//--> //--> //--> //-->
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:"Economic modelling"
~isPartOf:"Journal of econometrics"
~person:"Al-Azzam, Moh’d"
~person:"Chan, Joshua"
~person:"Fernandes, Marcelo"
~person:"Frühwirth-Schnatter, Sylvia"
~person:"Gallant, A. Ronald"
~person:"Jensen, Mark J."
~person:"McAleer, Michael"
~subject:"Bayes-Statistik"
~subject:"Börsenkurs"
~subject:"Dynamisches Gleichgewicht"
~subject:"Forecasting model"
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
Umlagesystem versus Kapitaldec...
Similar by subject
Narrow search
Delete all filters
| 13 applied filters
Year of publication
From:
To:
Subject
All
Bayes-Statistik
Börsenkurs
Dynamisches Gleichgewicht
Forecasting model
Theorie
32
Theory
32
Bayesian inference
13
Stochastic process
11
Stochastischer Prozess
11
Estimation
10
Schätzung
10
Time series analysis
10
Volatility
10
Volatilität
10
Zeitreihenanalyse
10
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Stochastic volatility
5
Method of moments
4
Momentenmethode
4
Share price
4
Capital income
3
Econometrics
3
Factor analysis
3
Faktorenanalyse
3
Kapitaleinkommen
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Prognoseverfahren
3
State space model
3
Statistical distribution
3
Statistische Verteilung
3
Zustandsraummodell
3
Ökonometrie
3
Autocorrelation
2
Autokorrelation
2
Bayesian nonparametrics
2
Hierarchical priors
2
Immaterialgüterrechte
2
Intellectual property rights
2
Investment Fund
2
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Al-Azzam, Moh’d
Chan, Joshua
Fernandes, Marcelo
Frühwirth-Schnatter, Sylvia
Gallant, A. Ronald
Jensen, Mark J.
McAleer, Michael
Swanson, Norman R.
8
Patton, Andrew J.
7
Koop, Gary
6
Schorfheide, Frank
6
Timmermann, Allan
6
Casarin, Roberto
5
Diebold, Francis X.
5
Pisani, Massimiliano
5
Corradi, Valentina
4
Elliott, Graham
4
Giacomini, Raffaella
4
Kolasa, Marcin
4
Maheu, John M.
4
Yang, Chunpeng
4
Yu, Jun
4
Zhang, Xinyu
4
Aït-Sahalia, Yacine
3
Bauwens, Luc
3
Billio, Monica
3
Bollerslev, Tim
3
Carriero, Andrea
3
Clark, Todd E.
3
Dijk, Herman K. van
3
Geweke, John
3
Ghysels, Eric
3
Grammig, Joachim
3
Hallin, Marc
3
Jacquinot, Pascal
3
Korobilis, Dimitris
3
Li, Yong
3
Liao, Yuan
3
Ma, Feng
3
Marcellino, Massimiliano
3
Norets, Andriy
3
Pettenuzzo, Davide
3
Ravazzolo, Francesco
3
Stähler, Nikolai
3
more ...
less ...
Published in...
All
Economic modelling
Journal of econometrics
CAMA working paper series
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Working paper
5
Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State
5
Econometric Institute research papers
4
Econometric reviews
4
Working papers / Federal Reserve Bank of Atlanta
4
Discussion paper / Tinbergen Institute
3
FRB Atlanta Working Paper
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of economic surveys
3
Adaptive information systems and modelling in economics and management science
2
CAMA Working Paper
2
Discussion paper series / IZA
2
EUI working paper / ECO
2
Economics letters
2
Insper working paper / Insper, Instituto de Ensino e Pesquisa
2
International journal of forecasting
2
Journal of economic dynamics & control
2
Journal of forecasting
2
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CORE discussion paper : DP
1
Discussion paper / Institute of Social and Economic Research
1
ERID working paper
1
Econometric exercises
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Economies : open access journal
1
FRB International Finance Discussion Paper
1
Faculty research papers / The Fuqua School of Business, Duke University
1
International finance discussion papers
1
Journal of financial econometrics
1
Journal of money, credit and banking : JMCB
1
Journal of the American Statistical Association : JASA
1
NBER Working Paper
1
NBER working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
2
Bayesian semiparametric stochastic volatility modeling
Jensen, Mark J.
;
Maheu, John M.
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 306-316
Persistent link: https://www.econbiz.de/10008663011
Saved in:
3
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture
Jensen, Mark J.
;
Maheu, John M.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 523-538
Persistent link: https://www.econbiz.de/10010256874
Saved in:
4
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
5
Bayesian exploratory factor analysis
Conti, Gabriella
;
Frühwirth-Schnatter, Sylvia
; …
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10010506092
Saved in:
6
A family of autoregressive conditional duration models
Fernandes, Marcelo
;
Grammig, Joachim
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003228621
Saved in:
7
Nonparametric specification tests for conditional duration models
Fernandes, Marcelo
;
Grammig, Joachim
- In:
Journal of econometrics
127
(
2005
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10002756914
Saved in:
8
Achieving shrinkage in a time-varying parameter model framework
Bitto, Angela
;
Frühwirth-Schnatter, Sylvia
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 75-97
Persistent link: https://www.econbiz.de/10012303379
Saved in:
9
Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors
Fisher, Mark
;
Jensen, Mark J.
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 187-202
Persistent link: https://www.econbiz.de/10012303393
Saved in:
10
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->