//--> //--> //--> //-->
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"
~person:"Franses, Philip Hans"
~person:"Nonejad, Nima"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
United States
Prognoseverfahren
Time series analysis
Estimation
39
Schätzung
39
Forecasting model
21
Theorie
15
Theory
15
Zeitreihenanalyse
15
Oil price
14
Volatility
14
Volatilität
14
Ölpreis
14
ARCH model
11
ARCH-Modell
11
Welt
11
World
11
Capital income
10
Kapitaleinkommen
10
Risikoprämie
6
Risk premium
6
USA
6
Crude oil price
5
Estimation theory
4
Exchange rate
4
National income
4
Nationaleinkommen
4
Nonlinearity
4
Realized volatility
4
Schätztheorie
4
Wechselkurs
4
Börsenkurs
3
CAPM
3
Economic growth
3
Equity premium
3
Forecast
3
Großbritannien
3
Modellierung
3
Netherlands
3
Niederlande
3
more ...
less ...
Online availability
All
Undetermined
18
Free
1
Type of publication
All
Article
29
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
29
Arbeitspapier
18
Working Paper
18
Graue Literatur
17
Non-commercial literature
17
Language
All
English
29
Author
All
Franses, Philip Hans
Nonejad, Nima
Gupta, Rangan
111
Gil-Alaña, Luis A.
93
Caporale, Guglielmo Maria
52
Bahmani-Oskooee, Mohsen
43
Wohar, Mark E.
35
Chang, Tsangyao
31
Ma, Feng
31
Tiwari, Aviral Kumar
31
McMillan, David G.
29
Moosa, Imad A.
29
Pierdzioch, Christian
29
Balcilar, Mehmet
26
Zaremba, Adam
26
Narayan, Paresh Kumar
25
Bollerslev, Tim
23
Wang, Yudong
22
McAleer, Michael
21
Salisu, Afees A.
21
Zhang, Yaojie
21
Koopman, Siem Jan
18
Todorov, Viktor
17
Apergēs, Nikolaos
16
Marcellino, Massimiliano
16
Miller, Stephen M.
16
Österholm, Pär
16
Hsing, Yu
15
Payne, James E.
15
Serletis, Apostolos
15
Bali, Turan G.
14
Heckman, James J.
14
Jawadi, Fredj
14
Koop, Gary
14
Sarno, Lucio
14
Swanson, Norman R.
14
Westerlund, Joakim
14
Andersen, Torben
13
Chan, Joshua
13
Kumar, Dilip
13
Pesaran, M. Hashem
13
more ...
less ...
Published in...
All
Energy economics
3
International review of financial analysis
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The North American journal of economics and finance : a journal of financial economics studies
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International journal of forecasting
2
Applied economics
1
Computational economics
1
Econometric reviews
1
Economic modelling
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
Journal of forecasting
1
Oxford bulletin of economics and statistics
1
Quantitative finance
1
Review of development economics : an essential resource for any development economist
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Autoregressive conditional durations : an application to the Surinamese dollar versus the US dollar exchange rate
Ooft, Gavin
;
Franses, Philip Hans
;
Bhaghoe, Sailesh
- In:
Review of development economics : an essential resource …
27
(
2023
)
4
,
pp. 2618-2637
Persistent link: https://www.econbiz.de/10014427710
Saved in:
2
Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimensi...
Nonejad, Nima
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014483453
Saved in:
3
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
4
Equity premium prediction using the price of crude oil : uncovering the nonlinear predictive impact
Nonejad, Nima
- In:
Energy economics
115
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013541756
Saved in:
5
Crude oil price point forecasts of the Norwegian GDP growth rate
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
5
,
pp. 2913-2930
Persistent link: https://www.econbiz.de/10012664660
Saved in:
6
Predicting equity premium using dynamic model averaging : does the state-space representation matter?
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012822226
Saved in:
7
Predicting equity premium using news-based economic policy uncertainty : not all uncertainty changes are equally important
Nonejad, Nima
- In:
International review of financial analysis
77
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012805880
Saved in:
8
Bayesian model averaging and the conditional volatility process : an application to predicting aggregate equity returns by conditioning on economic variables
Nonejad, Nima
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1387-1411
Persistent link: https://www.econbiz.de/10012608655
Saved in:
9
Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 973-1009
Persistent link: https://www.econbiz.de/10012616915
Saved in:
10
Predicting equity premium by conditioning on macroeconomic variables : a prediction selection strategy using the price of crude oil
Nonejad, Nima
- In:
Finance research letters
41
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013335945
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->