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
A method for predicting VaR by...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
1,608
Theory
1,608
Estimation theory
741
Schätztheorie
741
Zeitreihenanalyse
676
Time series analysis
673
Forecasting model
280
Prognoseverfahren
280
Estimation
274
Schätzung
271
Volatility
228
Volatilität
228
Nichtparametrisches Verfahren
213
Nonparametric statistics
213
Regression analysis
187
Regressionsanalyse
187
Statistical test
181
Statistischer Test
181
Statistical distribution
169
Statistische Verteilung
169
Stochastic process
158
Stochastischer Prozess
158
VAR model
125
VAR-Modell
125
Panel
121
Panel study
121
Cointegration
117
Kointegration
116
Bayes-Statistik
115
Bayesian inference
115
USA
108
United States
108
Bootstrap approach
105
Bootstrap-Verfahren
105
Capital income
103
Kapitaleinkommen
103
ARCH model
96
ARCH-Modell
96
Einheitswurzeltest
96
Unit root test
96
more ...
less ...
Online availability
All
Undetermined
640
Type of publication
All
Article
2,130
Book / Working Paper
44
Type of publication (narrower categories)
All
Article in journal
2,144
Aufsatz in Zeitschrift
2,144
Collection of articles of several authors
56
Sammelwerk
56
Konferenzschrift
17
Conference paper
13
Conference proceedings
13
Konferenzbeitrag
13
Festschrift
12
Aufsatzsammlung
7
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
more ...
less ...
Language
All
English
2,173
Undetermined
1
Author
All
Phillips, Peter C. B.
49
Linton, Oliver
30
Taylor, Robert
27
Ghysels, Eric
21
Swanson, Norman R.
21
Timmermann, Allan
20
Gouriéroux, Christian
19
Koop, Gary
18
Pesaran, M. Hashem
18
Lee, Lung-fei
17
Park, Joon Y.
17
Bollerslev, Tim
16
Robinson, Peter M.
16
Todorov, Viktor
16
Xiao, Zhijie
16
Yu, Jun
16
Corradi, Valentina
15
Diebold, Francis X.
15
Tauchen, George Eugene
15
Aït-Sahalia, Yacine
14
Dufour, Jean-Marie
14
Leybourne, Stephen James
14
Li, Qi
14
McAleer, Michael
14
Renault, Eric
14
Andersen, Torben
13
Chen, Xiaohong
13
Elliott, Graham
13
Granger, C. W. J.
13
Hsiao, Cheng
13
Schmidt, Peter
13
White, Halbert
13
Dijk, Herman K. van
12
Gao, Jiti
12
Hong, Yongmiao
12
Inoue, Atsushi
12
Patton, Andrew J.
12
Baltagi, Badi H.
11
Chib, Siddhartha
11
Koopman, Siem Jan
11
more ...
less ...
Institution
All
(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of econometrics
NBER working paper series
7,207
Working paper / National Bureau of Economic Research, Inc.
6,761
NBER Working Paper
6,560
Economics letters
5,669
European journal of operational research : EJOR
5,176
Discussion paper / Centre for Economic Policy Research
4,760
CESifo working papers
3,867
Working paper
3,213
Journal of economic theory
2,895
Discussion paper / Tinbergen Institute
2,631
Journal of economic dynamics & control
2,566
The American economic review
2,390
Computers & operations research : and their applications to problems of world concern ; an international journal
2,359
Discussion paper series / IZA
2,312
Journal of economic behavior & organization : JEBO
2,258
Europäische Hochschulschriften / 5
2,185
Economic modelling
2,118
Applied economics
2,116
International journal of production research
2,046
CESifo Working Paper
1,985
European economic review : EER
1,978
Discussion paper
1,950
Games and economic behavior
1,867
The economic journal : the journal of the Royal Economic Society
1,832
International journal of forecasting
1,830
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,818
SpringerLink / Bücher
1,789
Journal of public economics
1,748
Discussion paper / Center for Economic Research, Tilburg University
1,701
CESifo Working Paper Series
1,675
IMF working papers
1,644
Journal of banking & finance
1,612
Management science : journal of the Institute for Operations Research and the Management Sciences
1,603
IZA Discussion Paper
1,552
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,527
Energy economics
1,504
Journal of monetary economics
1,482
Applied economics letters
1,460
Discussion papers / CEPR
1,458
more ...
less ...
Source
All
ECONIS (ZBW)
2,173
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
2,174
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Infinite Markov pooling of predictive distributions
Jin, Xin
;
Maheu, John M.
;
Yang, Qiao
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 302-321
Persistent link: https://www.econbiz.de/10013441752
Saved in:
3
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
4
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
5
Large time-varying parameter VARs
Koop, Gary
;
Korobilis, Dimitris
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 185-198
Persistent link: https://www.econbiz.de/10010254877
Saved in:
6
Bayesian compressed vector autoregressions
Koop, Gary
;
Korobilis, Dimitris
;
Pettenuzzo, Davide
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10012303386
Saved in:
7
Adaptive hierarchical priors for high-dimensional vector autoregressions
Korobilis, Dimitris
;
Pettenuzzo, Davide
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 241-271
Persistent link: https://www.econbiz.de/10012303926
Saved in:
8
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:
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
Testing for Granger causality in large mixed-frequency VARs
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Smeekes, Stephan
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 418-432
Persistent link: https://www.econbiz.de/10011704990
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...
