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subject:"Prognoseverfahren"
type_genre:"Article in journal"
~person:"Harvey, David I."
~person:"Teräsvirta, Timo"
~subject:"Nonlinear regression"
~type_genre:"Bibliography included"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Nonlinear regression
Estimation theory
34
Schätztheorie
34
Time series analysis
25
Zeitreihenanalyse
25
ARCH model
9
ARCH-Modell
9
Forecasting model
9
Volatility
9
Volatilität
9
Statistical test
7
Statistischer Test
7
Structural break
7
Strukturbruch
7
Einheitswurzeltest
6
Theorie
6
Theory
6
Unit root test
6
Estimation
5
Nichtlineare Regression
5
Schätzung
5
Autocorrelation
4
Autokorrelation
4
Correlation
4
Korrelation
4
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
Modellierung
3
Multivariate Analyse
3
Multivariate analysis
3
Neural networks
3
Neuronale Netze
3
Scientific modelling
3
Share price
3
Autometrics
2
Conditional heteroskedasticity
2
Confidence sets
2
Constant conditional correlation
2
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Undetermined
6
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Article
12
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Article in journal
Bibliography included
Aufsatz in Zeitschrift
12
Arbeitspapier
8
Working Paper
8
Graue Literatur
7
Non-commercial literature
7
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1
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English
12
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Harvey, David I.
Teräsvirta, Timo
Kumar, Dilip
10
Cai, Zongwu
9
Tu, Yundong
8
Koop, Gary
7
Phillips, Peter C. B.
7
Swanson, Norman R.
7
Baltagi, Badi H.
6
Demetrescu, Matei
6
Kapetanios, George
6
Lahiri, Kajal
6
Rossi, Barbara
6
Shang, Han Lin
6
Taylor, James W.
6
Bauwens, Luc
5
Fosten, Jack
5
Gao, Jiti
5
Koopman, Siem Jan
5
Lee, Ji Hyung
5
McCracken, Michael W.
5
Sbrana, Giacomo
5
Ullah, Aman
5
Wang, Qiying
5
Zhang, Xinyu
5
Andersen, Torben
4
Baillie, Richard
4
Bratu, Mihaela
4
Chen, Xiaohong
4
Chevillon, Guillaume
4
Clements, Adam
4
Clements, Michael P.
4
Corradi, Valentina
4
Hansen, Bruce E.
4
Hendry, David F.
4
Kim, Donggyu
4
Nolte, Ingmar
4
Pesaran, M. Hashem
4
Sekhposyan, Tatevik
4
Shi, Yanlin
4
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International journal of forecasting
4
Econometric reviews
3
Journal of econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of forecasting
1
Oxford bulletin of economics and statistics
1
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ECONIS (ZBW)
12
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1
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
2
Global hemispheric temperatures and co-shifting : a vector shifting-mean autoregressive analysis
Holt, Matthew T.
;
Teräsvirta, Timo
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 198-215
Persistent link: https://www.econbiz.de/10012438318
Saved in:
3
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:
4
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:
5
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
Saved in:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Forecast encompassing and parameter estimation
Harvey, David I.
;
Newbold, Paul
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
suppl
,
pp. 815-835
Persistent link: https://www.econbiz.de/10003229053
Saved in:
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