//--> //--> //-->
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:"Department of Economics discussion paper series / University of Oxford"
~isPartOf:"Econometric reviews"
~isPartOf:"Macroeconomic dynamics"
~person:"Cavaliere, Giuseppe"
~person:"Engle, Robert F."
~person:"Hendry, David F."
~person:"Jawadi, Fredj"
~person:"Lucas, André"
~person:"Proietti, Tommaso"
~person:"Swanson, Norman R."
~subject:"Economic forecast"
~subject:"Statistical inference"
~subject:"Volatilität"
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:"Theory"
Narrow search
Delete all filters
| 13 applied filters
Year of publication
From:
To:
Subject
All
Economic forecast
Statistical inference
Volatilität
Theorie
39
Theory
39
Time series analysis
18
Zeitreihenanalyse
18
Forecasting model
13
Prognoseverfahren
13
Modellierung
6
Nichtlineare Regression
6
Nonlinear regression
6
Scientific modelling
6
Statistical test
6
Statistischer Test
6
USA
5
United States
5
Volatility
5
Autometrics
4
Einheitswurzeltest
4
Estimation
4
Estimation theory
4
Macroeconometrics
4
Makroökonometrie
4
Schätztheorie
4
Schätzung
4
Unit root test
4
Wirtschaftsprognose
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Econometric model
3
State space model
3
Zustandsraummodell
3
Ökonometrisches Modell
3
ARCH model
2
ARCH-Modell
2
ARMA model
2
ARMA-Modell
2
Cointegration
2
Correlation
2
Decomposition method
2
more ...
less ...
Online availability
All
Free
4
Undetermined
3
Type of publication
All
Article
5
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
9
Author
All
Cavaliere, Giuseppe
Engle, Robert F.
Hendry, David F.
Jawadi, Fredj
Lucas, André
Proietti, Tommaso
Swanson, Norman R.
McAleer, Michael
7
Asai, Manabu
4
Bordignon, Silvano
3
Taylor, Robert
3
Bullard, James Brian
2
Caporin, Massimiliano
2
Chan, Joshua
2
Gospodinov, Nikolaj
2
Gouriéroux, Christian
2
Kang, Minwook
2
Keating, John William
2
Lopes, Hedibert Freitas
2
Maasoumi, Esfandiar
2
Serletis, Apostolos
2
Alghalith, Moawia
1
Amado, Cristina
1
Anatolyev, Stanislav
1
Andreou, Panayiotis C.
1
Anyfantaki, Sofia
1
Arifovic, Jasmina
1
Arteche, Josu
1
Audrino, Francesco
1
Ausín, M. Concepción
1
Beaulieu, Marie-Claude
1
Berg, Gerard J. van den
1
Bianconi, Marcelo
1
Bond, Stephen
1
Bouchaud, Jean-Philippe
1
Brechmann, E. C.
1
Bretscher, Lorenzo
1
Bu, Ruijun
1
Buch, Claudia M.
1
Campos-Martins, Susana
1
Carli, Francesco
1
Castle, Jennifer
1
Chan, Felix
1
Chang, Dongfeng
1
more ...
less ...
Published in...
All
Department of Economics discussion paper series / University of Oxford
Econometric reviews
Macroeconomic dynamics
Discussion paper / Tinbergen Institute
16
Working papers / Rutgers University, Department of Economics
11
International journal of forecasting
6
Journal of econometrics
6
Discussion paper / Department of Economics, University of California San Diego
3
Working paper series / University of Zurich, Department of Economics
3
CEIS Working Paper
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
The economic journal : the journal of the Royal Economic Society
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Working papers series in theoretical and applied economics
2
Advanced texts in econometrics
1
CREATES research paper
1
Cowles Foundation Discussion Paper
1
Cowles Foundation discussion paper
1
Decision making and risk/return optimization in financial economics
1
Department of Economics discussion paper / Department of Economics, The University of Birmingham
1
Department of Economics discussion paper series
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Document de travail
1
Econometric theory
1
Econometrics : open access journal
1
Economic modelling
1
Economisch en sociaal tijdschrift : een driemaandelijke uitgave van de Universitaire Faculteiten Sint-Ignatius te Antwerpen
1
HKUST Business School Research Paper
1
International economic review
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Journal of forecasting
1
Macroeconomic forecasting in the era of big data : theory and practice
1
NBER working paper series
1
Oxford bulletin of economics and statistics
1
Policy forum: macroeconomic modelling, macroeconomic forecasting and macroeconomic policy
1
Political economy: whence and whither?
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
2
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
3
Evaluating multi-step system forecasts with relatively few forecast-error observations
Hendry, David F.
;
Martinez, Andrew B.
-
2016
Persistent link: https://www.econbiz.de/10011451556
Saved in:
4
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
5
Forecasting and nowcasting macroeconomic variables : a methodological overview
Castle, Jennifer
;
Hendry, David F.
;
Kitov, Oleg I.
-
2013
Persistent link: https://www.econbiz.de/10010257863
Saved in:
6
Mathematical models and economic forecasting : some uses and mis-uses of mathematics in economics
Hendry, David F.
-
2011
Persistent link: https://www.econbiz.de/10008842207
Saved in:
7
An open-model forecast-error taxonomy
Hendry, David F.
;
Mizon, Grayham E.
-
2011
Persistent link: https://www.econbiz.de/10009231686
Saved in:
8
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
9
A note on testing covariance stationarity
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric reviews
28
(
2009
)
4
,
pp. 364-371
Persistent link: https://www.econbiz.de/10003864024
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->