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:"Advances in econometrics"
~isPartOf:"Journal of econometrics"
~person:"Jeljazkov, Ivan G."
~person:"Lubrano, Michel"
~person:"Marcellino, Massimiliano"
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
Quantile Sieve Estimates For T...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
10
Zeitreihenanalyse
10
Theorie
5
Theory
5
Estimation theory
4
Schätztheorie
4
VAR model
4
VAR-Modell
4
Bayes-Statistik
3
Bayesian inference
3
Forecasting model
3
Prognoseverfahren
3
Aggregation
2
Econometrics
2
Factor analysis
2
Faktorenanalyse
2
Sampling
2
Stichprobenerhebung
2
Ökonometrie
2
19.06.1992
1
Bayesian VARs
1
Bayesian methods
1
Causality
1
Causality analysis
1
Economic indicator
1
Endogeneity
1
Estimation
1
Factor models
1
Forecasting
1
Geldpolitik
1
Identification
1
Impulse response function
1
Index
1
Index number
1
Kausalanalyse
1
Large datasets
1
Mixed frequency data
1
Monetary policy
1
Multivariate Analyse
1
Multivariate Autoregressive Index models
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
8
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Collection of articles of several authors
3
Sammelwerk
3
Conference proceedings
1
Konferenzschrift
1
Language
All
English
10
Author
All
Jeljazkov, Ivan G.
Lubrano, Michel
Marcellino, Massimiliano
Phillips, Peter C. B.
29
Taylor, Robert
18
Linton, Oliver
15
Chen, Xiaohong
12
Koop, Gary
11
Xiao, Zhijie
11
Francq, Christian
10
Hallin, Marc
10
Koopman, Siem Jan
10
Leybourne, Stephen James
10
Robinson, Peter M.
10
Fomby, Thomas B.
9
Hong, Yongmiao
9
Park, Joon Y.
9
Todorov, Viktor
9
Gao, Jiti
8
Perron, Pierre
8
Swanson, Norman R.
8
Teräsvirta, Timo
8
Yu, Jun
8
Zakoïan, Jean-Michel
8
Andersen, Torben
7
Chen, Rong
7
Harvey, David I.
7
Li, Jia
7
McAleer, Michael
7
Patton, Andrew J.
7
Velasco, Carlos
7
Barigozzi, Matteo
6
Bollerslev, Tim
6
Cavaliere, Giuseppe
6
Dijk, Herman K. van
6
Franses, Philip Hans
6
Gouriéroux, Christian
6
Harvey, Andrew C.
6
Horváth, Lajos
6
Li, Yingying
6
Mariano, Roberto S.
6
Medeiros, Marcelo C.
6
more ...
less ...
Published in...
All
Advances in econometrics
Journal of econometrics
Discussion papers / CEPR
13
Federal Reserve Bank of Cleveland working paper series
7
International journal of forecasting
7
Discussion paper / Centre for Economic Policy Research
6
Working papers / Innocenzo Gasparini Institute for Economic Research
6
EUI working paper / ECO
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Discussion paper
3
EUI working paper
3
Journal of applied econometrics
3
Working paper
3
Working paper series / European Central Bank
3
CORE discussion paper : DP
2
Economics letters
2
FRB of Cleveland Working Paper
2
Temi di discussione / Banca d'Italia
2
AMSE Working Papers
1
Advanced texts in econometrics
1
Bayesian methods applied to time series data
1
Discussion paper / Deutsche Bundesbank
1
Discussion papers / University of Kent, School of Economics
1
Documentos de trabajo / Banco de España
1
Economic modelling
1
Economics Working Papers / Department of Economics, European University Institute
1
Economics beyond the millennium
1
Journal of International Money and Finance
1
Journal of forecasting
1
Journal of the American Statistical Association : JASA
1
NBER working paper series
1
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
1
Nonlinear time series analysis of business cycles
1
Recherches économiques de Louvain
1
Staff working paper / Bank of Canada
1
Working Paper
1
Working paper series / Innocenzo Gasparini Institute for Economic Research
1
Working paper series : working paper
1
Working papers / Department of Economics
1
Working papers series / Federal Reserve Bank of San Francisco
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
Marcellino, Massimiliano
;
Stock, James H.
;
Watson, Mark W.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 499-526
Persistent link: https://www.econbiz.de/10003376109
Saved in:
2
Identification restrictions and posterior densities in cointegrated Gaussian VAR systems
Bauwens, Luc
-
1996
Persistent link: https://www.econbiz.de/10001334780
Saved in:
3
Temporal disaggregation, missing observations, outliers, and forecasting : a unifying non-model-based procedure
Marcellino, Massimiliano
-
1998
Persistent link: https://www.econbiz.de/10001362828
Saved in:
4
Bayesian and classical econometric modeling of time series
Bauwens, Luc
(
contributor
);
Lubrano, Michel
(
contributor
)
- In:
Journal of econometrics
69
(
1995
)
1
Persistent link: https://www.econbiz.de/10001186566
Saved in:
5
Using time-varying volatility for identification in Vector Autoregressions : an application to endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10013278994
Saved in:
6
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling
Jeljazkov, Ivan G.
(
ed.
);
Tobias, Justin L.
(
ed.
)
-
2019
Persistent link: https://www.econbiz.de/10012163554
Saved in:
7
Structural analysis with Multivariate Autoregressive Index models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
Saved in:
8
The econometric analysis of mixed frequency data sampling
Ghysels, Eric
;
Marcellino, Massimiliano
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 291-293
Persistent link: https://www.econbiz.de/10011704880
Saved in:
9
Monetary, fiscal and oil shocks : evidence based on mixed frequency structural FAVARs
Marcellino, Massimiliano
;
Sivec, Vasja
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 335-348
Persistent link: https://www.econbiz.de/10011704953
Saved in:
10
The econometric analysis of mixed frequency data sampling
Ghylsels, Eric
(
ed.
);
Marcellino, Massimiliano
(
ed.
)
-
2016
Persistent link: https://www.econbiz.de/10011704980
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
