//--> //--> //--> //-->
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
~subject:"Autometrics"
~subject:"BIC"
~subject:"Bayes-Statistik"
~subject:"Volatility"
~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:"Model selection"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Autometrics
BIC
Bayes-Statistik
Volatility
Volatilität
model selection
518
Model selection
458
Theorie
245
Theory
220
Modellierung
189
Scientific modelling
179
Prognoseverfahren
171
Forecasting model
159
Schätztheorie
146
Estimation theory
140
Zeitreihenanalyse
128
Time series analysis
123
Model Selection
113
Bayesian inference
91
Estimation
82
Schätzung
78
Bayesian model selection
56
Forecasting
51
Regression analysis
49
Regressionsanalyse
49
forecasting
44
Statistischer Test
39
AIC
35
VAR-Modell
35
Statistical test
34
VAR model
34
Nichtparametrisches Verfahren
32
Factor analysis
30
Nonparametric statistics
30
Panel
29
Faktorenanalyse
28
Monte Carlo simulation
26
Panel study
26
Data mining
25
Monte-Carlo-Simulation
25
model averaging
25
more ...
less ...
Online availability
All
Undetermined
77
Free
76
Type of publication
All
Article
114
Book / Working Paper
62
Type of publication (narrower categories)
All
Article in journal
91
Aufsatz in Zeitschrift
91
Working Paper
44
Graue Literatur
37
Non-commercial literature
37
Arbeitspapier
34
Article
4
Collection of articles of several authors
1
Hochschulschrift
1
Sammelwerk
1
Thesis
1
more ...
less ...
Language
All
English
150
Undetermined
25
Portuguese
1
Author
All
Hendry, David F.
25
Castle, Jennifer
15
Doornik, Jurgen A.
13
Castle, Jennifer L.
7
Hendry, David
7
Karlsson, Sune
6
Ahelegbey, Daniel Felix
4
Berger, Tino
4
Conti, Gabriella
4
Everaert, Gerdie
4
Frühwirth-Schnatter, Sylvia
4
Heckman, James J.
4
Ong, Bobby
4
Piatek, Rémi
4
Trimborn, Simon
4
Österholm, Pär
4
Billio, Monica
3
Casarin, Roberto
3
Freyberger, Joachim
3
Iseringhausen, Martin
3
Li, Guangjie
3
Mizon, Grayham E.
3
Neuhierl, Andreas
3
Pretis, Felix
3
Schorfheide, Frank
3
Weber, Michael
3
Camehl, Annika
2
Chang, Minsu
2
Chen, Cathy Yi-Hsuan
2
Chen, Shi
2
Chen, Xiaohong
2
Clements, Michael P.
2
Doğan, Osman
2
Drachal, Krzysztof
2
Elendner, Hermann
2
Epprecht, Camila
2
Guegan, Dominique
2
Huber, Florian
2
Härdle, Wolfgang
2
Härdle, Wolfgang Karl
2
more ...
less ...
Institution
All
Department of Economics, Oxford University
7
Department of Economics and Finance, College of Business and Economics
2
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
1
HAL
1
KOF Swiss Economic Institute, Department of Management, Technology and Economics (D-MTEC)
1
Published in...
All
Journal of econometrics
11
Economics Series Working Papers / Department of Economics, Oxford University
7
Econometrics : open access journal
6
Department of Economics discussion paper series / University of Oxford
5
Econometric reviews
5
Economics letters
5
International journal of forecasting
5
Journal of forecasting
5
Annals of the Institute of Statistical Mathematics
4
Energy economics
4
Journal of Econometrics
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
CESifo working papers
3
Econometrics
3
SFB 649 Discussion Paper
3
SFB 649 discussion paper
3
Statistical Applications in Genetics and Molecular Biology
3
Cardiff Economics Working Papers
2
Cogent Economics & Finance
2
Cogent economics & finance
2
Computational economics
2
Discussion papers / CEPR
2
Economics discussion papers
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Insurance / Mathematics & economics
2
Journal of economic dynamics & control
2
Journal of risk and financial management : JRFM
2
Risks : open access journal
2
SSE/EFI Working Paper Series in Economics and Finance
2
Working Papers in Economics
2
Working paper
2
Working papers
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Advances in Data Analysis and Classification
1
Annals of economics and statistics
1
Applied economics
1
Astin bulletin : the journal of the International Actuarial Association
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Cege discussion paper
1
Computational Statistics & Data Analysis
1
more ...
less ...
Source
All
ECONIS (ZBW)
131
RePEc
31
EconStor
14
Showing
1
-
10
of
176
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A False Discovery Rate approach to optimal volatility forecasting
model
selection
Hassanniakalager, Arman
;
Baker, Paul L.
;
Platanakis, …
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 881-902
Persistent link: https://www.econbiz.de/10014547223
Saved in:
2
A brief history of general-to-specific modelling
Hendry, David F.
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014481330
Saved in:
3
A note of caution on the relation between money growth and inflation
Berger, Helge
;
Karlsson, Sune
;
Österholm, Pär
-
2023
time-varying parameter Bayesian VAR models.
Model
selection
based on marginal likelihoods suggests that the relation is …
Persistent link: https://www.econbiz.de/10014252440
Saved in:
4
Linking frequentist and Bayesian change-point methods
Ardia, David
;
Dufays, Arnaud
;
Ordás Criado, Carlos
-
2023
Persistent link: https://www.econbiz.de/10014483203
Saved in:
5
Is the US Phillips curve stable? : evidence from Bayesian vector autoregressions
Karlsson, Sune
;
Österholm, Pär
- In:
The Scandinavian journal of economics
125
(
2023
)
1
,
pp. 287-314
Persistent link: https://www.econbiz.de/10014303987
Saved in:
6
Measuring stability and structural breaks : applications in social sciences
Loginova, Daria
;
Mann, Stefan
- In:
Journal of economic surveys
37
(
2023
)
2
,
pp. 302-320
Persistent link: https://www.econbiz.de/10014287833
Saved in:
7
Bayesian estimation of economic simulation models using neural networks
Platt, Donovan
- In:
Computational economics
59
(
2022
)
2
,
pp. 599-650
Persistent link: https://www.econbiz.de/10013169024
Saved in:
8
Forecasting variance swap payoffs
Dark, Jonathan
;
Gao, Xin
;
Heijden, Thijs van der
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2135-2164
Persistent link: https://www.econbiz.de/10013465873
Saved in:
9
Forecasting GDP growth : the economic impact of COVID-19 pandemic
Vrontos, Ioannis D.
;
Galakis, John
;
Panopulu, Aikaterinē
; …
- In:
Journal of forecasting
43
(
2024
)
4
,
pp. 1042-1086
Persistent link: https://www.econbiz.de/10014554062
Saved in:
10
Forecasting the volatility of crude oil futures : a time-dependent weighted least squares with regularization constraint
Geng, Qianjie
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 309-325
Persistent link: https://www.econbiz.de/10014475319
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->