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subject:"Deutschland"
type_genre:"Sammelwerk"
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~subject:"Makroökonometrie"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Hochschulschrift"
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Search: subject_exact:"Estimation theory"
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Deutschland
Makroökonometrie
Volatility
Estimation theory
88
Schätztheorie
88
Theorie
36
Theory
36
Estimation
15
Time series analysis
13
Zeitreihenanalyse
13
Schätzung
11
Bayes-Statistik
9
Bayesian inference
9
Dynamic equilibrium
9
Dynamisches Gleichgewicht
9
Rational expectations
9
Rationale Erwartung
9
VAR model
9
VAR-Modell
9
Agent-based modeling
8
Agentenbasierte Modellierung
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Simulation
7
Bayesian estimation
6
CAPM
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Modellierung
5
Scientific modelling
5
State space model
5
Zustandsraummodell
5
ARCH model
4
ARCH-Modell
4
Capital income
4
DSGE model
4
Identification
4
Kapitaleinkommen
4
Learning process
4
Lernprozess
4
Option pricing theory
4
Optionspreistheorie
4
Schock
4
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7
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Sammelwerk
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Aufsatzsammlung
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7
Language
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English
Author
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Galimberti, Jaqueson K.
1
Harvey, Andrew C.
1
Hong, Yongmiao
1
Iskrev, Nikolay
1
Klein, Paul
1
Lütkepohl, Helmut
1
Reimers, Hans-Eggert
1
Rosenow, Bernd
1
Streibel, Mariane
1
Telyukova, Irina A.
1
Ye, Shiqi
1
Zheng, Tingguo
1
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Journal of economic dynamics & control
Journal of econometrics
123
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Economics letters
30
Econometric reviews
23
Economic modelling
21
Journal of empirical finance
20
International journal of forecasting
19
Econometric theory
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Quantitative finance
15
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Finance research letters
12
The econometrics journal
12
Journal of forecasting
11
The North American journal of economics and finance : a journal of financial economics studies
11
Econometrics : open access journal
10
Journal of risk and financial management : JRFM
10
Applied economics
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Applied economics letters
7
Computational economics
7
Journal of mathematical finance
7
Oxford bulletin of economics and statistics
7
The European journal of finance
7
CBN journal of applied statistics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Energy economics
6
International journal of economics and finance
6
International journal of financial engineering
6
Journal of applied econometrics
6
Journal of international money and finance
6
Journal of quantitative economics
6
Journal of the American Statistical Association : JASA
6
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ECONIS (ZBW)
7
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1
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
2
What to expect when you're calibrating : measuring the effect of calibration on the estimation of macroeconomic models
Iskrev, Nikolay
- In:
Journal of economic dynamics & control
99
(
2019
),
pp. 54-81
Persistent link: https://www.econbiz.de/10012130799
Saved in:
3
An approximation of the distribution of learning estimates in macroeconomic models
Galimberti, Jaqueson K.
- In:
Journal of economic dynamics & control
102
(
2019
),
pp. 29-43
Persistent link: https://www.econbiz.de/10012131059
Saved in:
4
Measuring high-frequency income risk from low-frequency data
Klein, Paul
;
Telyukova, Irina A.
- In:
Journal of economic dynamics & control
37
(
2013
)
3
,
pp. 535-542
Persistent link: https://www.econbiz.de/10009710498
Saved in:
5
Determining the optimal dimensionality of multivariate volatility models with tools from random matrix theory
Rosenow, Bernd
- In:
Journal of economic dynamics & control
32
(
2008
)
1
,
pp. 279-302
Persistent link: https://www.econbiz.de/10003622775
Saved in:
6
Estimation of simultaneous equation models with stochastic trend components
Streibel, Mariane
- In:
Journal of economic dynamics & control
17
(
1993
)
1
,
pp. 263-287
Persistent link: https://www.econbiz.de/10001136218
Saved in:
7
Impulse response analysis of cointegrated systems
Lütkepohl, Helmut
- In:
Journal of economic dynamics & control
16
(
1992
)
1
,
pp. 53-78
Persistent link: https://www.econbiz.de/10001115981
Saved in:
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