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subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~subject:"Bayes-Statistik"
~subject:"Economic forecast"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Heteroscedasticity"
~subject:"Time varying parameters"
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Zeitreihenanalyse
Bayes-Statistik
Economic forecast
Estimation theory
Estimation
Heteroscedasticity
Time varying parameters
Theorie
1,258
Theory
1,258
Schätzung
219
Time series analysis
215
Volatility
152
Volatilität
152
Schätztheorie
150
Capital income
137
Kapitaleinkommen
137
Forecasting model
132
Prognoseverfahren
132
Portfolio selection
102
Portfolio-Management
102
Börsenkurs
98
Share price
98
Stochastic process
91
Stochastischer Prozess
91
CAPM
83
USA
82
United States
82
Bayesian inference
81
Statistical test
80
Statistischer Test
80
ARCH model
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ARCH-Modell
78
Risk
69
Risiko
68
Geldpolitik
65
Monetary policy
65
Statistical distribution
58
Statistische Verteilung
58
VAR model
57
VAR-Modell
57
Panel
54
Panel study
54
Statistical theory
53
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Undetermined
152
Free
81
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Article
484
Book / Working Paper
81
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Article in journal
481
Aufsatz in Zeitschrift
481
Graue Literatur
77
Non-commercial literature
77
Arbeitspapier
26
Working Paper
26
Collection of articles of several authors
4
Sammelwerk
4
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
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1
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1
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1
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1
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English
565
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Chan, Joshua
14
Taylor, Robert
8
Koop, Gary
7
Phillips, Peter C. B.
7
Spanos, Aris
7
Harvey, David I.
6
Kapetanios, George
6
Leybourne, Stephen James
6
Maasoumi, Esfandiar
6
McAleer, Michael
6
Ullah, Aman
6
Wong, Benjamin
6
An, Sungbae
5
Franses, Philip Hans
5
Haque, Qazi
5
Kilian, Lutz
5
Pagan, Adrian R.
5
Schorfheide, Frank
5
Strachan, Rodney W.
5
Andreou, Elena
4
Bera, Anil K.
4
Castelnuovo, Efrem
4
Kumbhakar, Subal
4
Paccagnini, Alessia
4
Psaradakis, Zacharias G.
4
Baillie, Richard
3
Caggiano, Giovanni
3
Cavaliere, Giuseppe
3
Dagum, Estela Bee
3
Dijk, Herman K. van
3
Eisenstat, Eric
3
Fiebig, Denzil G.
3
Granger, C. W. J.
3
Hendry, David F.
3
Herwartz, Helmut
3
King, Maxwell L.
3
Kollmann, Robert
3
Lee, Tae-hwy
3
Leon-Gonzalez, Roberto
3
Lopes, Hedibert Freitas
3
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HFDF <1, 1995, Zürich>
1
Published in...
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CAMA working paper series
Econometric reviews
Journal of empirical finance
Journal of econometrics
809
Economics letters
801
Working paper / National Bureau of Economic Research, Inc.
690
NBER working paper series
535
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
518
NBER Working Paper
506
Econometric theory
447
Applied economics
432
Discussion paper / Centre for Economic Policy Research
427
International journal of forecasting
414
Discussion paper / Tinbergen Institute
360
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
341
Journal of applied econometrics
332
Discussion paper series / IZA
327
Journal of forecasting
321
Economic modelling
300
CESifo working papers
295
Working paper
277
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
275
The review of economics and statistics
240
Applied economics letters
228
Journal of economic dynamics & control
218
Série des documents de travail / Centre de Recherche en Économie et Statistique
217
Oxford bulletin of economics and statistics
196
Journal of international money and finance
192
Discussion paper
187
Europäische Hochschulschriften / 5
184
Journal of macroeconomics
174
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
160
Journal of quantitative economics : official journal of the Indian Econometric Society
157
IZA Discussion Paper
156
Discussion papers / CEPR
152
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
151
Journal of banking & finance
149
SpringerLink / Bücher
143
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
143
Discussion paper / Center for Economic Research, Tilburg University
142
Working paper series
142
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ECONIS (ZBW)
565
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1
Accounting for individual-specific heterogeneity in intergenerational income mobility
Chang, Yoosoon
;
Durlauf, Steven N.
;
Hu, Bo
;
Park, Joon Y.
-
2024
Persistent link: https://www.econbiz.de/10014520390
Saved in:
2
Trend-cycle decomposition after COVID
Kamber, Güneş
;
Morley, James C.
;
Wong, Benjamin
-
2024
Persistent link: https://www.econbiz.de/10014520421
Saved in:
3
Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment
Choi, Sangyup
;
Furceri, Davide
;
Yoo, Seung Yong
-
2024
Persistent link: https://www.econbiz.de/10014520078
Saved in:
4
Myopic behaviour in macroeconomic models : empirical evidence from the US
Hohberger, Stefan
;
Ifrim, Adrian
;
Pataracchia, Beatrice
-
2024
Persistent link: https://www.econbiz.de/10014519126
Saved in:
5
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
6
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
7
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
8
Recovering stars in macroeconomics
Buncic, Daniel
;
Pagan, Adrian R.
;
Robinson, Tim
-
2023
Persistent link: https://www.econbiz.de/10014432242
Saved in:
9
Financial conditions for the US : aggregate supply or aggregate demand shocks?
Paccagnini, Alessia
;
Parla, Fabio
-
2023
Persistent link: https://www.econbiz.de/10014266805
Saved in:
10
To boost or not to boost? : that is the question
Lu, Ye
;
Pagan, Adrian R.
-
2023
Persistent link: https://www.econbiz.de/10014266807
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