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~isPartOf:"CFS working paper series"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of forecasting"
~subject:"Estimation"
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Search: subject:"Multivariate"
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Estimation
Theorie
33
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33
Time series analysis
26
Zeitreihenanalyse
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Multivariate Verteilung
21
Multivariate analysis
21
Multivariate distribution
21
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20
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19
Schätztheorie
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Amir Ahmadi, Pooyan
1
Ascorbebeitia, Jone
1
Barassi, Marco R.
1
Bormann, Carsten
1
Casarin, Roberto
1
Chang, Shu-Lien
1
DeSarbo, Wayne
1
Ferreira, Eva
1
Gao, Jing
1
Gunawan, David
1
Gungor, Sermin
1
Gupta, Rangan
1
Hassani, Hossein
1
Horváth, Lajos
1
Kappe, Eelco
1
Khaled, Mohamad A.
1
Kohn, Robert
1
Lee, Hsiu-chuan
1
Li, Kunpeng
1
Li, Weiming
1
Lien, Da-hsiang Donald
1
Loiza-Maya, Ruben
1
Luger, Richard
1
Matthes, Christian
1
Medeiros, Marcelo C.
1
Nolde, Natalia
1
Oh, Dong Hwan
1
Orbe-Mandaluniz, Susan
1
Patton, Andrew J.
1
Sartore, Domenico
1
Schienle, Melanie
1
Shin, Minchul
1
Smith, Michael S.
1
Tronzano, Marco
1
Wang, Mu-Chun
1
Wen, Kuangyu
1
Wu, Ximing
1
Yao, Qiwei
1
Yeganegi, Mohammad Reza
1
Zhang, Jinyuan
1
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CFS working paper series
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of forecasting
Journal of econometrics
18
The North American journal of economics and finance : a journal of financial economics studies
15
Applied economics
12
Economic modelling
12
Energy economics
12
International journal of forecasting
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Computational economics
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International review of financial analysis
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Journal of empirical finance
5
Journal of financial econometrics
5
Applied economics letters
4
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International journal of finance & economics : IJFE
4
Pacific-Basin finance journal
4
Research in international business and finance
4
Review of quantitative finance and accounting
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4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Econometric reviews
3
Economics letters
3
European journal of operational research : EJOR
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of economics and finance
3
International review of economics & finance : IREF
3
Journal of applied econometrics
3
Journal of banking & finance
3
Journal of economic dynamics & control
3
Journal of mathematical finance
3
Journal of risk
3
The European journal of finance
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Department of Economics discussion paper series / University of Oxford
2
Discussion paper / Centre for Economic Policy Research
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Discussion papers / CEPR
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Emerging markets review
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ECONIS (ZBW)
17
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1
The effect of dependence on European market risk : a nonparametric time varying approach
Ascorbebeitia, Jone
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 913-923
Persistent link: https://www.econbiz.de/10013534579
Saved in:
2
The ENSO cycle and forecastability of global inflation and output growth : evidence from standard and mixed-frequency
multivariate
singular spectrum analyses
Yeganegi, Mohammad Reza
;
Hassani, Hossein
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1690-1707
Persistent link: https://www.econbiz.de/10014432753
Saved in:
3
Mixed marginal copula modeling
Gunawan, David
;
Khaled, Mohamad A.
;
Kohn, Robert
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 137-147
Persistent link: https://www.econbiz.de/10012179532
Saved in:
4
The global latent factor and international index futures returns predictability
Chang, Shu-Lien
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 514-538
Persistent link: https://www.econbiz.de/10013166158
Saved in:
5
Choosing prior hyperparameters : with applications to time-varying parameter models
Amir Ahmadi, Pooyan
;
Matthes, Christian
;
Wang, Mu-Chun
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 124-136
Persistent link: https://www.econbiz.de/10012179528
Saved in:
6
Change‐point detection in the conditional correlation structure of
multivariate
volatility models
Barassi, Marco R.
;
Horváth, Lajos
;
Zhao, Yuqian
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 340-349
Persistent link: https://www.econbiz.de/10012262479
Saved in:
7
A smooth transition finite mixture model for accommodating unobserved heterogeneity
Kappe, Eelco
;
DeSarbo, Wayne
;
Medeiros, Marcelo C.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 580-592
Persistent link: https://www.econbiz.de/10012262497
Saved in:
8
Multivariate
tests of mean-variance efficiency and spanning with a large number of assets and time-varying covariances
Gungor, Sermin
;
Luger, Richard
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10011691256
Saved in:
9
Transformation-kernel estimation of copula densities
Wen, Kuangyu
;
Wu, Ximing
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 148-164
Persistent link: https://www.econbiz.de/10012179535
Saved in:
10
Detecting structural differences in tail dependence of financial time series
Bormann, Carsten
;
Schienle, Melanie
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 380-392
Persistent link: https://www.econbiz.de/10012262482
Saved in:
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