//--> //--> //-->
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:"Econometric Institute research papers"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of econometrics"
~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:"Econometric specification"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
VAR-Modell
Modellierung
175
Scientific modelling
175
Theorie
78
Theory
78
Estimation theory
57
Schätztheorie
57
Forecasting model
55
Prognoseverfahren
55
Time series analysis
39
Zeitreihenanalyse
39
Bayes-Statistik
28
Bayesian inference
28
Estimation
25
Schätzung
24
Statistical test
24
Statistischer Test
24
Model selection
17
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
ARCH model
14
ARCH-Modell
14
Volatility
13
Volatilität
13
Model averaging
11
Regression analysis
11
Regressionsanalyse
11
VAR model
10
Factor analysis
9
Faktorenanalyse
9
Robust statistics
9
Robustes Verfahren
9
Structural break
9
Strukturbruch
9
Experten
8
Experts
8
Induktive Statistik
8
Knowledge
8
Mortality
8
Panel
8
more ...
less ...
Online availability
All
Undetermined
6
Free
2
Type of publication
All
Article
8
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
2
Working Paper
2
Graue Literatur
1
Non-commercial literature
1
Language
All
English
10
Author
All
Johansen, Søren
2
Meitz, Mika
2
Saikkonen, Pentti
2
Athanasopoulos, George
1
Billio, Monica
1
Camehl, Annika
1
Casarin, Roberto
1
Dijk, Herman K. van
1
Guillén, Osmani Teixeira de Carvalho
1
Issler, João Victor
1
Kalliovirta, Leena
1
Liao, Jun
1
Nielsen, Morten Ørregaard
1
Petrova, Katerina
1
Rossini, Luca
1
Strachan, Rodney W.
1
Vahid, Farshid
1
Zhang, Xinyu
1
Zong, Xianpeng
1
Zou, Guohua
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Insurance / Mathematics & economics
Journal of econometrics
Discussion paper / Tinbergen Institute
9
Discussion paper / Centre for Economic Policy Research
7
Discussion papers / Department of Economics, University of Copenhagen
6
International journal of forecasting
6
Journal of applied econometrics
6
CAMP working paper series
5
CESifo working papers
5
Discussion papers / CEPR
5
Econometric reviews
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
CAMA working paper series
4
Discussion papers / Adam Smith Business School, University of Glasgow
4
Discussion papers / Helsinki Center of Economic Research : discussion paper
4
Econometrics : open access journal
4
Economics letters
4
Journal of monetary economics
4
Working paper / Norges Bank
4
Working paper series / European Central Bank
4
Working papers
4
Bank of England Working Paper
3
CREATES research paper
3
ECON PhD dissertations
3
Ensaios econômicos
3
Federal Reserve Bank of Cleveland working paper series
3
Journal of economic dynamics & control
3
NBER Working Paper
3
NBER working paper series
3
Working paper / National Bureau of Economic Research, Inc.
3
CAMA Working Paper
2
CEMMAP working papers / Centre for Microdata Methods and Practice
2
CESifo Working Paper Series
2
Discussion paper
2
Discussion paper series / Reserve Bank of New Zealand
2
ECB Working Paper
2
EUI working paper / ECO
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
FRB International Finance Discussion Paper
2
International finance discussion papers
2
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models
Petrova, Katerina
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 154-182
Persistent link: https://www.econbiz.de/10013441926
Saved in:
2
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
-
2019
Persistent link: https://www.econbiz.de/10012131829
Saved in:
3
Testing for observation-dependent regime switching in mixture autoregressive models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 601-624
Persistent link: https://www.econbiz.de/10012619762
Saved in:
4
Model averaging based on leave-subject-out cross-validation for vector autoregressions
Liao, Jun
;
Zong, Xianpeng
;
Zhang, Xinyu
;
Zou, Guohua
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 35-60
Persistent link: https://www.econbiz.de/10012302513
Saved in:
5
Bayesian nonparametric sparse VAR models
Billio, Monica
;
Casarin, Roberto
;
Rossini, Luca
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 97-115
Persistent link: https://www.econbiz.de/10012303895
Saved in:
6
The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 214-229
Persistent link: https://www.econbiz.de/10011974563
Saved in:
7
Gaussian mixture vector autoregression
Kalliovirta, Leena
;
Meitz, Mika
;
Saikkonen, Pentti
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 485-498
Persistent link: https://www.econbiz.de/10011704732
Saved in:
8
Model uncertainty and Bayesian model averaging in vector autoregressive processes
Strachan, Rodney W.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003290434
Saved in:
9
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 116-129
Persistent link: https://www.econbiz.de/10009270397
Saved in:
10
Some identification problems in the cointegrated vector autoregressive model
Johansen, Søren
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 262-273
Persistent link: https://www.econbiz.de/10008839956
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->