//--> //--> //--> //-->
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:"Journal of econometrics"
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
Changing-regime volatility: A...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Forecasting
35
Forecasting model
34
Prognoseverfahren
34
Theorie
21
Theory
21
Time series analysis
18
Zeitreihenanalyse
18
Bayes-Statistik
9
Bayesian inference
9
Estimation theory
9
Schätztheorie
9
Regression analysis
7
Regressionsanalyse
7
VAR model
7
VAR-Modell
7
Estimation
6
Economic forecast
5
Schätzung
5
Wirtschaftsprognose
5
Factor analysis
4
Faktorenanalyse
4
Structural break
4
Strukturbruch
4
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Multivariate Analyse
3
Multivariate analysis
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
ARMA model
2
ARMA-Modell
2
Autocorrelation
2
Autokorrelation
2
Bayesian estimation
2
Big Data
2
Big data
2
Factor model
2
Factor models
2
more ...
less ...
Online availability
All
Undetermined
29
Type of publication
All
Article
35
Type of publication (narrower categories)
All
Article in journal
35
Aufsatz in Zeitschrift
35
Language
All
English
35
Author
All
Patton, Andrew J.
4
Bauwens, Luc
2
Bollerslev, Tim
2
Boot, Tom
2
Carriero, Andrea
2
Kapetanios, George
2
Koop, Gary
2
Korobilis, Dimitris
2
Marcellino, Massimiliano
2
Pesaran, M. Hashem
2
Pick, Andreas
2
Quaedvlieg, Rogier
2
Angelico, Cristina
1
Bennedsen, Mikkel
1
Berrisch, Jonathan
1
Castle, Jennifer
1
Chen, Rui
1
Chen, Ying
1
Chevillon, Guillaume
1
Chudik, Alexander
1
Clark, Todd E.
1
Clements, Michael P.
1
Del Negro, Marco
1
Dias, Gustavo Fruet
1
Ding, Yashuang
1
Fan, Jianqing
1
Fan, Rui
1
Galvão, Ana Beatriz C.
1
Grossman, Valerie
1
Hallin, Marc
1
Hasegawa, Raiden B.
1
Hendry, David F.
1
Hsiao, Cheng
1
Kim, Hyun Hak
1
Koo, Bonsoo
1
Krüger, Daniel
1
La Vecchia, Davide
1
Laurent, Sébastien
1
Lee, Ji Hyung
1
Li, Degui
1
more ...
less ...
Published in...
All
Journal of econometrics
IMF Working Papers
170
International journal of forecasting
166
MPRA Paper
165
Working Paper
83
European journal of operational research : EJOR
81
ECB Working Paper
75
CEPR Discussion Papers
70
Journal of forecasting
70
Economic Review
66
Energy economics
56
International Journal of Energy Economics and Policy : IJEEP
49
Applied economics
48
Journal for Economic Forecasting
48
Technological forecasting & social change : an international journal
48
Management Science
47
Economic modelling
46
Working Paper Series / European Central Bank
44
Applied economics letters
39
International journal of production research
37
International journal of production economics
35
Working Papers / Federal Reserve Bank of St. Louis
34
Department of Economics working paper series
33
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
33
Discussion paper / Tinbergen Institute
31
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Econometric Institute Research Papers
30
Tinbergen Institute Discussion Paper
30
Finance and Economics Discussion Series
29
Management science : journal of the Institute for Operations Research and the Management Sciences
29
Marketing Science
29
Computational economics
28
FRBSF Economic Letter
28
International review of financial analysis
28
Tinbergen Institute Discussion Papers
28
Working Papers / Federal Reserve Bank of Philadelphia
27
International Journal of Forecasting
26
Monash Econometrics and Business Statistics Working Papers
26
Working Paper / Federal Reserve Bank of Atlanta
26
CESifo Working Paper
25
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A flexible semiparametric
forecasting
model for time series
Li, Degui
;
Linton, Oliver
;
Lu, Zu-di
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 345-357
Persistent link: https://www.econbiz.de/10011499465
Saved in:
2
Structural-break models under mis-specification : implications for
forecasting
Koo, Bonsoo
;
Seo, Myung Hwan
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 166-181
Persistent link: https://www.econbiz.de/10011500287
Saved in:
3
Data revisions and DSGE models
Galvão, Ana Beatriz C.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 215-232
Persistent link: https://www.econbiz.de/10011743799
Saved in:
4
Exploiting the errors : a simple approach for improved volatility
forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011610646
Saved in:
5
Modeling and
forecasting
(un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
6
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:
7
A multi-country approach to
forecasting
output growth using PMIs
Chudik, Alexander
;
Grossman, Valerie
;
Pesaran, M. Hashem
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 349-365
Persistent link: https://www.econbiz.de/10011704721
Saved in:
8
Dynamic prediction pools : an investigation of financial frictions and
forecasting
performance
Del Negro, Marco
;
Hasegawa, Raiden B.
;
Schorfheide, Frank
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 391-405
Persistent link: https://www.econbiz.de/10011704724
Saved in:
9
High-dimensional copula-based distributions with mixed frequency data
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 349-366
Persistent link: https://www.econbiz.de/10011704954
Saved in:
10
R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->