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language:"eng"
subject:"Prognoseverfahren"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Monte-Carlo-Simulation"
~subject:"Statistical inference"
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Prognoseverfahren
Monte-Carlo-Simulation
Statistical inference
Estimation theory
103
Schätztheorie
103
Time series analysis
50
Zeitreihenanalyse
50
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatility
17
Volatilität
17
Regression analysis
14
Regressionsanalyse
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Cointegration
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Kointegration
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Statistical test
11
Statistischer Test
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Capital income
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Kapitaleinkommen
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Markov chain
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Markov-Kette
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Stochastic process
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Stochastischer Prozess
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Forecasting model
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Monte Carlo simulation
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cointegration
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Nichtlineare Regression
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Nonlinear regression
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Statistical distribution
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Statistische Verteilung
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Structural break
7
Strukturbruch
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VAR model
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VAR-Modell
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Börsenkurs
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English
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Abbara, Omar
1
Anatolyev, Stanislav
1
Baruník, Jozef
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Chang, Sheng-kai
1
Chen, Haiqiang
1
Chong, Terence Tai-Leung
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Croux, Christophe
1
Donayre, Luiggi
1
Donfack, Morvan Nongni
1
Dufays, Arnaud
1
Enders, Walter
1
Eo, Yunjong
1
Escribano, Álvaro
1
Falk, Barry
1
Hou, Weijie
1
Jensen, Mark J.
1
Kraicová, Lucie
1
Kristensen, Johannes Tang
1
Lahiri, Kajal
1
Licht, Adrian
1
Liu, Wei
1
Lux, Thomas
1
Maynard, Alex S.
1
Morley, James C.
1
Paccagnini, Alessia
1
Reusens, Peter
1
Shang, Han Lin
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Siklos, Pierre L.
1
Song, Yuping
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Staněk, Filip
1
Wong, Tsz-Nga
1
Yan, Isabel K. M.
1
Yang, Liu
1
Zevallos, Mauricio
1
Zhang, Xibin
1
Zhou, Shengyi
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
189
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
102
Journal of forecasting
72
CEMMAP working papers / Centre for Microdata Methods and Practice
61
Economics letters
55
Econometric reviews
42
The econometrics journal
41
Econometric theory
39
Discussion paper / Tinbergen Institute
37
Journal of the American Statistical Association : JASA
37
Working paper / Department of Econometrics and Business Statistics, Monash University
32
Computational economics
31
Cowles Foundation Discussion Paper
31
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
NBER working paper series
24
Cowles Foundation discussion paper
23
NBER Working Paper
23
Working paper
23
Applied economics
21
European journal of operational research : EJOR
21
CREATES research paper
20
Discussion paper series / IZA
20
Quantitative economics : QE ; journal of the Econometric Society
20
Applied economics letters
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
19
Economic modelling
19
Econometrics : open access journal
18
Insurance / Mathematics & economics
18
Working paper / National Bureau of Economic Research, Inc.
18
CESifo working papers
15
Finance research letters
15
Journal of empirical finance
15
Journal of financial econometrics
14
Risks : open access journal
14
Discussion papers / CEPR
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Working papers / Rutgers University, Department of Economics
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ECONIS (ZBW)
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1
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
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:
4
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:
5
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:
6
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:
7
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:
8
Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples
Donayre, Luiggi
;
Eo, Yunjong
;
Morley, James C.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011886522
Saved in:
9
Estimation and inference of threshold regression models with measurement errors
Chong, Terence Tai-Leung
;
Chen, Haiqiang
;
Wong, Tsz-Nga
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011897392
Saved in:
10
Detecting time variation in the price puzzle : a less informative prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011743732
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