//--> //--> //--> //-->
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
~subject:"Schätzung"
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 stochastic variance factor m...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Schätzung
Theorie
98
Theory
98
Forecasting model
82
Prognoseverfahren
82
Time series analysis
77
Zeitreihenanalyse
77
Estimation
72
Estimation theory
70
Schätztheorie
70
VAR model
47
VAR-Modell
47
Großbritannien
40
United Kingdom
40
Panel
35
Panel study
35
Nichtlineare Regression
33
Nonlinear regression
33
Factor analysis
31
Faktorenanalyse
31
Monte Carlo simulation
29
Monte-Carlo-Simulation
29
Regression analysis
29
Regressionsanalyse
29
USA
29
United States
29
Bayes-Statistik
24
Bayesian inference
24
Einheitswurzeltest
22
Unit root test
22
Economic forecast
21
Wirtschaftsprognose
21
Cointegration
19
Kointegration
19
Neural networks
18
Neuronale Netze
18
Structural break
18
Strukturbruch
18
State space model
17
Volatility
17
more ...
less ...
Online availability
All
Free
25
Undetermined
18
Type of publication
All
Book / Working Paper
42
Article
30
Type of publication (narrower categories)
All
Graue Literatur
41
Non-commercial literature
41
Arbeitspapier
40
Working Paper
40
Article in journal
29
Aufsatz in Zeitschrift
29
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
72
Author
All
Kapetanios, George
62
Cipollini, Andrea
15
Chortareas, Georgios E.
12
Pesaran, M. Hashem
10
Giraitis, Liudas
8
Marcellino, Massimiliano
7
Bailey, Natalia
6
Price, Simon
6
Baillie, Richard
5
Yates, Anthony
5
Dendramis, Yiannis
4
Tzavalis, Elias
4
Calonaci, Fabio
3
Parla, Fabio
3
Bakhshi, Hasan
2
Caporale, Guglielmo Maria
2
Diebold, Francis X.
2
Kim, Kun Ho
2
Muzzioli, Silvia
2
Theodoridis, Konstantinos
2
Uctum, Merih
2
Venditti, Fabrizio
2
Young, Garry
2
Arestis, Philip
1
Aslanidis, Nektarios
1
Bai, Yu
1
Caloia, Francesco Giuseppe
1
Camba-Méndez, Gonzalo
1
Chaleampong Kongcharoen
1
Christiansen, Charlotte
1
Eissa, Mohamed Abdelaziz
1
Lo Cascio, Iolanda
1
Magkonis, Georgios
1
Massacci, Daniele
1
Millard, Stephen Patrick
1
Petrova, Katerina
1
Serlenga, Laura
1
Shin, Yongcheol
1
Tasiou, Menelaos
1
Ventouri, Alexia
1
more ...
less ...
Institution
All
Queen Mary College / Department of Economics
7
National Bureau of Economic Research
1
National Institute of Economic and Social Research
1
University of Cambridge / Department of Applied Economics
1
University of Cambridge / Faculty of Economics
1
Published in...
All
Working paper
18
CAMA working paper series
4
CESifo working papers
3
Journal of empirical finance
3
Working papers / Bank of England
3
Cambridge working papers in economics
2
Discussion papers / CEPR
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of forecasting
2
International review of financial analysis
2
Journal of applied econometrics
2
Journal of econometrics
2
The Manchester School
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Applied economics
1
CEFIN working papers
1
DAE working paper
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper series / IZA
1
Discussion papers / National Institute of Economic and Social Research
1
Eastern economic journal
1
Econometric theory
1
Finance research letters
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of housing economics
1
Journal of international money and finance
1
Journal of risk and financial management : JRFM
1
NBER working paper series
1
Oxford bulletin of economics and statistics
1
Staff working papers / Bank of England
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Temi di discussione / Banca d'Italia
1
The European journal of finance
1
The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
1
more ...
less ...
Source
All
ECONIS (ZBW)
72
Showing
1
-
10
of
72
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting financial crises and contagion in Asia using dynamic factor analysis
Cipollini, Andrea
;
Kapetanios, George
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 188-200
Persistent link: https://www.econbiz.de/10003839250
Saved in:
2
A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
;
Kapetanios, George
- In:
Economics letters
100
(
2008
)
1
,
pp. 130-134
Persistent link: https://www.econbiz.de/10003747500
Saved in:
3
Forecasting financial crises and contagion in Asia using dynamic factor analysis
Cipollini, Andrea
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808222
Saved in:
4
A dynamic factor analysis of financial contagion in Asia
Cipollini, Andrea
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868040
Saved in:
5
A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
Saved in:
6
Volatility co-movements : a time-scale decomposition analysis
Cipollini, Andrea
;
Lo Cascio, Iolanda
;
Muzzioli, Silvia
- In:
Journal of empirical finance
34
(
2015
),
pp. 34-44
Persistent link: https://www.econbiz.de/10011556988
Saved in:
7
Does inflation targeting affect the trade-off between output gap and inflation variability?
Arestis, Philip
;
Caporale, Guglielmo Maria
;
Cipollini, …
- In:
The Manchester School
70
(
2002
)
4
,
pp. 528-545
Persistent link: https://www.econbiz.de/10001686410
Saved in:
8
Testing for government intertemporal solvency : a smooth transition error correction model approach
Cipollini, Andrea
- In:
The Manchester School
69
(
2001
)
6
,
pp. 643-655
Persistent link: https://www.econbiz.de/10001625394
Saved in:
9
The euro and monetary policy transparency
Caporale, Guglielmo Maria
;
Cipollini, Andrea
- In:
Eastern economic journal
28
(
2002
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10001671019
Saved in:
10
Housing market shocks in italy : a GVAR approach
Cipollini, Andrea
;
Parla, Fabio
- In:
Journal of housing economics
50
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012653443
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->