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isPartOf:"Applying maximum entropy to econometric problems"
subject:"Monte Carlo simulation"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Forecasting model"
~subject:"Statistischer Test"
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Search: subject_exact:"Estimation theory"
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Monte Carlo simulation
Forecasting model
Statistischer Test
Estimation theory
111
Schätztheorie
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Time series analysis
50
Zeitreihenanalyse
50
Estimation
35
Schätzung
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Abbara, Omar
1
Adkins, Lee Chester
1
Anatolyev, Stanislav
1
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Applying maximum entropy to econometric problems
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
248
International journal of forecasting
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
101
Economics letters
87
Econometric reviews
80
Journal of forecasting
72
Econometric theory
61
The econometrics journal
56
CEMMAP working papers / Centre for Microdata Methods and Practice
55
Discussion paper / Tinbergen Institute
45
Working paper / Department of Econometrics and Business Statistics, Monash University
39
Cowles Foundation discussion paper
35
Computational economics
32
Econometrics : open access journal
32
Economic modelling
31
Journal of the American Statistical Association : JASA
31
Applied economics letters
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
30
Cowles Foundation Discussion Paper
26
Working paper
26
Applied economics
25
CREATES research paper
23
European journal of operational research : EJOR
23
NBER Working Paper
21
Quantitative economics : QE ; journal of the Econometric Society
21
Discussion paper series / IZA
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Insurance / Mathematics & economics
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Discussion paper
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
19
NBER working paper series
19
Discussion paper / Center for Economic Research, Tilburg University
18
Journal of empirical finance
18
Journal of time series econometrics
18
Working paper / National Bureau of Economic Research, Inc.
18
Finance research letters
16
Oxford bulletin of economics and statistics
16
Empirical economics : a quarterly journal of the Institute for Advanced Studies
15
Journal of financial econometrics
15
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Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Approximate Bayesian inference for agent-based models in economics : a case study
Lux, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 423-447
Persistent link: https://www.econbiz.de/10014372903
Saved in:
3
A new test for non-linear hypotheses under distributional and local parametric misspecification
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 669-685
Persistent link: https://www.econbiz.de/10014506833
Saved in:
4
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
5
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
6
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Shang, Han Lin
;
Zhang, Xibin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 55-71
Persistent link: https://www.econbiz.de/10013334620
Saved in:
7
Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni
;
Dufays, Arnaud
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
Saved in:
8
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
9
A parametric stationarity test with smooth breaks
Tsong, Ching-Chuan
;
Lee, Cheng-Feng
;
Tsai, Li Ju
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054883
Saved in:
10
Testing for misspecification in the short-run component of GARCH-type models
Chuffart, Thomas
;
Flachaire, Emmanuel
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011965362
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