David I.
6
Horváth, Lajos
6
Kim, Donggyu
6
Krämer, Walter
6
Lahiri, Kajal
6
Li, Guodong
6
Liu, Long
6
Maheswaran, S.
6
McAleer, Michael
6
Paolella, Marc S.
6
Shang, Han Lin
6
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International journal of forecasting
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of econometrics
6
Economics letters
4
Journal of empirical finance
4
Econometric reviews
2
Econometric theory
2
Finance research letters
2
Journal of forecasting
2
The econometrics journal
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Journal of risk
1
Journal of time series econometrics
1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
The review of economic studies
1
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ECONIS (ZBW)
42
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42
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1
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
2
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471517
Saved in:
3
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:
4
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:
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
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 241-263
Persistent link: https://www.econbiz.de/10013441653
Saved in:
7
A primer on bootstrap testing of hypotheses in time series models : with an application to double autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Econometric theory
37
(
2021
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10012437042
Saved in:
8
Testing serial correlation and ARCH effect of high-dimensional time-series data
Ling, Shiqing
;
Tsay, Ruey S.
;
Yang, Yaxing
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 136-147
Persistent link: https://www.econbiz.de/10012424504
Saved in:
9
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:
10
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 496-522
Persistent link: https://www.econbiz.de/10012482819
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