//--> //--> //--> //-->
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 forecasting"
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
Monte Carlo smoothing for nonl...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
331
Zeitreihenanalyse
331
Forecasting model
291
Prognoseverfahren
291
Theorie
256
Theory
256
Estimation theory
125
Schätztheorie
125
Estimation
60
Schätzung
60
Volatility
43
Volatilität
43
Capital income
31
Kapitaleinkommen
31
ARCH model
30
ARCH-Modell
30
Regression analysis
28
Regressionsanalyse
28
USA
28
United States
28
forecasting
28
Bayes-Statistik
27
Bayesian inference
27
Markov chain
26
Markov-Kette
26
Nichtlineare Regression
25
Nonlinear regression
25
State space model
25
Zustandsraummodell
25
Economic forecast
23
Forecast
23
Prognose
23
Wirtschaftsprognose
23
Börsenkurs
22
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Share price
22
VAR model
19
VAR-Modell
19
Autocorrelation
18
more ...
less ...
Online availability
All
Undetermined
99
Free
15
Type of publication
All
Article
426
Type of publication (narrower categories)
All
Article in journal
426
Aufsatz in Zeitschrift
426
Collection of articles of several authors
4
Sammelwerk
4
Conference proceedings
1
Konferenzschrift
1
Language
All
English
426
Author
All
Franses, Philip Hans
8
Brooks, Chris
5
Chan, Wai-Sum
5
Chen, Cathy W. S.
5
García-Ferrer, Antonio
5
Gil-Alaña, Luis A.
4
Gupta, Rangan
4
Hall, Stephen G.
4
Kunst, Robert M.
4
Peña, Daniel
4
Pittis, Nikitas
4
Caporale, Guglielmo Maria
3
Chan, Ngai Hang
3
Cheung, Siu-hung
3
Costantini, Mauro
3
Guerrero, Víctor M.
3
Kouassi, Eugène
3
Lee, Jack C.
3
Liu, Lon-mu
3
Mills, Terence C.
3
Ravishanker, Nalini
3
Shang, Han Lin
3
Smith, Jim Q.
3
So, Mike Ka-pui
3
Souza, Reinaldo Castro
3
Tavlas, George S.
3
Taylor, James W.
3
Abraham, Bovas
2
Banerjee, Anurag Narayan
2
Billio, Monica
2
Biswas, Atanu
2
Brännäs, Kurt
2
Busetti, Fabio
2
Cai, Yuzhi
2
Chen, Langnan
2
Chen, Rong
2
Chen, Yi-ting
2
Clements, Michael P.
2
Dua, Pami
2
Ferrara, Laurent
2
more ...
less ...
Published in...
All
Journal of forecasting
Journal of econometrics
2,181
Economics letters
1,365
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
930
Econometric theory
903
International journal of forecasting
690
Econometric reviews
618
Discussion paper / Tinbergen Institute
592
Applied economics
518
NBER Working Paper
486
NBER working paper series
461
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
436
CEMMAP working papers / Centre for Microdata Methods and Practice
433
Economic modelling
432
Applied economics letters
420
Working paper
386
Journal of applied econometrics
384
Journal of the American Statistical Association : JASA
374
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
372
Working paper / National Bureau of Economic Research, Inc.
364
The econometrics journal
346
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
339
Working paper / Department of Econometrics and Business Statistics, Monash University
333
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
319
European journal of operational research : EJOR
316
Série des documents de travail / Centre de Recherche en Économie et Statistique
296
Oxford bulletin of economics and statistics
293
Cowles Foundation discussion paper
286
Energy economics
283
Computational economics
252
CREATES research paper
250
CESifo working papers
246
Discussion paper series / IZA
242
Journal of economic dynamics & control
238
Discussion paper / Center for Economic Research, Tilburg University
236
Discussion paper
233
Econometrics : open access journal
221
The review of economics and statistics
210
Journal of quantitative economics : official journal of the Indian Econometric Society
198
Discussion paper / Centre for Economic Policy Research
197
more ...
less ...
Source
All
ECONIS (ZBW)
426
Showing
1
-
10
of
426
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A robust test for threshold-type nonlinearity in multivariate time series analysis
Chan, Wai-Sum
;
Cheung, Siu-hung
;
Chow, Wai Kit
;
Zhang, …
- In:
Journal of forecasting
34
(
2015
)
6
,
pp. 441-454
Persistent link: https://www.econbiz.de/10011342703
Saved in:
2
Efficient multistep forecast procedures for multivariate time series
Jouini, Tarek
- In:
Journal of forecasting
34
(
2015
)
7
,
pp. 604-618
Persistent link: https://www.econbiz.de/10011390494
Saved in:
3
Forecasting simultaneously high-dimensional time series : a robust model-based clustering approach
Wang, Yongning
;
Tsay, Ruey S.
;
Ledolter, Johannes
; …
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 673-684
Persistent link: https://www.econbiz.de/10010344465
Saved in:
4
A robust cusum test for SETAR-type nonlinearity in time series
Petruccelli, Joseph D.
;
Onofrei, Alina
;
Wilbur, Jayson D.
- In:
Journal of forecasting
28
(
2009
)
3
,
pp. 266-276
Persistent link: https://www.econbiz.de/10003823249
Saved in:
5
Nonlinear forecasting using factor-augmented models
Giovannetti, Bruno
- In:
Journal of forecasting
32
(
2013
)
1
,
pp. 32-40
Persistent link: https://www.econbiz.de/10009758729
Saved in:
6
Building neural network models for time series : a statistical approach
Medeiros, Marcelo C.
;
Teräsvirta, Timo
;
Rech, Gianluigi
- In:
Journal of forecasting
25
(
2006
)
1
,
pp. 49-75
Persistent link: https://www.econbiz.de/10003268447
Saved in:
7
Unemployment variation over the business cycles : a comparison of forecasting models
Moshiri, Saeed
;
Brown, Laura
- In:
Journal of forecasting
23
(
2004
)
7
,
pp. 497-511
Persistent link: https://www.econbiz.de/10002431279
Saved in:
8
A forecasting procedure for nonlinear autoregressive time series models
Cai, Yuzhi
- In:
Journal of forecasting
24
(
2005
)
5
,
pp. 335-352
Persistent link: https://www.econbiz.de/10003070039
Saved in:
9
On SETAR non-linearity and forecasting
Clements, Michael P.
;
Franses, Philip Hans
;
Smith, Jeremy
; …
- In:
Journal of forecasting
22
(
2003
)
5
,
pp. 359-375
Persistent link: https://www.econbiz.de/10001781684
Saved in:
10
Asymmetries in conditional mean and variance : modelling stock returns by asMA-asQGARCH
Brännäs, Kurt
;
Gooijer, Jan G. de
- In:
Journal of forecasting
23
(
2004
)
3
,
pp. 155-171
Persistent link: https://www.econbiz.de/10002027340
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...
//-->