//--> //--> //-->
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:"United States"
type_genre:"Article in journal"
~accessRights:"restricted"
~person:"Koopman, Siem Jan"
~person:"Miller, Stephen M."
~subject:"Correlation"
~subject:"Multivariate Analyse"
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"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
United States
Correlation
Multivariate Analyse
Estimation
23
Schätzung
23
Time series analysis
16
Zeitreihenanalyse
16
Theorie
9
Theory
9
USA
7
Inflation
5
Forecasting model
4
Prognoseverfahren
4
State space model
4
Zustandsraummodell
4
ARCH model
3
ARCH-Modell
3
Arbeitslosigkeit
3
Börsenkurs
3
Capital income
3
Cointegration
3
EU countries
3
EU-Staaten
3
Großbritannien
3
Kapitaleinkommen
3
Kointegration
3
Share price
3
Structural break
3
Strukturbruch
3
Unemployment
3
United Kingdom
3
Autocorrelation
2
Autokorrelation
2
Bayes-Statistik
2
Bayesian inference
2
Business cycle
2
Economic growth
2
Einheitswurzeltest
2
Factor analysis
2
Faktorenanalyse
2
Financial crisis
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Koopman, Siem Jan
Miller, Stephen M.
Gupta, Rangan
47
Bahmani-Oskooee, Mohsen
15
Wohar, Mark E.
11
Balcilar, Mehmet
10
Salisu, Afees A.
9
Apergēs, Nikolaos
8
Gil-Alaña, Luis A.
8
Hammoudeh, Shawkat
8
Tiwari, Aviral Kumar
8
Yoon, Seong-min
7
Fabozzi, Frank J.
6
Bouri, Elie
5
Chang, Tsangyao
5
Kang, Sang Hoon
5
Lee, Chien-chiang
5
Ma, Jun
5
Marfatia, Hardik A.
5
McMillan, David G.
5
Panagiōtidēs, Theodōros
5
Sheng, Xin
5
Xuan Vinh Vo
5
Antonakakis, Nikolaos
4
Cepni, Oguzhan
4
Chen, Wen-Yi
4
Demirer, Rıza
4
Jawadi, Fredj
4
Ji, Qiang
4
Karamelikli, Huseyin
4
Lee, Hyunchul
4
Mensi, Walid
4
Mohanty, Madhu Sudan
4
Narayan, Seema
4
Nouira, Ridha
4
Papadamou, Stephanos
4
Pierdzioch, Christian
4
Serletis, Apostolos
4
Shahbaz, Muhammad
4
Aboura, Sofiane
3
more ...
less ...
Published in...
All
Journal of econometrics
2
Economics letters
1
Energy economics
1
International review of economics & finance : IREF
1
Journal of economic studies
1
Journal of financial econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of real estate finance and economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating U.S. housing price network connectedness : evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 349-362
Persistent link: https://www.econbiz.de/10014446771
Saved in:
2
Long-memory modeling and forecasting : evidence from the U.S. historical series of inflation
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 289-310
Persistent link: https://www.econbiz.de/10012806531
Saved in:
3
Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
Saved in:
4
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
Saved in:
5
Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
- In:
Economics letters
145
(
2016
),
pp. 83-87
Persistent link: https://www.econbiz.de/10011618230
Saved in:
6
Inflation persistence and structural breaks : the experience of inflation targeting countries and the USA
Canarella, Giorgio
;
Miller, Stephen M.
- In:
Journal of economic studies
43
(
2016
)
6
,
pp. 980-1005
Persistent link: https://www.econbiz.de/10011694421
Saved in:
7
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
8
Time-varying effects of housing and stock returns on U.S. consumption
Simo-Kengne, Beatrice D.
;
Miller, Stephen M.
;
Gupta, Rangan
- In:
The journal of real estate finance and economics
50
(
2015
)
3
,
pp. 339-354
Persistent link: https://www.econbiz.de/10011474541
Saved in:
9
Regime switching model of US crude oil and stock market prices : 1859 to 2013
Balcilar, Mehmet
;
Gupta, Rangan
;
Miller, Stephen M.
- In:
Energy economics
49
(
2015
),
pp. 317-327
Persistent link: https://www.econbiz.de/10011537104
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->