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subject:"Prognoseverfahren"
type_genre:"Article in journal"
~person:"Harvey, David I."
~person:"Koop, Gary"
~person:"Teräsvirta, Timo"
~type_genre:"Bibliography included"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Estimation theory
54
Schätztheorie
54
Time series analysis
35
Zeitreihenanalyse
35
Theorie
15
Theory
15
Forecasting model
14
Estimation
11
Schätzung
11
Volatility
11
Volatilität
11
ARCH model
9
ARCH-Modell
9
Bayes-Statistik
8
Bayesian inference
8
Structural break
8
Strukturbruch
8
Nichtlineare Regression
7
Nonlinear regression
7
Statistical test
7
Statistischer Test
7
Einheitswurzeltest
6
Unit root test
6
VAR model
6
VAR-Modell
6
Autocorrelation
4
Autokorrelation
4
Börsenkurs
4
Correlation
4
Forecasting
4
Korrelation
4
Modellierung
4
Multivariate Analyse
4
Multivariate analysis
4
Regression analysis
4
Regressionsanalyse
4
Scientific modelling
4
Share price
4
Capital income
3
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Undetermined
7
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Article
14
Type of publication (narrower categories)
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Article in journal
Bibliography included
Aufsatz in Zeitschrift
14
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Language
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English
14
Author
All
Harvey, David I.
Koop, Gary
Teräsvirta, Timo
Kumar, Dilip
10
Cai, Zongwu
7
Swanson, Norman R.
7
Baltagi, Badi H.
6
Demetrescu, Matei
6
Kapetanios, George
6
Lahiri, Kajal
6
Shang, Han Lin
6
Taylor, James W.
6
Fosten, Jack
5
Lee, Ji Hyung
5
McCracken, Michael W.
5
Rossi, Barbara
5
Sbrana, Giacomo
5
Tu, Yundong
5
Ullah, Aman
5
Zhang, Xinyu
5
Baillie, Richard
4
Bauwens, Luc
4
Bratu, Mihaela
4
Chevillon, Guillaume
4
Clements, Adam
4
Clements, Michael P.
4
Corradi, Valentina
4
Hendry, David F.
4
Kim, Donggyu
4
Koopman, Siem Jan
4
Nolte, Ingmar
4
Phillips, Peter C. B.
4
Sekhposyan, Tatevik
4
Shi, Yanlin
4
Taylor, Robert
4
Tsay, Ruey S.
4
Andersen, Torben
3
Anderson, Richard G.
3
Ardia, David
3
Athanasopoulos, George
3
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International journal of forecasting
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric reviews
1
Economics letters
1
Journal of econometrics
1
Journal of forecasting
1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
Oxford bulletin of economics and statistics
1
The review of economic studies
1
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ECONIS (ZBW)
14
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14
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1
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:
2
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:
3
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
Saved in:
4
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
5
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
6
Forecast evaluation tests and negative long-run variance estimates in small samples
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 833-847
Persistent link: https://www.econbiz.de/10011746914
Saved in:
7
Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Kock, Anders Bredahl
;
Teräsvirta, Timo
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1753-1779
Persistent link: https://www.econbiz.de/10011592391
Saved in:
8
Discussion of the paper "Forecasting performance of three automated modeling techniques during the economic crisis 2007 - 2009" by A. Kock and T. Teräsvirta
Dubois, Eric
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 632-634
Persistent link: https://www.econbiz.de/10010514784
Saved in:
9
Forecasting performances of three automated modelling techniques during the economic crisis : 2007 - 2009
Kock, Anders Bredahl
;
Teräsvirta, Timo
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 616-631
Persistent link: https://www.econbiz.de/10010514786
Saved in:
10
Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10010380478
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