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~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
Estimation theory
107
Schätztheorie
107
Time series analysis
50
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
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17
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15
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cointegration
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Aufsatz in Zeitschrift
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Li, Jing
2
Teräsvirta, Timo
2
Abbara, Omar
1
Baillie, Richard
1
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Baruník, Jozef
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Bekiros, Stelios
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1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
304
Econometric theory
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
144
Economics letters
133
Econometric reviews
87
International journal of forecasting
63
Journal of forecasting
54
Applied economics letters
50
Econometrics : open access journal
48
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
39
Journal of time series econometrics
39
The econometrics journal
39
Applied economics
34
Economic modelling
34
Journal of the American Statistical Association : JASA
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Computational economics
32
Journal of applied econometrics
30
Journal of empirical finance
24
Oxford bulletin of economics and statistics
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Journal of economic dynamics & control
16
Journal of risk and financial management : JRFM
16
Journal of financial econometrics
15
Journal of macroeconomics
15
The review of economics and statistics
14
Finance research letters
13
Quantitative economics : QE ; journal of the Econometric Society
13
The review of economic studies
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
International journal of economics and financial issues : IJEFI
10
Journal of banking & finance
10
Quantitative finance
10
Central European journal of economic modelling and econometrics
9
Energy economics
9
The North American journal of economics and finance : a journal of financial economics studies
9
The empirical economics letters : a monthly international journal of economics
9
Annales d'économie et de statistique
8
Insurance / Mathematics & economics
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Matrix autoregressive models : generalization and Bayesian estimation
Celani, Alessandro
;
Pagnottoni, Paolo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 227-248
Persistent link: https://www.econbiz.de/10014631918
Saved in:
3
Selecting between causal and noncausal models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
Saved in:
4
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
5
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
6
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
7
On the performance of information criteria for model identification of count time series
Weiß, Christian H.
;
Feld, Martin H.-J. M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012198497
Saved in:
8
Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations : applications to technology shocks
Lovcha, Yuliya
;
Perez-Laborda, Alejandro
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012198499
Saved in:
9
A threshold mixed count time series model : estimation and application
Dungey, Mardi H.
;
Martin, Vance
;
Tang, Chrismin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012198537
Saved in:
10
Testing for cointegration with threshold adjustment in the presence of structural breaks
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406026
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