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subject:"Zeitreihenanalyse"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Nichtparametrisches Verfahren"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Nichtparametrisches Verfahren
Volatilität
Estimation theory
108
Schätztheorie
108
Time series analysis
51
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatility
17
Regression analysis
15
Regressionsanalyse
15
Cointegration
13
Kointegration
13
Markov chain
11
Markov-Kette
11
Monte Carlo simulation
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Monte-Carlo-Simulation
11
Nonparametric statistics
11
Statistical test
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Statistischer Test
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Stochastic process
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Stochastischer Prozess
10
Bayes-Statistik
9
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Kapitaleinkommen
9
VAR model
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VAR-Modell
9
Forecasting model
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Prognoseverfahren
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Statistical distribution
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Statistische Verteilung
8
cointegration
8
Nichtlineare Regression
7
Nonlinear regression
7
Structural break
7
Strukturbruch
7
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6
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63
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63
Aufsatz in Zeitschrift
63
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English
64
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Dagum, Estela Bee
2
Iglesias, Emma M.
2
Li, Jing
2
Teräsvirta, Timo
2
Abbara, Omar
1
Anatolyev, Stanislav
1
Baillie, Richard
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Bu, Ruijun
1
Carnero, M. Angeles
1
Celani, Alessandro
1
Chan, Jennifer So Kuen
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Croux, Christophe
1
Cuestas, Juan Carlos
1
Daníelsson, Jón
1
De Angelis, Luca
1
Donfack, Morvan Nongni
1
Dufays, Arnaud
1
Dungey, Mardi H.
1
Enders, Walter
1
Ericsson, Neil R.
1
Escribano, Álvaro
1
Feld, Martin H.-J. M.
1
Fernández, Viviana
1
Flachaire, Emmanuel
1
Gil-Alaña, Luis A.
1
Gong, Jinguo
1
Goutte, Stéphane
1
Hadri, Kaddour
1
Harvey, David I.
1
Haurin, Donald R.
1
Hecq, Alain W. J.
1
Hou, Weijie
1
Hungnes, Håvard
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
635
Econometric theory
263
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
256
Economics letters
227
Econometric reviews
170
CEMMAP working papers / Centre for Microdata Methods and Practice
133
Discussion paper / Tinbergen Institute
128
Journal of the American Statistical Association : JASA
102
The econometrics journal
100
Working paper / Department of Econometrics and Business Statistics, Monash University
95
International journal of forecasting
80
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
78
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
76
CREATES research paper
74
Cowles Foundation discussion paper
72
Econometrics : open access journal
67
Applied economics letters
66
Journal of forecasting
62
NBER Working Paper
61
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
Discussion papers of interdisciplinary research project 373
58
Economic modelling
54
SFB 649 discussion paper
53
Série des documents de travail / Centre de Recherche en Économie et Statistique
51
Journal of applied econometrics
50
Quantitative economics : QE ; journal of the Econometric Society
49
Applied economics
48
NBER working paper series
48
Computational economics
46
Cowles Foundation Discussion Paper
45
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
42
Journal of time series econometrics
42
Journal of empirical finance
41
Discussion paper / Center for Economic Research, Tilburg University
40
Discussion paper series / IZA
40
Working paper
39
Econometrics papers
36
European journal of operational research : EJOR
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
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ECONIS (ZBW)
64
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1
Markov-switching models with unknown error distributions : identification and inference within the Bayesian framework
Hwu, Shih-Tang
;
Kim, Chang-jin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 177-199
Persistent link: https://www.econbiz.de/10014631899
Saved in:
2
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
3
Matrix autoregressive models : generalization and Bayesian estimation
Celani, Alessandro
;
Pagnottoni, Paolo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 227-248
Persistent link: https://www.econbiz.de/10014631918
Saved in:
4
Selecting between causal and noncausal models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
Saved in:
5
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
6
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
7
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
8
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
9
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
10
On the performance of information criteria for model identification of count time series
Weiß, Christian H.
;
Feld, Martin H.-J. M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012198497
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