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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Recent advances in estimating nonlinear models : with applications in economics and finance"
~subject:"Behavioural finance"
~subject:"Capital income"
~subject:"Schätztheorie"
~type_genre:"Aufsatz im Buch"
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Time series analysis
United States
Behavioural finance
Capital income
Schätztheorie
Estimation
6
Schätzung
6
USA
4
Börsenkurs
2
Capital market returns
2
Forecasting model
2
Kapitalmarktrendite
2
Nichtlineare Regression
2
Nonlinear regression
2
Prognoseverfahren
2
Share price
2
Statistical test
2
Statistischer Test
2
Structural break
2
Strukturbruch
2
1959-2009
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1965-2010
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1978-2008
1
1990-2007
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Arbeitslosigkeit
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Bayes-Statistik
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Bruttoinlandsprodukt
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Business cycle
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Efficient market hypothesis
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Fourier analysis
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Fourier-Analyse
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Gross domestic product
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Kalman filter
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Aufsatz im Buch
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4
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English
4
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Chauvet, Marcelle
1
Ge̜bka, Bartosz
1
Kim, Kihwan
1
Morley, James C.
1
Rabah, Zohra
1
Su, Yanpin
1
Swanson, Norman R.
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Recent advances in estimating nonlinear models : with applications in economics and finance
Applied quantitative finance
7
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
6
Robustness in econometrics
6
Selected topics in applied econometrics
6
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
5
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
5
Handbook of financial time series
5
The interrelationship between financial and energy markets
5
Advances in business cycle research : with application to the French and US economies
4
Agglomeration economics : [includes proceedings of the National Bureau of Economic Research conference, held in 2007]
4
Behavioral finance
4
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
4
Exchange rate economics : where do we stand?
4
Family business
4
Growth and cycle in the Euro-zone
4
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
4
Measuring capital in the new economy
4
Monetary policy and interest rates : proceedings of a conference sponsored by Banca d'Italia, Centro Paolo Baffi and the Innocenzo Gasparini Institute for Economic Research (IGIER)
4
Monetary transmission mechanisms and central bank policy : essays in econometric modelling
4
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
4
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
4
The theory of monetary aggregation
4
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
3
Applied regional growth and innovation models
3
Applying Kernel and nonparametric estimation to economic topics
3
Business cycles in economics : types, challenges and impacts on monetary policies
3
Econometric analysis of financial and economic time series ; part B
3
Econometrics of risk
3
Economic growth issues
3
Education, skills, and technical change : implications for future US GDP growth
3
Energy economics and financial markets
3
Essays in empirical macroeconomics: zooming on financial imbalances
3
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
3
Essays on empirical asset pricing
3
Essays on mutual fund's trading activity
3
European Monetary Union, emerging markets and econometric issues in international finance
3
Financial econometrics and empirical market microstructure
3
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
3
Forecasting volatility in the financial markets
3
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1
Diffusion index model specification and estimation using mixed frequency datasets
Kim, Kihwan
;
Swanson, Norman R.
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 15-31)
.
2014
Persistent link: https://www.econbiz.de/10011406756
Saved in:
2
Testing for a Markov-switching mean in serially correlated data
Morley, James C.
;
Rabah, Zohra
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 85-97)
.
2014
Persistent link: https://www.econbiz.de/10011406761
Saved in:
3
Nonstationarities and Markov switching models
Chauvet, Marcelle
;
Su, Yanpin
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 123-146)
.
2014
Persistent link: https://www.econbiz.de/10011406764
Saved in:
4
The non-linear and linear impact of investor sentiment on stock returns : an empirical analysis of the US market
Ge̜bka, Bartosz
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 281-299)
.
2014
Persistent link: https://www.econbiz.de/10011406777
Saved in:
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