//--> //--> //--> //-->
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:"Regressionsanalyse"
subject:"Ökonometrie"
~person:"Koop, Gary"
~person:"Westerlund, Joakim"
~subject:"Forecasting model"
~subject:"Statistische Verteilung"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliografie"
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:"Estimation theory"
Narrow search
Delete all filters
| 11 applied filters
Year of publication
From:
To:
Subject
All
Regressionsanalyse
Ökonometrie
Forecasting model
Statistische Verteilung
Volatility
Estimation theory
49
Schätztheorie
49
Time series analysis
19
Zeitreihenanalyse
19
Panel
18
Panel study
18
Regression analysis
15
Estimation
12
Schätzung
12
Theorie
10
Theory
10
Bayes-Statistik
9
Bayesian inference
9
Einheitswurzeltest
8
Prognoseverfahren
8
Unit root test
8
Panel data
6
VAR model
5
VAR-Modell
5
CCE estimation
4
Factor analysis
4
Faktorenanalyse
4
Forecasting
4
Induktive Statistik
4
Statistical inference
4
Correlation
3
Interactive effects
3
Korrelation
3
Statistical test
3
Statistischer Test
3
Structural break
3
Strukturbruch
3
1988
2
Börsenkurs
2
Cointegration
2
Common correlated effects
2
Common factor models
2
Common factors
2
more ...
less ...
Online availability
All
Undetermined
11
Free
2
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Aufsatzsammlung
Bibliografie
Aufsatz in Zeitschrift
18
Graue Literatur
13
Non-commercial literature
13
Arbeitspapier
12
Working Paper
12
Book section
1
more ...
less ...
Language
All
English
19
Author
All
Koop, Gary
Westerlund, Joakim
Phillips, Peter C. B.
30
Linton, Oliver
26
Ullah, Aman
21
Su, Liangjun
19
Cai, Zongwu
18
Li, Qi
18
Kumar, Dilip
16
Baltagi, Badi H.
15
Chen, Songnian
14
Maheswaran, S.
14
Parmeter, Christopher F.
14
Tu, Yundong
14
Sun, Yiguo
13
Teräsvirta, Timo
13
Tsionas, Efthymios G.
13
Fan, Jianqing
12
Florens, Jean-Pierre
12
Kapetanios, George
12
Swanson, Norman R.
12
Todorov, Viktor
12
Xiao, Zhijie
12
Gao, Jiti
11
Henderson, Daniel J.
11
Härdle, Wolfgang
11
Li, Jia
11
Racine, Jeffrey
11
White, Halbert
11
Zhang, Xinyu
11
Dufour, Jean-Marie
10
Fomby, Thomas B.
10
Galvão Júnior, Antônio Fialho
10
Hansen, Bruce E.
10
Otsu, Taisuke
10
Park, Joon Y.
10
Peng, Liang
10
Tauchen, George Eugene
10
Wang, Hansheng
10
Chernozhukov, Victor
9
Koopman, Siem Jan
9
more ...
less ...
Published in...
All
Economics letters
4
Journal of econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric reviews
1
International journal of forecasting
1
Journal of international financial markets, institutions & money
1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
Oxford bulletin of economics and statistics
1
State space and unobserved component models : theory and applications
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
3
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:
4
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:
5
On the robustness of the pooled CCE estimator
Juodis, Artūras
;
Karabiyik, Hande
;
Westerlund, Joakim
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 325-348
Persistent link: https://www.econbiz.de/10012618517
Saved in:
6
Forecasting using cross-section average-augmented time series regressions
Karabiyik, Hande
;
Westerlund, Joakim
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 315-333
Persistent link: https://www.econbiz.de/10012595000
Saved in:
7
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:
8
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:
9
Testing additive versus interactive effects in fixed-T panels
Westerlund, Joakim
- In:
Economics letters
174
(
2019
),
pp. 5-8
Persistent link: https://www.econbiz.de/10012120997
Saved in:
10
On CCE estimation of factor-augmented models when regressors are not linear in the factors
Vos, Ignace de
;
Westerlund, Joakim
- In:
Economics letters
178
(
2019
),
pp. 5-7
Persistent link: https://www.econbiz.de/10012121568
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->