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subject:"Zeitreihenanalyse"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of time series econometrics"
~isPartOf:"SFB 649 discussion paper"
~isPartOf:"Working paper series"
~subject:"Kapitaleinkommen"
~subject:"VAR model"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kapitaleinkommen
VAR model
Estimation theory
419
Schätztheorie
419
Time series analysis
153
Forecasting model
127
Prognoseverfahren
127
Theorie
108
Theory
108
Estimation
58
Schätzung
58
Nichtparametrisches Verfahren
57
Nonparametric statistics
57
Regression analysis
56
Regressionsanalyse
54
ARCH model
31
ARCH-Modell
31
Statistical test
28
Statistischer Test
28
Volatility
28
Volatilität
28
Bayes-Statistik
26
Bayesian inference
26
VAR-Modell
24
Bootstrap approach
19
Bootstrap-Verfahren
19
Cointegration
19
Kointegration
19
Statistical distribution
19
Statistische Verteilung
19
Stochastic process
19
Stochastischer Prozess
19
Correlation
18
Korrelation
18
Forecast
16
Forecasting
15
Capital income
13
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13
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13
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47
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Article
108
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57
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109
Aufsatz in Zeitschrift
109
Arbeitspapier
55
Working Paper
55
Graue Literatur
53
Non-commercial literature
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1
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English
165
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Kohn, Robert
7
Lütkepohl, Helmut
6
Bibinger, Markus
5
Canepa, Alessandra
5
Härdle, Wolfgang
5
Hyndman, Rob J.
4
Reiß, Markus
4
Staszewska-Bystrova, Anna
4
Winker, Peter
4
Carter, Chris K.
3
Jentsch, Carsten
3
Panagiotelis, Anastasios
3
Spokojnyj, Vladimir G.
3
Arvanitis, Stelios
2
Asai, Manabu
2
Athanasopoulos, George
2
Breunig, Christoph
2
Brüggemann, Ralf
2
Chen, Haiqiang
2
Clements, Adam
2
Cubadda, Gianluca
2
Curry, David J.
2
Deo, Rohit S.
2
Espasa Terrades, Antoni
2
Harvey, Andrew C.
2
Hendry, David F.
2
Kappus, Johanna
2
Kock, Anders Bredahl
2
Kurozumi, Eiji
2
Leucht, Anne
2
Lucas, André
2
McElroy, Tucker
2
Milunovich, George
2
Okhrin, Ostap
2
Okhrin, Yarema
2
Oryshchenko, Vitaliy
2
Peiris, Shelton
2
Politis, Dimitris N.
2
Ruiz, Esther
2
Shang, Han Lin
2
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International journal of forecasting
Journal of time series econometrics
SFB 649 discussion paper
Working paper series
Journal of econometrics
354
Econometric theory
166
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
164
Economics letters
152
Discussion paper / Tinbergen Institute
101
Econometric reviews
95
Working paper / Department of Econometrics and Business Statistics, Monash University
68
CREATES research paper
64
Journal of forecasting
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Applied economics letters
55
Econometrics : open access journal
52
NBER Working Paper
45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
Cowles Foundation discussion paper
43
Economic modelling
41
The econometrics journal
41
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Applied economics
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Journal of empirical finance
37
Journal of the American Statistical Association : JASA
36
Computational economics
34
Journal of applied econometrics
34
NBER working paper series
33
Working paper
33
EUI working paper / ECO
30
Série des documents de travail / Centre de Recherche en Économie et Statistique
29
Oxford bulletin of economics and statistics
28
Working paper / National Bureau of Economic Research, Inc.
26
Discussion paper / Department of Economics, University of California San Diego
25
Finance research letters
25
CESifo working papers
24
Discussion paper / Centre for Economic Forecasting
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Technical working paper / National Bureau of Economic Research
24
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ECONIS (ZBW)
165
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1
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
2
Bayesian local projections
Ferreira, Leonardo Nogueira
;
Miranda-Agrippino, Silvia
; …
-
2023
Persistent link: https://www.econbiz.de/10013557119
Saved in:
3
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
4
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
5
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
6
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
7
Optimal hierarchical EWMA forecasting
Sbrana, Giacomo
;
Pelagatti, Matteo
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 616-625
Persistent link: https://www.econbiz.de/10014547189
Saved in:
8
Predicting stock return and volatility with machine learning and econometric models: a comparative case study of the Baltic stock market
Nõu, Anders
;
Lapitskaya, Darya
;
Eratalay, M. Hakan
; …
-
2021
Persistent link: https://www.econbiz.de/10012694117
Saved in:
9
Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012543884
Saved in:
10
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
-
2021
Persistent link: https://www.econbiz.de/10013167436
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