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language:"eng"
subject:"Prognoseverfahren"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Statistical inference"
~subject:"Structural break"
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Prognoseverfahren
Statistical inference
Structural break
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
14
Cointegration
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Kointegration
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Statistical test
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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-Kette
9
Stochastic process
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Stochastischer Prozess
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Forecasting model
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Monte Carlo simulation
8
Monte-Carlo-Simulation
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cointegration
8
Nichtlineare Regression
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Nonlinear regression
7
Statistical distribution
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Statistische Verteilung
7
Strukturbruch
7
VAR model
7
VAR-Modell
7
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English
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Schweikert, Karsten
2
Abbara, Omar
1
Anatolyev, Stanislav
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Chen, Haiqiang
1
Chong, Terence Tai-Leung
1
Donayre, Luiggi
1
Donfack, Morvan Nongni
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Dufays, Arnaud
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Eo, Yunjong
1
Ericsson, Neil R.
1
Escribano, Álvaro
1
Kristensen, Johannes Tang
1
Kruse, Robinson
1
Lahiri, Kajal
1
Lee, Cheng-Feng
1
Lee, Junsoo
1
Licht, Adrian
1
Liu, Wei
1
Maynard, Alex S.
1
Meng, Ming
1
Morley, James C.
1
Noriega-Muro, Antonio E.
1
Paccagnini, Alessia
1
Payne, James E.
1
Schmidt, Alexander
1
Staněk, Filip
1
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1
Tsong, Ching-Chuan
1
Ventosa-Santaulària, Daniel
1
Wong, Tsz-Nga
1
Yan, Isabel K. M.
1
Yang, Liu
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
176
International journal of forecasting
113
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
88
Journal of forecasting
73
CEMMAP working papers / Centre for Microdata Methods and Practice
56
Economics letters
47
Econometric theory
37
The econometrics journal
36
Econometric reviews
35
Journal of the American Statistical Association : JASA
31
Cowles Foundation Discussion Paper
30
Working paper / Department of Econometrics and Business Statistics, Monash University
29
Discussion paper / Tinbergen Institute
28
Cowles Foundation discussion paper
23
CREATES research paper
20
Quantitative economics : QE ; journal of the Econometric Society
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
19
Applied economics letters
18
Working paper
18
NBER working paper series
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Finance research letters
15
Insurance / Mathematics & economics
15
Applied economics
14
Econometrics : open access journal
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
14
Journal of empirical finance
14
CESifo working papers
13
Discussion paper series / IZA
13
Economic modelling
13
European journal of operational research : EJOR
13
Journal of time series econometrics
13
NBER Working Paper
13
Computational economics
12
Journal of financial econometrics
12
Journal of applied econometrics
11
Working papers / Rutgers University, Department of Economics
11
Working papers series in theoretical and applied 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
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:
3
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:
4
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:
5
Multiple structural breaks in cointegrating regressions : a model selection approach
Schmidt, Alexander
;
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 219-254
Persistent link: https://www.econbiz.de/10013334688
Saved in:
6
Testing for cointegration with threshold adjustment in the presence of structural breaks
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406026
Saved in:
7
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:
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
Changes in persistence, spurious regressions and the Fisher hypothesis
Kruse, Robinson
;
Ventosa-Santaulària, Daniel
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011708765
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