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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Working paper"
~person:"Blazsek, Szabolcs"
~subject:"Estimation theory"
~subject:"Schätztheorie"
~subject:"Statistical distribution"
~subject:"Zeitreihenanalyse"
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Estimation theory
Schätztheorie
Statistical distribution
Zeitreihenanalyse
Theorie
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Time series analysis
3
Estimation
2
Forecasting model
2
Prognoseverfahren
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ARCH-Modell
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Aktienindex
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Atmospheric Co2 and Land Surface Temperature
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Bruttoinlandsprodukt
1
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Climate change
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Dynamic Conditional
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Dynamic Conditional Score Models
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Dynamic equilibrium
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Dynamisches Gleichgewicht
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Erdöl
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Generalized Autoregressive Score
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Generalized Autoregressive Score (Gas)
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Generalized Autoregressive Score Models
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Gross domestic product
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Ice-Ages and Inter-Glacial Periods
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Industrial production
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Industrieproduktion
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Klimaschutz
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Klimawandel
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Markov Regime-Switching Models
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Markov-Kette
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Blazsek, Szabolcs
McAleer, Michael
12
Ghysels, Eric
8
Nielsen, Jens Perch
7
Harvey, Andrew C.
6
Honoré, Peter
6
Marcellino, Massimiliano
6
Engsted, Tom
5
Kapetanios, George
5
Leybourne, Stephen James
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Andrews, Donald W. K.
4
Bollerslev, Tim
4
Clark, Todd E.
4
Franses, Philip Hans
4
Gregory, Allan W.
4
Hall, Alastair R.
4
Hamilton, James D.
4
Li, Wai Keung
4
Lucas, André
4
Perron, Pierre
4
Taylor, Robert
4
Cheung, Yin-Wong
3
Diebold, Francis X.
3
Dijk, Herman K. van
3
Dueker, Michael
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Engle, Robert F.
3
Escribano, Álvaro
3
Granger, C. W. J.
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Haldrup, Niels
3
Hansen, Bruce E.
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Hansen, Lars Peter
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Karlsson, Sune
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Kiefer, Nicholas Maximilian
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Kim, Chang-jin
3
Koop, Gary
3
Koopman, Siem Jan
3
Lechner, Michael
3
McCabe, Brendan Peter Martin
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McElroy, Tucker
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper
Applied economics
2
Applied economics letters
2
Energy economics
1
Financial markets and portfolio management
1
Journal of econometric methods
1
Macroeconomic dynamics
1
SERIEs : Journal of the Spanish Economic Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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Robust estimation and forecasting of climate change using score-driven ice-age models
Blazsek, Szabolcs
;
Escribano, Álvaro
-
2021
Persistent link: https://www.econbiz.de/10013259967
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2
Prediction accuracy of bivariate score-driven risk premium and volatility filters : an illustration for the Dow Jones
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012310604
Saved in:
3
Markov-switching score-driven multivariate models : outlier-robust measurement of the relationships between world crude oil production and US industrial production
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2019
Persistent link: https://www.econbiz.de/10012158760
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