//--> //--> //--> //-->
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:"Balcombe, Kelvin G."
~person:"Cross, Jamie"
~person:"Dijk, Herman K. van"
~person:"Gallant, A. Ronald"
~person:"Li, Yong"
~person:"Swanson, Norman R."
~subject:"Bayes-Statistik"
~subject:"Kapitaleinkommen"
~subject:"Zeitreihenanalyse"
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
| 11 applied filters
Year of publication
From:
To:
Subject
All
Bayes-Statistik
Kapitaleinkommen
Zeitreihenanalyse
Theorie
40
Theory
40
Time series analysis
13
Bayesian inference
12
Forecasting model
12
Prognoseverfahren
12
Volatility
7
Volatilität
7
Markov chain
6
Markov-Kette
6
Stochastic process
6
Stochastischer Prozess
6
Estimation
5
Schätzung
5
Bayes factor
4
Econometrics
4
Estimation theory
4
Latent variable models
4
Method of moments
4
Momentenmethode
4
Schätztheorie
4
Statistical distribution
4
Statistical test
4
Statistical theory
4
Statistische Methodenlehre
4
Statistische Verteilung
4
Statistischer Test
4
Stochastic volatility
4
Ökonometrie
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Capital income
3
Cointegration
3
Decision theory
3
Einheitswurzeltest
3
Kointegration
3
Markov chain Monte Carlo
3
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Conference paper
1
Konferenzbeitrag
1
Language
All
English
21
Author
All
Balcombe, Kelvin G.
Cross, Jamie
Dijk, Herman K. van
Gallant, A. Ronald
Li, Yong
Swanson, Norman R.
Phillips, Peter C. B.
17
Yu, Jun
11
Koop, Gary
9
Xiao, Zhijie
7
Diebold, Francis X.
6
Linton, Oliver
6
Mariano, Roberto S.
6
Casarin, Roberto
5
Chen, Xiaohong
5
Franses, Philip Hans
5
Hallin, Marc
5
Liao, Yuan
5
Schorfheide, Frank
5
Taylor, Robert
5
Teräsvirta, Timo
5
Timmermann, Allan
5
Todorov, Viktor
5
Baillie, Richard
4
Barigozzi, Matteo
4
Chen, Rong
4
Corradi, Valentina
4
Fan, Yanqin
4
Gonzalo, Jesús
4
Herwartz, Helmut
4
Hong, Yongmiao
4
Jensen, Mark J.
4
Lütkepohl, Helmut
4
Maheu, John M.
4
Marcellino, Massimiliano
4
McAleer, Michael
4
Perron, Benoit
4
Perron, Pierre
4
Steel, Mark F. J.
4
Tauchen, George Eugene
4
Velasco, Carlos
4
Zhang, Xinyu
4
Zhang, Zhengjun
4
more ...
less ...
Published in...
All
Economic modelling
Journal of econometrics
Discussion paper / Tinbergen Institute
46
Working papers / Rutgers University, Department of Economics
19
Econometric Institute research papers
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Working Paper
8
International journal of forecasting
6
CAMP working paper series
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Econometric reviews
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Working papers / Federal Reserve Bank of Philadelphia, Research Department
4
Computational economics
3
Econometrics : open access journal
3
Working paper / Norges Bank
3
Applied economics letters
2
Economics letters
2
Finance research letters
2
Journal of applied econometrics
2
Macroeconomic dynamics
2
Oxford bulletin of economics and statistics
2
Report / Econometric Institute, Erasmus University Rotterdam
2
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
Working papers
2
Annals of economics and finance
1
Applied economics
1
Applied financial economics
1
CAFE Research Paper
1
CAMA Working Paper
1
CAMA working paper series
1
CORE discussion paper : DP
1
CORE discussion papers : DP
1
CREATES research paper
1
Central European journal of economic modelling and econometrics
1
Computation and estimation in finance and economics
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers / University of Leicester, Department of Economics
1
Discussion papers in economics
1
Discussion papers of interdisciplinary research project 373
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The effect of data transformation on common cycle, cointegration and unit root tests : Monte Carlo results and a simple test
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 195-229
Persistent link: https://www.econbiz.de/10003320260
Saved in:
2
Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 699-723
Persistent link: https://www.econbiz.de/10003412696
Saved in:
3
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 304-324
Persistent link: https://www.econbiz.de/10009242123
Saved in:
4
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart
;
Opschoor, Anne
;
Dijk, Herman K. van
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10009691174
Saved in:
5
Testing for a unit root in the presence of stochastic volatility and leverage effect
Li, Yong
;
Chong, Terence Tai-Leung
;
Zhang, Jie
- In:
Economic modelling
29
(
2012
)
5
,
pp. 2035-2038
Persistent link: https://www.econbiz.de/10009666985
Saved in:
6
Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 352-367
Persistent link: https://www.econbiz.de/10010256842
Saved in:
7
A new approach to Bayesian hypothesis testing
Li, Yong
;
Zeng, Tao
;
Yu, Jun
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 602-612
Persistent link: https://www.econbiz.de/10010256849
Saved in:
8
Testing volatility persistence on Markov switching stochastic volatility models
Pan, Qi
;
Li, Yong
- In:
Economic modelling
35
(
2013
),
pp. 45-50
Persistent link: https://www.econbiz.de/10010258578
Saved in:
9
A Bayesian chi-squared test for hypothesis testing
Li, Yong
;
Liu, Xiao-Bin
;
Yu, Jun
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
Saved in:
10
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->