//--> //--> //-->
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 reviews"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"SFB 649 discussion paper"
~person:"Bauwens, Luc"
~subject:"ARCH model"
~subject:"Australia"
~subject:"Estimation theory"
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:"Theoretisches Modell"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Australia
Estimation theory
Theorie
6
Theory
6
ARCH-Modell
3
Bayes-Statistik
2
Bayesian inference
2
Markov chain
2
Markov-Kette
2
Schätztheorie
2
Time series analysis
2
Zeitreihenanalyse
2
ARMA
1
ARMA model
1
ARMA-Modell
1
Australien
1
Capital income
1
Cluster analysis
1
Clusteranalyse
1
Consumption theory
1
Dirichlet process
1
Duration analysis
1
Dynamische Wirtschaftstheorie
1
Econometric model
1
Economic dynamics
1
Estimation
1
Financial market
1
Finanzmarkt
1
Forecasting
1
Forecasting model
1
Hierarchical hidden Markov model
1
Kapitaleinkommen
1
Konsumtheorie
1
Leverage effect
1
Markov-switching
1
Persistence
1
Prognoseverfahren
1
Schätzung
1
Statistische Bestandsanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Bauwens, Luc
Härdle, Wolfgang
18
Bera, Anil K.
5
King, Maxwell L.
5
Lucas, André
5
Lütkepohl, Helmut
5
McAleer, Michael
5
Schienle, Melanie
5
Fiebig, Denzil G.
4
Franses, Philip Hans
4
Hall, Alastair R.
4
Lechner, Michael
4
Li, Qi
4
Linton, Oliver
4
Reiß, Markus
4
Silvapulle, Paramsothy
4
Spokojnyj, Vladimir G.
4
Steel, Mark F. J.
4
Bibinger, Markus
3
Bollerslev, Tim
3
Caporin, Massimiliano
3
Engle, Robert F.
3
Ghysels, Eric
3
Gregory, Allan W.
3
Hafner, Christian M.
3
Hautsch, Nikolaus
3
Higgins, Matthew Lawrence
3
Laisney, François
3
Mammen, Enno
3
McDonald, James B.
3
Pfeffermann, Danny
3
Söhl, Jakob
3
Weber, Enzo
3
Andrews, Donald W. K.
2
Baltagi, Badi H.
2
Burnside, Craig
2
Cheung, Yin-Wong
2
Chu, Chia-shang James
2
Drost, Feike C.
2
Duran, Esra Akdeniz
2
more ...
less ...
Published in...
All
Econometric reviews
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
SFB 649 discussion paper
CORE discussion paper : DP
11
CORE discussion papers : DP
7
Annales d'économie et de statistique
2
The econometrics journal
2
Wiley handbooks in financial engineering and econometrics
2
Advances in econometrics
1
Bayesian methods applied to time series data
1
CIRANO - Scientific Publication
1
CREATES research paper
1
CRREP working serie 2016-09
1
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
1
Cardiff economics working papers
1
Discussion paper / Tinbergen Institute
1
Discussion papers / UCL, Département des Sciences Economiques
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of applied econometrics
1
Journal of econometrics
1
L'hétérogénéité en économétrie : numéro spécial
1
LIDAM discussion paper CORE
1
Wiley Handbooks in Financial Engineering and Econometrics Ser
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new approach to volatility modeling : the factorial hidden Markov volatility model
Augustyniak, Maciej
;
Bauwens, Luc
;
Dufays, Arnaud
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 696-709
Persistent link: https://www.econbiz.de/10012179366
Saved in:
2
Bayesian clustering of many GARCH models
Bauwens, Luc
;
Rombouts, Jeroen V. K.
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 365-386
Persistent link: https://www.econbiz.de/10003509134
Saved in:
3
A new class of multivariate skew densities, with application to generalized autoregressive conditionalheteroscedasticity models
Bauwens, Luc
;
Laurent, Sébastien
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
3
,
pp. 346-354
Persistent link: https://www.econbiz.de/10003013029
Saved in:
4
Estimating end-use demand : a Bayesian approach
Bauwens, Luc
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
2
,
pp. 221-231
Persistent link: https://www.econbiz.de/10001167109
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->