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subject:"Deutschland"
subject:"Forecasting model"
~person:"Bauwens, Luc"
~person:"Koop, Gary"
~person:"Rahbek, Anders"
~subject:"ARCH model"
~subject:"Bootstrap-Verfahren"
~subject:"Schätzung"
~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
Schätzung
Estimation theory
49
Schätztheorie
49
Time series analysis
21
Zeitreihenanalyse
21
Theorie
20
Theory
20
ARCH-Modell
13
Estimation
11
Bayes-Statistik
9
Bayesian inference
9
Prognoseverfahren
9
VAR model
8
VAR-Modell
8
Cointegration
6
Kointegration
6
Volatility
6
Volatilität
6
Börsenkurs
5
Correlation
5
Forecasting
5
Korrelation
5
Nichtlineare Regression
5
Nonlinear regression
5
Share price
5
Autocorrelation
4
Autokorrelation
4
Induktive Statistik
4
Multivariate Analyse
4
Multivariate analysis
4
Statistical inference
4
Analysis of variance
3
Asymptotic theory
3
Bootstrap approach
3
Regression analysis
3
Regressionsanalyse
3
Statistical theory
3
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29
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Aufsatz in Zeitschrift
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29
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28
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28
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28
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28
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English
29
Author
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Bauwens, Luc
Koop, Gary
Rahbek, Anders
Francq, Christian
18
Linton, Oliver
18
Su, Liangjun
16
Kumbhakar, Subal
15
Lütkepohl, Helmut
15
Zakoïan, Jean-Michel
14
Cai, Zongwu
13
Gao, Jiti
13
Kumar, Dilip
13
Tauchen, George Eugene
13
Teräsvirta, Timo
13
Baltagi, Badi H.
12
Phillips, Peter C. B.
12
Kapetanios, George
11
Li, Jia
10
Li, Qi
10
Todorov, Viktor
10
Tsionas, Efthymios G.
10
Demetrescu, Matei
9
Hsiao, Cheng
9
Lesage, James P.
9
MacKinnon, James G.
9
Maheswaran, S.
9
Taylor, Robert
9
Wang, Shouyang
9
White, Halbert
9
Baillie, Richard
8
Bollerslev, Tim
8
Cavaliere, Giuseppe
8
Hsu, Yu-Chin
8
Lee, Lung-fei
8
Nielsen, Morten Ørregaard
8
Parmeter, Christopher F.
8
Peng, Liang
8
Pesaran, M. Hashem
8
Ramírez, Miguel D.
8
Westerlund, Joakim
8
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of econometrics
5
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
International journal of forecasting
2
Journal of applied econometrics
2
Journal of empirical finance
2
The econometrics journal
2
Annales d'économie et de statistique
1
Econometric reviews
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 review of economic studies
1
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ECONIS (ZBW)
29
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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
Choosing between identification schemes in noisy-news models
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
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
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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