//--> //--> //--> //-->
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:"Theory"
subject:"USA"
~person:"Bauwens, Luc"
~subject:"Bayes-Statistik"
~subject:"Prognoseverfahren"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theory
USA
Bayes-Statistik
Prognoseverfahren
Estimation theory
41
Schätztheorie
41
Time series analysis
17
Zeitreihenanalyse
17
Theorie
15
ARCH model
10
ARCH-Modell
10
Correlation
10
Korrelation
10
Bayesian inference
9
Analysis of variance
6
Börsenkurs
6
Share price
6
Statistical theory
6
Statistische Methodenlehre
6
Varianzanalyse
6
Estimation
5
Forecasting
5
Forecasting model
5
Hadamard exponential matrix
5
Linear algebra
5
Lineare Algebra
5
Schätzung
5
Volatility
5
Volatilität
5
Autocorrelation
3
Autokorrelation
3
Dynamic conditional correlations
3
Markov chain
3
Markov-Kette
3
Microfoundations
3
Mikrofundierung
3
dynamic covariances and correlations
3
realized covariances
3
Australia
2
Australien
2
Bayesian estimation
2
more ...
less ...
Online availability
All
Free
6
Undetermined
3
Type of publication
All
Book / Working Paper
14
Article
12
Type of publication (narrower categories)
All
Arbeitspapier
11
Article in journal
11
Aufsatz in Zeitschrift
11
Working Paper
11
Graue Literatur
10
Non-commercial literature
10
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
26
Author
All
Bauwens, Luc
Pesaran, M. Hashem
72
Phillips, Peter C. B.
71
Härdle, Wolfgang
69
Swanson, Norman R.
52
Gouriéroux, Christian
50
Baltagi, Badi H.
47
Franses, Philip Hans
46
Andrews, Donald W. K.
45
Newey, Whitney K.
42
Koop, Gary
41
Imbens, Guido
39
Giles, David E. A.
38
McAleer, Michael
38
Diebold, Francis X.
35
Kohn, Robert
34
Heckman, James J.
31
Robert, Christian P.
31
Robinson, Peter M.
30
Horowitz, Joel
29
Marcellino, Massimiliano
29
Schorfheide, Frank
29
Ullah, Aman
29
King, Maxwell L.
28
Bera, Anil K.
27
Li, Qi
27
Lütkepohl, Helmut
27
Brännäs, Kurt
26
Dufour, Jean-Marie
26
Kapetanios, George
26
Ohtani, Kazuhiro
26
White, Halbert
26
Winkelmann, Rainer
26
Zakoïan, Jean-Michel
26
Granger, C. W. J.
25
Hendry, David F.
25
Krämer, Walter
25
Lee, Lung-fei
25
Linton, Oliver
25
Steel, Mark F. J.
25
more ...
less ...
Published in...
All
CORE discussion paper : DP
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Annales d'économie et de statistique
2
Advances in econometrics
1
Bayesian methods applied to time series data
1
CORE discussion papers : DP
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of research methods and applications in empirical macroeconomics
1
International journal of forecasting
1
Journal of econometrics
1
Journal of empirical finance
1
L'hétérogénéité en économétrie : numéro spécial
1
LIDAM discussion paper CORE
1
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
-
2022
Persistent link: https://www.econbiz.de/10013179719
Saved in:
2
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
3
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
4
A Bayesian Method of Change-Point Estimation with Recurrent Regimes : Application to GARCH Models
Bauwens, Luc
-
2017
We present an estimation and forecasting method, based on a differential evolution MCMC method, for inference in GARCH models subjected to an unknown number of structural breaks at unknown dates. We treat break dates as parameters and determine the number of breaks by computing the marginal...
Persistent link: https://www.econbiz.de/10012956780
Saved in:
5
Bayesian Methods
Bauwens, Luc
-
2012
Persistent link: https://www.econbiz.de/10013108925
Saved in:
6
Bayesian methods
Bauwens, Luc
;
Korobilis, Dimitris
-
2011
Persistent link: https://www.econbiz.de/10009504874
Saved in:
7
Modeling the dependence of conditional correlations on market volatility
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
Saved in:
8
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
9
Bayesian methods
Bauwens, Luc
;
Korobilis, Dimitris
- In:
Handbook of research methods and applications in …
,
(pp. 363-380)
.
2013
Persistent link: https://www.econbiz.de/10010206760
Saved in:
10
The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->