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subject:"Deutschland"
subject:"Forecasting model"
~person:"Bauwens, Luc"
~person:"Koop, Gary"
~person:"Rahbek, Anders"
~person:"Tsay, Ruey S."
~subject:"ARCH model"
~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
Bootstrap-Verfahren
Estimation theory
58
Schätztheorie
58
Time series analysis
27
Zeitreihenanalyse
27
Theorie
20
Theory
20
ARCH-Modell
16
Bayes-Statistik
12
Bayesian inference
12
Estimation
12
Prognoseverfahren
12
Schätzung
12
VAR model
8
VAR-Modell
8
Correlation
7
Korrelation
7
Volatility
7
Volatilität
7
Cointegration
6
Kointegration
6
Börsenkurs
5
Forecasting
5
Nichtlineare Regression
5
Nonlinear regression
5
Share price
5
Autocorrelation
4
Autokorrelation
4
Induktive Statistik
4
Multivariate Analyse
4
Multivariate analysis
4
Regression analysis
4
Regressionsanalyse
4
Statistical inference
4
Analysis of variance
3
Asymptotic theory
3
Bootstrap approach
3
Markov chain
3
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Undetermined
15
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Article
28
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Aufsatz in Zeitschrift
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28
Graue Literatur
25
Non-commercial literature
25
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24
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24
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English
28
Author
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Bauwens, Luc
Koop, Gary
Rahbek, Anders
Tsay, Ruey S.
Francq, Christian
18
Lütkepohl, Helmut
14
Zakoïan, Jean-Michel
14
Teräsvirta, Timo
13
Kumar, Dilip
12
Linton, Oliver
9
Cavaliere, Giuseppe
8
MacKinnon, James G.
8
Peng, Liang
8
Taylor, Robert
8
Andrews, Donald W. K.
7
Cai, Zongwu
7
Demetrescu, Matei
7
Gonçalves, Sílvia
7
Ling, Shiqing
7
Maheswaran, S.
7
Nielsen, Morten Ørregaard
7
Swanson, Norman R.
7
Ardia, David
6
Baltagi, Badi H.
6
Camponovo, Lorenzo
6
Kapetanios, George
6
Kim, Donggyu
6
Lahiri, Kajal
6
Lee, Ji Hyung
6
Luger, Richard
6
Paolella, Marc S.
6
Shang, Han Lin
6
Taylor, James W.
6
Tu, Yundong
6
Wang, Shouyang
6
Webb, Matthew
6
Zhu, Ke
6
Baillie, Richard
5
Chan, Ngai Hang
5
Chen, Xiaohong
5
Davidson, Russell
5
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of econometrics
4
International journal of forecasting
3
Econometric reviews
2
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
Economics letters
2
Journal of empirical finance
2
Econometrics : open access journal
1
Journal of forecasting
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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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
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:
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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