//--> //--> //-->
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
type_genre:"Sammelwerk"
~person:"Andersen, Torben"
~person:"Gupta, Rangan"
~subject:"Forecasting model"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
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 theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
USA
Estimation theory
14
Schätztheorie
14
Time series analysis
7
Volatility
7
Volatilität
7
Zeitreihenanalyse
7
Capital income
5
Kapitaleinkommen
5
Estimation
4
Prognoseverfahren
4
Schätzung
4
United States
4
Cointegration
3
Induktive Statistik
3
Regression analysis
3
Regressionsanalyse
3
Statistical inference
3
Statistical test
3
Statistischer Test
3
Börsenkurs
2
Fractional integration
2
Frequency domain inference
2
Kointegration
2
Market microstructure
2
Market microstructure noise
2
Marktmikrostruktur
2
Noise Trading
2
Noise trading
2
Share price
2
Stochastic process
2
Stochastic volatility
2
Stochastischer Prozess
2
Structural break
2
Strukturbruch
2
Theorie
2
Theory
2
VAR model
2
VAR-Modell
2
more ...
less ...
Online availability
All
Undetermined
5
Free
1
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Sammelwerk
Article in journal
Lehrbuch
Aufsatz in Zeitschrift
8
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
8
Author
All
Andersen, Torben
Gupta, Rangan
Kumar, Dilip
10
Baltagi, Badi H.
8
Cai, Zongwu
7
Kapetanios, George
7
Koop, Gary
7
Lahiri, Kajal
7
Swanson, Norman R.
7
Demetrescu, Matei
6
Hendry, David F.
6
Pesaran, M. Hashem
6
Shang, Han Lin
6
Taylor, James W.
6
Baillie, Richard
5
Bauwens, Luc
5
Bera, Anil K.
5
Caporale, Guglielmo Maria
5
Fosten, Jack
5
Franses, Philip Hans
5
Hoffman, Dennis L.
5
Lee, Ji Hyung
5
Maddala, Gangadharrao S.
5
McCracken, Michael W.
5
Phillips, Peter C. B.
5
Pittis, Nikitas
5
Rossi, Barbara
5
Teräsvirta, Timo
5
Tu, Yundong
5
Ullah, Aman
5
Zhang, Xinyu
5
Atkinson, Scott Estes
4
Bekaert, Geert
4
Bollerslev, Tim
4
Bratu, Mihaela
4
Cheung, Yin-Wong
4
Chevillon, Guillaume
4
Clements, Adam
4
Clements, Michael P.
4
Conway, Karen Smith
4
Cornwell, Christopher Mark
4
more ...
less ...
Published in...
All
Journal of econometrics
3
Applied economics letters
1
Computational economics
1
Econometric theory
1
Economics and Business Letters : EBL
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
Testing the white noise hypothesis in high-frequency housing returns of the United States
Tiwari, Aviral Kumar
;
Gupta, Rangan
;
Cuñado …
- In:
Economics and Business Letters : EBL
9
(
2020
)
3
,
pp. 178-188
Persistent link: https://www.econbiz.de/10012420487
Saved in:
3
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
4
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
Saved in:
5
Forecasting with second-order approximations and Markov-switching DSGE models
Ivashchenko, Sergey
;
Çekin, Semih Emre
;
Kotzé, Kevin
; …
- In:
Computational economics
56
(
2020
)
4
,
pp. 747-771
Persistent link: https://www.econbiz.de/10012390465
Saved in:
6
The US real GNP is trend-stationary after all
Omay, Tolga
;
Gupta, Rangan
;
Bonaccolto, Giovanni
- In:
Applied economics letters
24
(
2017
)
7/9
,
pp. 510-514
Persistent link: https://www.econbiz.de/10011712414
Saved in:
7
Reconsidering the welfare cost of inflation in the US : a nonparametric estimation of the nonlinear long-run money-demand equation using projection pursuit regressions
Gupta, Rangan
;
Majumdar, Anandamayee
- In:
Empirical economics : a journal of the Institute for …
46
(
2014
)
4
,
pp. 1221-1240
Persistent link: https://www.econbiz.de/10010357340
Saved in:
8
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->