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subject:"Deutschland"
subject:"Forecasting model"
~person:"Bauwens, Luc"
~person:"Chan, Ngai Hang"
~person:"Koop, Gary"
~person:"Lahiri, Kajal"
~person:"Rahbek, Anders"
~subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Subject
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Deutschland
Forecasting model
ARCH model
Estimation theory
80
Schätztheorie
80
Time series analysis
31
Zeitreihenanalyse
31
Theorie
29
Theory
29
Prognoseverfahren
17
ARCH-Modell
16
Estimation
14
Schätzung
14
Bayes-Statistik
10
Bayesian inference
10
VAR model
9
VAR-Modell
9
Autocorrelation
8
Autokorrelation
8
Cointegration
8
Kointegration
8
Nichtlineare Regression
7
Nonlinear regression
7
Regression analysis
7
Regressionsanalyse
7
Börsenkurs
6
Correlation
6
Korrelation
6
Share price
6
Volatility
6
Volatilität
6
Forecasting
5
Statistical test
5
Statistischer Test
5
USA
5
United States
5
Analysis of variance
4
Bootstrap approach
4
Bootstrap-Verfahren
4
Induktive Statistik
4
Multivariate Analyse
4
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All
Undetermined
17
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Article
29
Book / Working Paper
1
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Aufsatz in Zeitschrift
Article in journal
30
Graue Literatur
24
Non-commercial literature
24
Arbeitspapier
23
Working Paper
23
Collection of articles of several authors
1
Festschrift
1
Sammelwerk
1
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Language
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English
30
Author
All
Bauwens, Luc
Chan, Ngai Hang
Koop, Gary
Lahiri, Kajal
Rahbek, Anders
Francq, Christian
18
Zakoïan, Jean-Michel
14
Teräsvirta, Timo
13
Kumar, Dilip
12
Lütkepohl, Helmut
11
Cai, Zongwu
7
Ling, Shiqing
7
Linton, Oliver
7
Swanson, Norman R.
7
Tsay, Ruey S.
7
Ardia, David
6
Baltagi, Badi H.
6
Demetrescu, Matei
6
Kapetanios, George
6
Kim, Donggyu
6
Maheswaran, S.
6
Paolella, Marc S.
6
Peng, Liang
6
Shang, Han Lin
6
Taylor, James W.
6
Baillie, Richard
5
Fosten, Jack
5
Hafner, Christian M.
5
Horváth, Lajos
5
Krämer, Walter
5
Lechner, Michael
5
Lee, Ji Hyung
5
Li, Guodong
5
Luger, Richard
5
McAleer, Michael
5
McCracken, Michael W.
5
Rossi, Barbara
5
Shi, Yanlin
5
Sucarrat, Genaro
5
Tu, Yundong
5
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Published in...
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Journal of econometrics
5
Econometric theory
4
International journal of forecasting
4
Economics letters
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of empirical finance
2
Journal of forecasting
2
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
The review of economic studies
1
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ECONIS (ZBW)
30
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1
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10
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30
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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
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 445-468
Persistent link: https://www.econbiz.de/10014340010
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
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
8
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:
9
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:
10
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
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