//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Estimation theory"
~isPartOf:"Econometric Institute research papers"
~subject:"Robustes Verfahren"
~subject:"Time series analysis"
~subject:"Zeitreihenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Modellierung"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Robustes Verfahren
Time series analysis
Zeitreihenanalyse
Modellierung
39
Scientific modelling
39
Forecasting model
23
Prognoseverfahren
23
Theorie
19
Theory
19
ARCH model
10
ARCH-Modell
10
Estimation
9
Schätzung
9
Knowledge
8
Wissen
8
Experten
7
Experts
7
Volatility
7
Volatilität
7
Bayes-Statistik
5
Bayesian inference
5
Robust statistics
3
Stochastic process
3
Stochastischer Prozess
3
USA
3
United States
3
Welt
3
World
3
Analysis of variance
2
Commodity derivative
2
Comparison
2
Econometric model
2
Exchange rate risk
2
Rohstoffderivat
2
Simulation
2
Stahlprodukt
2
Steel product
2
VAR model
2
VAR-Modell
2
Varianzanalyse
2
more ...
less ...
Online availability
All
Free
13
Type of publication
All
Book / Working Paper
13
Type of publication (narrower categories)
All
Arbeitspapier
13
Working Paper
13
Graue Literatur
12
Non-commercial literature
12
Language
All
English
13
Author
All
McAleer, Michael
10
Caporin, Massimiliano
6
Asai, Manabu
1
Camehl, Annika
1
Chan, Felix
1
Dijk, Herman K. van
1
Franses, Philip Hans
1
Hoornweg, Victor
1
Kunitomo, Naoto
1
Nishiyama, Yoshihiko
1
Oxley, Les
1
Strachan, Rodney W.
1
Wiphatthanananthakul, Chatayan
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Journal of econometrics
70
Econometric reviews
35
Economics letters
26
Discussion paper / Tinbergen Institute
25
CEMMAP working papers / Centre for Microdata Methods and Practice
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Working paper
18
International journal of forecasting
17
The econometrics journal
17
CREATES research paper
16
Econometric theory
16
Cowles Foundation Discussion Paper
14
Cowles Foundation discussion paper
14
Econometrics : open access journal
14
Journal of forecasting
14
IHS economics series : working paper
12
NBER Working Paper
12
NBER working paper series
12
Discussion papers / Department of Economics, University of Copenhagen
11
Economic modelling
11
Journal of economic dynamics & control
11
Quantitative economics : QE ; journal of the Econometric Society
11
Tinbergen Institute Discussion Paper
9
Working papers / Rutgers University, Department of Economics
9
CAMA working paper series
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of applied econometrics
8
Reihe Ökonomie
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Applied economics
7
Department of Economics discussion paper series / University of Oxford
7
Discussion paper
7
Discussion papers / Helsinki Center of Economic Research : discussion paper
7
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
Working paper / National Bureau of Economic Research, Inc.
7
Working papers
7
Working papers / Penn Institute for Economic Research
7
CESifo working papers
6
Computational economics
6
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
-
2019
Persistent link: https://www.econbiz.de/10012131829
Saved in:
2
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10010507684
Saved in:
3
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009755013
Saved in:
4
Some tools for robustifying econometric analyses
Hoornweg, Victor
;
Franses, Philip Hans
-
2013
Persistent link: https://www.econbiz.de/10010354387
Saved in:
5
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619553
Saved in:
6
Ranking multivariate GARCH models by problem dimension: an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619365
Saved in:
7
Moment restriction-based econometric methods : an overview
Kunitomo, Naoto
;
McAleer, Michael
;
Nishiyama, Yoshihiko
-
2010
Persistent link: https://www.econbiz.de/10008666915
Saved in:
8
Do we really need both BEKK and DCC? : a tale of two multivariate GARCH models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987333
Saved in:
9
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987665
Saved in:
10
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987667
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->