//--> //--> //--> //-->
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"
subject:"Prognoseverfahren"
~isPartOf:"CREATES research paper"
~isPartOf:"Computational economics"
~subject:"Volatility"
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
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Volatility
Estimation theory
367
Schätztheorie
367
Time series analysis
144
Zeitreihenanalyse
144
Forecasting model
88
Theorie
65
Theory
65
Estimation
55
Schätzung
54
Regression analysis
47
Regressionsanalyse
47
Nichtparametrisches Verfahren
35
Nonparametric statistics
35
Volatilität
31
ARCH model
29
ARCH-Modell
29
Stochastic process
28
Stochastischer Prozess
28
Monte Carlo simulation
27
Monte-Carlo-Simulation
27
Bootstrap approach
22
Bootstrap-Verfahren
22
Statistical test
22
Statistischer Test
22
Cointegration
21
Kointegration
21
Maximum likelihood estimation
21
Maximum-Likelihood-Schätzung
21
USA
19
United States
19
State space model
18
Statistical distribution
18
Statistische Verteilung
18
Zustandsraummodell
18
Capital income
17
Kapitaleinkommen
17
Bayes-Statistik
16
Bayesian inference
16
more ...
less ...
Online availability
All
Undetermined
33
Free
29
Type of publication
All
Article
86
Book / Working Paper
24
Type of publication (narrower categories)
All
Article in journal
86
Aufsatz in Zeitschrift
86
Arbeitspapier
24
Graue Literatur
24
Non-commercial literature
24
Working Paper
24
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
110
Author
All
Teräsvirta, Timo
4
Kouassi, Eugène
3
Silvennoinen, Annastiina
3
Andersen, Torben
2
Banerjee, Anurag Narayan
2
Chan, Ngai Hang
2
Chan, Wai-Sum
2
Cheung, Siu-hung
2
Hillebrand, Eric
2
Hounyo, Ulrich
2
Kristensen, Dennis
2
Kymn, Kern O.
2
Lee, Tae-hwy
2
Lunde, Asger
2
Sango, Joel
2
Shang, Han Lin
2
Taylor, James W.
2
Teubissi, Francis N.
2
Veraart, Almut E. D.
2
Abraham, Bovas
1
Ahumada, Hildegart A.
1
Aloy, Marcel
1
Amado, Cristina
1
An, Yang
1
Angelini, Giovanni
1
Ardia, David
1
Atici, Kazim Baris
1
Balakrishna, N.
1
Baltagi, Badi H.
1
Barbosa, Emanuel
1
Barndorff-Nielsen, Ole E.
1
Bartolucci, Francesco
1
Basu, Parantap
1
Ben-Zion, Uri
1
Bennedsen, Mikkel
1
Beveridge, Steve
1
Blanco-Fernández, Ángela
1
Bosson Brou, J. M.
1
Boylan, John
1
Brou, J. M. Bosson
1
more ...
less ...
Published in...
All
Journal of forecasting
CREATES research paper
Computational economics
Journal of econometrics
179
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Economics letters
44
Discussion paper / Tinbergen Institute
43
Journal of empirical finance
32
Econometric reviews
31
Econometric theory
24
Working paper / Department of Econometrics and Business Statistics, Monash University
24
Economic modelling
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
The econometrics journal
22
Quantitative finance
20
Journal of financial econometrics
18
Finance research letters
17
Journal of banking & finance
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of the American Statistical Association : JASA
15
Working papers / Rutgers University, Department of Economics
15
European journal of operational research : EJOR
14
Journal of risk and financial management : JRFM
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Econometrics : open access journal
13
Insurance / Mathematics & economics
13
International journal of theoretical and applied finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Working paper
13
Applied economics
12
Discussion paper
12
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
Discussion papers / CEPR
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Journal of mathematical finance
11
NBER Working Paper
11
NBER working paper series
11
Risks : open access journal
11
more ...
less ...
Source
All
ECONIS (ZBW)
110
Showing
1
-
10
of
110
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Weighted-Average Least Squares (WALS) : confidence and prediction intervals
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
- In:
Computational economics
61
(
2023
)
4
,
pp. 1637-1664
Persistent link: https://www.econbiz.de/10014327098
Saved in:
2
Penalized averaging of quantile forecasts from GARCH models with many exogenous predictors
Gooijer, Jan G. de
- In:
Computational economics
62
(
2023
)
1
,
pp. 407-424
Persistent link: https://www.econbiz.de/10014327543
Saved in:
3
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
4
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin
;
Ji, Kaiying
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
Saved in:
5
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
6
Bayesian estimation of economic simulation models using neural networks
Platt, Donovan
- In:
Computational economics
59
(
2022
)
2
,
pp. 599-650
Persistent link: https://www.econbiz.de/10013169024
Saved in:
7
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
8
A Markov chain model of crop conditions and intrayear crop yield forecasting
Stokes, Jeffrey R.
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 583-592
Persistent link: https://www.econbiz.de/10014532364
Saved in:
9
Empirical prediction intervals for additive Holt-Winters methods under misspecification
Yang, Boning
;
Tang, Xinyi
;
Yau, Chun Yip
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 754-770
Persistent link: https://www.econbiz.de/10014532381
Saved in:
10
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
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...
//-->