//--> //--> //-->
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"
~person:"Andrews, Donald W. K."
~person:"Degiannakis, Stavros"
~subject:"Stochastic process"
~subject:"Theory"
~type_genre:"Article in journal"
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:"Specification error"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
United States
Stochastic process
Theory
Modellierung
9
Scientific modelling
9
Theorie
6
Method of moments
5
Momentenmethode
5
ARCH model
3
ARCH-Modell
3
Estimation theory
3
Forecasting model
3
Induktive Statistik
3
Prognoseverfahren
3
Schätztheorie
3
Statistical inference
3
Statistical test
3
Statistischer Test
3
Volatility
2
Volatilität
2
1993-2000
1
Asymptotics
1
Averaging forecasts
1
Capital income
1
Combining forecasts
1
Confidence set
1
Diagnostics
1
Estimation
1
Forecast
1
Heterogeneous autoregressive
1
Identification
1
Inference
1
Intra-day data
1
Kapitaleinkommen
1
Long memory
1
Misspecification
1
Model confidence set
1
Moment inequalities
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option pricing theory
1
Optionspreistheorie
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
7
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
7
Author
All
Andrews, Donald W. K.
Degiannakis, Stavros
Sargent, Thomas J.
11
Spanos, Aris
11
Hansen, Lars Peter
10
Hendry, David F.
7
Medeiros, Marcelo C.
6
Phillips, Peter C. B.
6
Robotti, Cesare
6
Franses, Philip Hans
5
Zhang, Xinyu
5
Andreou, Elena
4
Castle, Jennifer
4
Doornik, Jurgen A.
4
Henry, Marc
4
McAleer, Michael
4
Swanson, Norman R.
4
Tetlow, Robert
4
Tsai, Cary Chi-Liang
4
Anselin, Luc
3
Asai, Manabu
3
Baumeister, Christiane
3
Buncic, Daniel
3
Catania, Leopoldo
3
Fabozzi, Frank J.
3
Geweke, John
3
Gospodinov, Nikolaj
3
Greenaway-McGrevy, Ryan
3
Hamilton, James D.
3
Herwartz, Helmut
3
Jacobs, Michael <Jr.>
3
Jarrow, Robert A.
3
Kaeck, Andreas
3
Kan, Raymond
3
Kitamura, Yuichi
3
Koop, Gary
3
Korobilis, Dimitris
3
Kunst, Robert M.
3
Lee, Tae-hwy
3
Ma, Yizhong
3
more ...
less ...
Published in...
All
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Applied financial economics
1
Global finance journal
1
Journal of econometrics
1
The Manchester School
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multiple days ahead realized volatility forecasting : single, combined and average forecasts
Degiannakis, Stavros
- In:
Global finance journal
36
(
2018
),
pp. 41-61
Persistent link: https://www.econbiz.de/10012125013
Saved in:
2
A Monte Carlo simulation approach to forecasting multi-period value-at-risk and expected shortfall using the FIGARCH-SKT specification
Degiannakis, Stavros
;
Dent, Pamela
;
Floros, Christos
- In:
The Manchester School
82
(
2014
)
1
,
pp. 71-102
Persistent link: https://www.econbiz.de/10010419583
Saved in:
3
Inference for parameters defined by moment inequalities : a recommended moment selection procedure
Andrews, Donald W. K.
;
Barwick, Panle Jia
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
6
,
pp. 2805-2826
Persistent link: https://www.econbiz.de/10009689444
Saved in:
4
Inference for parameters defined by moment inequalities using generalized moment selection
Andrews, Donald W. K.
;
Soares, Gustavo
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
1
,
pp. 119-157
Persistent link: https://www.econbiz.de/10003989158
Saved in:
5
Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models
Degiannakis, Stavros
;
Xekalaki, Evdokia
- In:
Applied financial economics
17
(
2007
)
1/3
,
pp. 149-171
Persistent link: https://www.econbiz.de/10003427036
Saved in:
6
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
Andrews, Donald W. K.
;
Lu, Biao
- In:
Journal of econometrics
101
(
2001
)
1
,
pp. 123-164
Persistent link: https://www.econbiz.de/10001545258
Saved in:
7
Consistent moment selection procedures for generalized method of moments estimation
Andrews, Donald W. K.
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
3
,
pp. 543-564
Persistent link: https://www.econbiz.de/10001378219
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->