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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:"Time series analysis"
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Prognoseverfahren
Statistical inference
Time series analysis
Estimation theory
103
Schätztheorie
103
Zeitreihenanalyse
50
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatility
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Volatilität
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Regression analysis
14
Regressionsanalyse
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Cointegration
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Kointegration
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Statistical test
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Nichtparametrisches Verfahren
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cointegration
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Nichtlineare Regression
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Nonlinear regression
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7
Strukturbruch
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6
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Li, Jing
2
Teräsvirta, Timo
2
Abbara, Omar
1
Anatolyev, Stanislav
1
Baillie, Richard
1
Banerjee, Anurag Narayan
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Baruník, Jozef
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Bekiros, Stelios
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Blazsek, Szabolcs
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Carnero, M. Angeles
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Chen, Haiqiang
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Chuffart, Thomas
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Croux, Christophe
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1
Dagum, Estela Bee
1
De Angelis, Luca
1
Donayre, Luiggi
1
Donfack, Morvan Nongni
1
Dufays, Arnaud
1
Dungey, Mardi H.
1
Enders, Walter
1
Eo, Yunjong
1
Ericsson, Neil R.
1
Escribano, Álvaro
1
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Flachaire, Emmanuel
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Hungnes, Håvard
1
Iglesias, Emma M.
1
Jensen, Mark J.
1
Jewson, Stephen
1
Jong, Robert M. de
1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
428
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
196
Econometric theory
183
Economics letters
159
International journal of forecasting
131
Discussion paper / Tinbergen Institute
112
Journal of forecasting
101
Econometric reviews
99
CREATES research paper
74
Working paper / Department of Econometrics and Business Statistics, Monash University
72
CEMMAP working papers / Centre for Microdata Methods and Practice
70
Journal of the American Statistical Association : JASA
63
Cowles Foundation discussion paper
61
The econometrics journal
60
Applied economics letters
56
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
53
Econometrics : open access journal
53
NBER Working Paper
50
Cowles Foundation Discussion Paper
49
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
44
Applied economics
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
Journal of time series econometrics
42
Computational economics
40
Economic modelling
40
NBER working paper series
40
Journal of applied econometrics
39
Journal of empirical finance
33
Working paper
33
EUI working paper / ECO
31
Oxford bulletin of economics and statistics
30
Série des documents de travail / Centre de Recherche en Économie et Statistique
30
SFB 649 discussion paper
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Quantitative economics : QE ; journal of the Econometric Society
27
Working paper series
27
Discussion paper / Center for Economic Research, Tilburg University
25
Working paper / National Bureau of Economic Research, Inc.
25
Discussion paper
24
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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
Selecting between causal and noncausal models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
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
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:
6
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
7
On the performance of information criteria for model identification of count time series
Weiß, Christian H.
;
Feld, Martin H.-J. M.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012198497
Saved in:
8
Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations : applications to technology shocks
Lovcha, Yuliya
;
Perez-Laborda, Alejandro
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012198499
Saved in:
9
A threshold mixed count time series model : estimation and application
Dungey, Mardi H.
;
Martin, Vance
;
Tang, Chrismin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012198537
Saved in:
10
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
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