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subject:"Deutschland"
subject:"Forecasting model"
~person:"Ardia, David"
~person:"Bauwens, Luc"
~person:"Koop, Gary"
~person:"Rahbek, Anders"
~subject:"ARCH model"
~subject:"Autokorrelation"
~subject:"Bootstrap-Verfahren"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
ARCH model
Autokorrelation
Bootstrap-Verfahren
Estimation theory
55
Schätztheorie
55
Time series analysis
23
Zeitreihenanalyse
23
Theorie
20
Theory
20
ARCH-Modell
19
Bayes-Statistik
13
Bayesian inference
13
Estimation
13
Schätzung
13
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12
VAR model
8
VAR-Modell
8
Volatility
8
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8
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6
Cointegration
6
Kointegration
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Share price
6
Correlation
5
Forecasting
5
Korrelation
5
Nichtlineare Regression
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Nonlinear regression
5
Autocorrelation
4
Bootstrap approach
4
GARCH
4
Induktive Statistik
4
Multivariate Analyse
4
Multivariate analysis
4
Statistical inference
4
Analysis of variance
3
Asymptotic theory
3
Bayesian estimation
3
Capital income
3
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Article
28
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Aufsatz in Zeitschrift
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28
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28
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27
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27
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1
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English
28
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Ardia, David
Bauwens, Luc
Koop, Gary
Rahbek, Anders
Lee, Lung-fei
28
Francq, Christian
19
Zakoïan, Jean-Michel
16
Lütkepohl, Helmut
14
Teräsvirta, Timo
14
Baltagi, Badi H.
12
Kumar, Dilip
12
Cavaliere, Giuseppe
11
Jin, Fei
11
Ling, Shiqing
10
Sun, Yixiao
10
Taylor, Robert
10
Linton, Oliver
9
Tu, Yundong
9
Andrews, Donald W. K.
8
Demetrescu, Matei
8
Kapetanios, George
8
MacKinnon, James G.
8
Peng, Liang
8
Phillips, Peter C. B.
8
Cai, Zongwu
7
Chan, Ngai Hang
7
Gonçalves, Sílvia
7
Li, Dong
7
Maheswaran, S.
7
Nielsen, Morten Ørregaard
7
Su, Liangjun
7
Swanson, Norman R.
7
Tsay, Ruey S.
7
Wang, Hansheng
7
Wang, Shouyang
7
Baillie, Richard
6
Bera, Anil K.
6
Camponovo, Lorenzo
6
Georgiev, Iliyan
6
Hafner, Christian M.
6
Harvey, David I.
6
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Journal of econometrics
4
Economics letters
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of empirical finance
3
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Finance research letters
2
International journal of forecasting
2
Econometric reviews
1
Journal of forecasting
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 econometrics journal
1
The review of economic studies
1
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ECONIS (ZBW)
28
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28
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date (oldest first)
1
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:
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
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Reconciled estimates and nowcasts of regional output in the UK
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
National Institute economic review : journal of the …
253
(
2020
)
1
,
pp. R44-R59
Persistent link: https://www.econbiz.de/10012258699
Saved in:
10
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
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