//--> //--> //--> //-->
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
person:"Franses, Philip Hans"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~person:"Guérin, Pierre"
~person:"Lucas, André"
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"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Estimation
21
Schätzung
21
Theorie
14
Theory
14
Time series analysis
11
Forecasting model
8
Prognoseverfahren
8
Markov chain
5
Markov-Kette
5
Volatility
5
Volatilität
5
Bayes-Statistik
4
Bayesian inference
4
Capital income
4
Euro area
4
Eurozone
4
Frühindikator
4
Kapitaleinkommen
4
Leading indicator
4
Statistical distribution
4
Statistische Verteilung
4
VAR model
4
VAR-Modell
4
Business cycle
3
EU countries
3
EU-Staaten
3
Estimation theory
3
Financial market
3
Finanzmarkt
3
Forecasting
3
Konjunktur
3
MIDAS
3
Markov-switching
3
Oil price
3
Schätztheorie
3
USA
3
United States
3
Ölpreis
3
Correlation
2
more ...
less ...
Online availability
All
Undetermined
Free
24
Type of publication
All
Article
10
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
11
Author
All
Franses, Philip Hans
Guérin, Pierre
Lucas, André
Gil-Alaña, Luis A.
38
Gupta, Rangan
26
Chang, Tsangyao
14
Marcellino, Massimiliano
11
Tiwari, Aviral Kumar
11
Li, Jia
10
Ranjbar, Omid
10
Caporale, Guglielmo Maria
9
Moosa, Imad A.
9
Chan, Joshua
8
Koopman, Siem Jan
8
Ma, Feng
8
Miller, Stephen M.
8
Todorov, Viktor
8
Bahmani-Oskooee, Mohsen
7
Ghysels, Eric
7
Nonejad, Nima
7
Balcilar, Mehmet
6
Bollerslev, Tim
6
Boubaker, Heni
6
Canarella, Giorgio
6
Jawadi, Fredj
6
Kim, Donggyu
6
Narayan, Paresh Kumar
6
Omay, Tolga
6
Ramírez, Miguel D.
6
Sibbertsen, Philipp
6
Sun, Yuying
6
Tauchen, George Eugene
6
Wang, Shouyang
6
Wohar, Mark E.
6
Österholm, Pär
6
Caporin, Massimiliano
5
Carcel, Hector
5
Forni, Mario
5
Kapetanios, George
5
Leiva-Leon, Danilo
5
McAleer, Michael
5
more ...
less ...
Published in...
All
International journal of forecasting
3
Economics letters
2
Discussion paper / Centre for Economic Policy Research
1
Essays in honour of Fabio Canova
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
2
Heterogeneous switching in FAVAR models
Guérin, Pierre
;
Leiva-León, Danilo
- In:
Essays in honour of Fabio Canova
,
(pp. 65-98)
.
2022
Persistent link: https://www.econbiz.de/10013443910
Saved in:
3
Markov-switching three-pass regression filter
Guérin, Pierre
;
Leiva-Leon, Danilo
;
Marcellino, …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 285-302
Persistent link: https://www.econbiz.de/10012262467
Saved in:
4
Fractional integration and fat tails for realized covariance kernels
Opschoor, Anne
;
Lucas, André
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 66-90
Persistent link: https://www.econbiz.de/10012054426
Saved in:
5
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
6
Explaining the time-varying effects of oil market shocks on US stock returns
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
Economics letters
155
(
2017
),
pp. 84-88
Persistent link: https://www.econbiz.de/10011821575
Saved in:
7
Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre
;
Leiva-Leon, Danilo
- In:
Economics letters
157
(
2017
),
pp. 45-49
Persistent link: https://www.econbiz.de/10011847300
Saved in:
8
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
9
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
10
Do high-frequency financial data help forcast oil prices? : the MIDAS touch at work
Baumeister, Christiane
;
Guérin, Pierre
;
Kilian, Lutz
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 238-252
Persistent link: https://www.econbiz.de/10011474035
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->