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~subject:"Schätztheorie"
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Comparison of misspecification...
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Schätztheorie
Zeitreihenanalyse
29,755
Time series analysis
28,733
Theorie
19,228
Theory
18,671
ARCH-Modell
10,588
ARCH model
10,407
Schätzung
9,311
Estimation
9,097
Volatilität
8,789
Volatility
8,663
Estimation theory
8,298
Prognoseverfahren
8,191
Forecasting model
7,997
Statistischer Test
6,715
Modellierung
6,506
Statistical test
6,402
Scientific modelling
5,872
USA
4,432
United States
4,259
Börsenkurs
3,996
Share price
3,912
Kapitaleinkommen
3,859
Capital income
3,842
Aktienmarkt
2,887
Stock market
2,851
Kointegration
2,719
Cointegration
2,673
Welt
2,217
VAR-Modell
2,208
Konjunktur
2,205
World
2,173
VAR model
2,163
Stochastischer Prozess
2,142
Business cycle
2,127
Stochastic process
2,069
Wechselkurs
1,879
Exchange rate
1,834
Bayes-Statistik
1,830
Nichtparametrisches Verfahren
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Free
3,215
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1,616
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Book / Working Paper
4,509
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3,894
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2
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Article in journal
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Collection of articles of several authors
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Phillips, Peter C. B.
124
Gao, Jiti
79
Koopman, Siem Jan
59
Linton, Oliver
46
Teräsvirta, Timo
46
Andrews, Donald W. K.
45
Lütkepohl, Helmut
44
Johansen, Søren
43
Franses, Philip Hans
42
Kapetanios, George
42
Nielsen, Morten Ørregaard
41
Pesaran, M. Hashem
40
Sentana, Enrique
39
Swanson, Norman R.
39
McAleer, Michael
35
Dufour, Jean-Marie
34
Engle, Robert F.
34
Stock, James H.
34
Sun, Yixiao
34
Zakoïan, Jean-Michel
32
Francq, Christian
31
Lucas, André
31
Rahbek, Anders
31
Harvey, Andrew C.
30
Koop, Gary
30
Perron, Pierre
30
White, Halbert
30
Kristensen, Dennis
29
Li, Degui
29
Robinson, Peter M.
29
Cai, Zongwu
28
Sibbertsen, Philipp
28
Chen, Xiaohong
27
Fiorentini, Gabriele
27
Watson, Mark W.
27
Leybourne, Stephen James
26
Nelson, Daniel B.
26
Taylor, Robert
26
Baltagi, Badi H.
25
Inoue, Atsushi
25
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National Bureau of Economic Research
68
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
26
Ekonomiska forskningsinstitutet <Stockholm>
22
OECD
19
European University Institute / Department of Economics
12
Umeå universitet
12
Organisation for Economic Co-operation and Development
11
Centre for Quantitative Economics & Computing
8
Escola de Pós-Graduação em Economia <Rio de Janeiro>
8
Umeå Universitet / Institutionen för Nationalekonomi
6
Center for Economic Research <Tilburg>
5
Birkbeck College / Department of Economics
4
London School of Economics and Political Science
4
State University of New York at Albany / Department of Economics
4
Econometrisch Instituut <Rotterdam>
3
European University Institute / Department of Law
3
University of Chicago / Graduate School of Business
3
University of Exeter / Department of Economics
3
University of New England / Department of Econometrics
3
Aarhus Universitet / Afdeling for Nationaløkonomi
2
Centre for Analytical Finance <Århus>
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Board of Governors
2
Federal Reserve System / Division of Research and Statistics
2
Forschungsinstitut zur Zukunft der Arbeit
2
International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
Københavns Universitet / Økonomisk Institut
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Nationalekonomiska Institutionen <Lund>
2
North Atlantic University Union
2
Shakai-Keizai-Kenkyūsho <Osaka>
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
University of California, San Diego / Department of Economics
2
University of Warwick / Department of Economics
2
University of York / Department of Economics and Related Studies
2
Universität Basel / Institut für Statistik und Ökonometrie
2
World Health Organization
2
Amsterdams Instituut voor ArbeidsStudies
1
Australasian Economic Modelling Conference <1992, Cairns>
1
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Journal of econometrics
493
Econometric theory
230
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
207
Economics letters
204
Econometric reviews
153
Discussion paper / Tinbergen Institute
123
The econometrics journal
85
CEMMAP working papers / Centre for Microdata Methods and Practice
78
Working paper / Department of Econometrics and Business Statistics, Monash University
78
International journal of forecasting
77
CREATES research paper
73
Cowles Foundation discussion paper
71
Econometrics : open access journal
71
Journal of forecasting
68
Applied economics letters
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
58
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
58
NBER Working Paper
55
Economic modelling
53
Journal of the American Statistical Association : JASA
51
Cowles Foundation Discussion Paper
49
Computational economics
45
Journal of time series econometrics
43
Applied economics
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
NBER working paper series
41
Série des documents de travail / Centre de Recherche en Économie et Statistique
41
Discussion paper / Center for Economic Research, Tilburg University
39
Journal of applied econometrics
39
Quantitative economics : QE ; journal of the Econometric Society
38
Journal of empirical finance
37
Discussion paper
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
SFB 649 discussion paper
33
Working paper
33
Working paper series
31
Oxford bulletin of economics and statistics
29
EUI working paper / ECO
28
Discussion paper / Department of Economics, University of California San Diego
27
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ECONIS (ZBW)
8,301
EconStor
95
USB Cologne (EcoSocSci)
8
ArchiDok
1
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Residual-based rank specification tests for AR-GARCH type models
Andreou, Elena
;
Werker, Bas J. M.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 305-331
Persistent link: https://www.econbiz.de/10011348447
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2
Specification tests for GARCH processes
Cavaliere, Giuseppe
;
Perera, Indeewara
;
Rahbek, Anders
-
2021
Persistent link: https://www.econbiz.de/10012627489
Saved in:
3
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 347-364
Persistent link: https://www.econbiz.de/10011649097
Saved in:
4
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011777143
Saved in:
5
A general approach to conditional moment specification testing with projections
Wang, Xuexin
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 140-165
Persistent link: https://www.econbiz.de/10012038162
Saved in:
6
Distribution-free specification tests for dynamic linear models
Delgado, Miguel A.
;
Hidalgo, Javier
;
Velasco, Carlos
- In:
The econometrics journal
12
(
2009
),
pp. 105-134
Persistent link: https://www.econbiz.de/10003876439
Saved in:
7
Hahn–Hausman test as a specification test
Lee, Yoonseok
;
Okui, Ryo
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 133-139
Persistent link: https://www.econbiz.de/10009551430
Saved in:
8
Specification test for missing functional data
Bianchi, Francesco
-
2011
Persistent link: https://www.econbiz.de/10009559389
Saved in:
9
Smooth tests of copula specifications
Lin, Juan
;
Wu, Ximing
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 128-143
Persistent link: https://www.econbiz.de/10011389984
Saved in:
10
Specification test for missing functional data
Bugni, Federico A.
- In:
Econometric theory
28
(
2012
)
5
,
pp. 959-1002
Persistent link: https://www.econbiz.de/10009714727
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