//--> //--> //-->
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
~isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
~isPartOf:"Energy economics"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of multinational financial management"
~isPartOf:"Working papers / University of Connecticut, Department of Economics"
~person:"Baltagi, Badi H."
~person:"Escanciano, Juan Carlos"
~person:"Gupta, Rangan"
~person:"Hautsch, Nikolaus"
~source:"econis"
~subject:"VAR-Modell"
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"
Narrow search
Delete all filters
| 13 applied filters
Year of publication
From:
To:
Subject
All
VAR-Modell
Estimation
47
Schätzung
47
USA
14
United States
14
Panel
12
Panel study
12
Börsenkurs
11
Share price
11
Time series analysis
11
Zeitreihenanalyse
11
Forecasting model
9
Prognoseverfahren
9
VAR model
9
Volatility
9
Volatilität
9
Capital income
8
Kapitaleinkommen
8
Theorie
8
Theory
8
Aktienmarkt
6
Causality analysis
6
Estimation theory
6
Immobilienpreis
6
Kausalanalyse
6
Real estate price
6
Schätztheorie
6
Stock market
6
Economic growth
5
Einkommensverteilung
5
Income distribution
5
Inflation
5
Risiko
5
Risk
5
South Africa
5
Südafrika
5
Wirtschaftswachstum
5
Bayes-Statistik
4
Bayesian inference
4
Cointegration
4
more ...
less ...
Online availability
All
Undetermined
4
Free
2
Type of publication
All
Article
7
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
9
Author
All
Baltagi, Badi H.
Escanciano, Juan Carlos
Gupta, Rangan
Hautsch, Nikolaus
Balcilar, Mehmet
4
Kempa, Bernd
3
Lau, Chi Keung
3
Marcellino, Massimiliano
3
Mignon, Valérie
3
Pesaran, M. Hashem
3
Thai-Ha Le
3
Wu, Chongfeng
3
Allegret, Jean-Pierre
2
Antonakakis, Nikolaos
2
Aye, Goodness C.
2
Bastianin, Andrea
2
Belke, Ansgar
2
Berdiev, Aziz N.
2
Cai, Yifei
2
Chatziantoniou, Ioannis
2
Chowdhury, Abdur R.
2
Clark, Todd E.
2
Filis, George
2
Gubareva, Mariya
2
Hammoudeh, Shawkat
2
Huh, Hyeon-seung
2
Hur, Joonyoung
2
Lee, Chien-chiang
2
Liu, Li
2
Miller, Stephen M.
2
Moosa, Imad A.
2
Morana, Claudio
2
Morita, Hiroshi
2
Park, Donghyun
2
Razafindrabe, Tovonony
2
Ren, Ying-hua
2
Saunoris, James W.
2
Scharler, Johann
2
Sheng, Xin
2
Umar, Zaghum
2
Wang, Yudong
2
Wheeler, Mark
2
Wohar, Mark E.
2
more ...
less ...
Published in...
All
Applied economics
Economic modelling
Energy economics
Journal of applied econometrics
Journal of banking & finance
Journal of multinational financial management
Working papers / University of Connecticut, Department of Economics
Department of Economics working paper series
3
Emerging markets review
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics letters
1
CAEPR working papers
1
CFS working paper series
1
Cardiff economics working papers
1
Center for Applied Economics and Policy Research Working Paper
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics letters
1
Economics, management and financial markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International finance : the only journal bridging the gap between theory and policy in macroeconomics and microfinance
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of business economics and management
1
Journal of economic studies
1
Journal of emerging market finance
1
Journal of international financial markets, institutions & money
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Macroeconomic dynamics
1
SFB 649 discussion paper
1
Structural change and economic dynamics : SC+ED
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of real estate finance and economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating U.S. housing price network connectedness : evidence from dynamic elastic net, lasso, and ridge vector autoregressive models
Gabauer, David
;
Gupta, Rangan
;
Marfatia, Hardik A.
; …
-
2020
Persistent link: https://www.econbiz.de/10012391015
Saved in:
2
U.S. fiscal policy and asset prices : the role of partisan conflict
Gupta, Rangan
;
Lau, Chi Keung
;
Miller, Stephen M.
; …
-
2017
Persistent link: https://www.econbiz.de/10011687770
Saved in:
3
The impacts of structural oil shocks on macroeconomic uncertainty : evidence from a large panel of 45 countries
Sheng, Xin
;
Gupta, Rangan
;
Ji, Qiang
- In:
Energy economics
91
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012518658
Saved in:
4
Is there a role for uncertainty in forecasting output growth in OECD countries? : evidence from a time-varying parameter-panel vector autoregressive model
Aye, Goodness C.
;
Gupta, Rangan
;
Lau, Chi Keung
;
Sheng, Xin
- In:
Applied economics
51
(
2019
)
33
,
pp. 3624-3631
Persistent link: https://www.econbiz.de/10012196883
Saved in:
5
Economic policy uncertainty and stock market returns in PacificRim countries : evidence based on a Bayesian panel VAR model
Christou, Christina
;
Cuñado Eizaguirre, Juncal
;
Gupta, …
- In:
Journal of multinational financial management
40
(
2017
),
pp. 92-102
Persistent link: https://www.econbiz.de/10011927815
Saved in:
6
Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Energy economics
61
(
2017
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011737672
Saved in:
7
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model
Balcilar, Mehmet
;
Gupta, Rangan
;
Kotzé, Kevin
- In:
Economic modelling
44
(
2015
),
pp. 215-228
Persistent link: https://www.econbiz.de/10011326254
Saved in:
8
Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? : evidence from a Markov-switching vector autoregressive model
Simo-Kengne, Beatrice D.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Economic modelling
32
(
2013
),
pp. 161-171
Persistent link: https://www.econbiz.de/10009760669
Saved in:
9
Pitfalls in backtesting Historical Simulation VaR models
Escanciano, Juan Carlos
;
Pei, Pei
- In:
Journal of banking & finance
36
(
2012
)
8
,
pp. 2233-2244
Persistent link: https://www.econbiz.de/10009655641
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->