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subject:"Forecasting model"
subject:"United Kingdom"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Bayes-Statistik"
~subject:"Strukturbruch"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Forecasting model
United Kingdom
Bayes-Statistik
Strukturbruch
Volatility
Estimation theory
103
Schätztheorie
103
Time series analysis
50
Zeitreihenanalyse
50
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatilität
17
Regression analysis
14
Regressionsanalyse
14
Cointegration
13
Kointegration
13
Statistical test
11
Statistischer Test
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Capital income
9
Kapitaleinkommen
9
Markov chain
9
Markov-Kette
9
Stochastic process
9
Stochastischer Prozess
9
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Prognoseverfahren
8
cointegration
8
Nichtlineare Regression
7
Nonlinear regression
7
Statistical distribution
7
Statistische Verteilung
7
Structural break
7
VAR model
7
VAR-Modell
7
Börsenkurs
6
Einheitswurzeltest
6
Maximum likelihood estimation
6
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English
32
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Schweikert, Karsten
2
Abbara, Omar
1
Anatolyev, Stanislav
1
Baruník, Jozef
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Bu, Ruijun
1
Chan, Jennifer So Kuen
1
Chan, Joshua
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Daníelsson, Jón
1
Donfack, Morvan Nongni
1
Dufays, Arnaud
1
Eisenstat, Eric
1
Enders, Walter
1
Ericsson, Neil R.
1
Escribano, Álvaro
1
Flachaire, Emmanuel
1
Goutte, Stéphane
1
Hadri, Kaddour
1
Hou, Weijie
1
Jensen, Mark J.
1
Kalyvitēs, Sarantēs
1
Kok Haur Ng
1
Koop, Gary
1
Kraicová, Lucie
1
Kristensen, Johannes Tang
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Kruse, Robinson
1
Lahiri, Kajal
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Lee, Cheng-Feng
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Lee, Junsoo
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Lee, Kyungsub
1
Leon-Gonzalez, Roberto
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Li, Jing
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Licht, Adrian
1
Liu, Wei
1
Lux, Thomas
1
Maynard, Alex S.
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
248
International journal of forecasting
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
110
Journal of forecasting
77
Economics letters
73
Discussion paper / Tinbergen Institute
53
Econometric reviews
53
Working paper / Department of Econometrics and Business Statistics, Monash University
45
Economic modelling
40
Journal of empirical finance
36
Econometric theory
34
The econometrics journal
33
Journal of applied econometrics
29
Journal of the American Statistical Association : JASA
29
Applied economics letters
27
CREATES research paper
27
Econometrics : open access journal
25
Finance research letters
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
NBER working paper series
24
Oxford bulletin of economics and statistics
24
Applied economics
23
Discussion paper
23
Working paper
23
European journal of operational research : EJOR
22
Journal of banking & finance
22
NBER Working Paper
22
Quantitative finance
22
Computational economics
21
Discussion papers / CEPR
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
Journal of financial econometrics
19
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
19
CEMMAP working papers / Centre for Microdata Methods and Practice
18
Insurance / Mathematics & economics
18
Journal of quantitative economics
18
Working paper / National Bureau of Economic Research, Inc.
18
CESifo working papers
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ECONIS (ZBW)
32
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Approximate Bayesian inference for agent-based models in economics : a case study
Lux, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 423-447
Persistent link: https://www.econbiz.de/10014372903
Saved in:
3
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
4
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
5
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
6
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:
7
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
8
Multiple structural breaks in cointegrating regressions : a model selection approach
Schmidt, Alexander
;
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 219-254
Persistent link: https://www.econbiz.de/10013334688
Saved in:
9
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
10
Testing for cointegration with threshold adjustment in the presence of structural breaks
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406026
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