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subject:"Maximum-Likelihood-Schätzung"
subject:"Monte Carlo simulation"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"ARCH-Modell"
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Search: subject_exact:"Estimation theory"
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Maximum-Likelihood-Schätzung
Monte Carlo simulation
ARCH-Modell
Estimation theory
108
Schätztheorie
108
Time series analysis
51
Zeitreihenanalyse
51
Estimation
33
Schätzung
33
ARCH model
17
Volatility
17
Volatilität
17
Regression analysis
15
Regressionsanalyse
15
Cointegration
13
Kointegration
13
Markov chain
11
Markov-Kette
11
Monte-Carlo-Simulation
11
Nichtparametrisches Verfahren
11
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11
Statistical test
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Statistischer Test
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Stochastic process
10
Stochastischer Prozess
10
Bayes-Statistik
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Capital income
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VAR model
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VAR-Modell
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Forecasting model
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Statistical distribution
8
Statistische Verteilung
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cointegration
8
Nichtlineare Regression
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Nonlinear regression
7
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7
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32
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Enders, Walter
2
Abbara, Omar
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Anatolyev, Stanislav
1
Baruník, Jozef
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Blazsek, Szabolcs
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Bu, Ruijun
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Carnero, M. Angeles
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Flachaire, Emmanuel
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Lux, Thomas
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
161
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Economics letters
64
Discussion paper / Tinbergen Institute
55
Econometric reviews
52
Econometric theory
50
Computational economics
35
The econometrics journal
32
Applied economics
26
Economic modelling
26
Applied economics letters
23
Econometrics : open access journal
22
Journal of the American Statistical Association : JASA
22
European journal of operational research : EJOR
21
NBER Working Paper
21
CREATES research paper
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Finance research letters
19
International journal of forecasting
19
Journal of forecasting
19
CEMMAP working papers / Centre for Microdata Methods and Practice
18
Série des documents de travail / Centre de Recherche en Économie et Statistique
18
Insurance / Mathematics & economics
17
Journal of risk and financial management : JRFM
17
Working paper / Department of Econometrics and Business Statistics, Monash University
17
Journal of economic dynamics & control
16
Journal of empirical finance
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Working paper / National Bureau of Economic Research, Inc.
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of risk
15
Journal of time series econometrics
15
Statistics in transition : an international journal of the Polish Statistical Association
15
Discussion paper series / IZA
13
NBER working paper series
13
The North American journal of economics and finance : a journal of financial economics studies
12
Working paper
12
CESifo working papers
11
CORE discussion papers : DP
11
International journal of economics and financial issues : IJEFI
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1
Markov-switching models with unknown error distributions : identification and inference within the Bayesian framework
Hwu, Shih-Tang
;
Kim, Chang-jin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 177-199
Persistent link: https://www.econbiz.de/10014631899
Saved in:
2
Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 201-225
Persistent link: https://www.econbiz.de/10014631913
Saved in:
3
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:
4
Sequential Monte Carlo with model tempering
Mlikota, Marko
;
Schorfheide, Frank
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 249-269
Persistent link: https://www.econbiz.de/10014631921
Saved in:
5
Fast maximum likelihood estimation of parameters for square root and Bessel processes
Fergusson, Kevin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
4
,
pp. 143-170
Persistent link: https://www.econbiz.de/10012657679
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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