//--> //--> //--> //-->
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"
~person:"Chan, Joshua"
~person:"Lucas, André"
~type:"book"
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
Schätzung
94
Estimation
93
Time series analysis
36
Theorie
28
Theory
28
Forecasting model
22
Prognoseverfahren
22
Volatility
18
Volatilität
18
USA
15
United States
15
Bayes-Statistik
14
Bayesian inference
14
Stochastic process
14
Stochastischer Prozess
14
State space model
13
Zustandsraummodell
13
Estimation theory
10
Schätztheorie
10
Statistical distribution
10
Statistische Verteilung
10
Business cycle
8
Credit risk
8
EU countries
8
EU-Staaten
8
Konjunktur
8
Kreditrisiko
8
Taiwan
8
National income
7
Nationaleinkommen
7
VAR model
7
VAR-Modell
7
Economic indicator
6
Modellierung
6
Netherlands
6
Niederlande
6
Panel
6
Panel study
6
Portfolio selection
6
more ...
less ...
Online availability
All
Free
28
Type of publication
All
Book / Working Paper
Article
24
Type of publication (narrower categories)
All
Graue Literatur
31
Non-commercial literature
31
Arbeitspapier
26
Working Paper
26
Language
All
English
36
Author
All
Franses, Philip Hans
Chan, Joshua
Lucas, André
Caporale, Guglielmo Maria
115
Gil-Alaña, Luis A.
97
Pesaran, M. Hashem
36
Koopman, Siem Jan
32
Gao, Jiti
23
Gil-Alana, Luis A.
20
Kapetanios, George
19
Härdle, Wolfgang
18
McAleer, Michael
17
Gupta, Rangan
16
Watson, Mark W.
16
Sibbertsen, Philipp
15
Marcellino, Massimiliano
14
Koop, Gary
13
Kunst, Robert M.
13
Breitung, Jörg
12
Lütkepohl, Helmut
12
Nielsen, Morten Ørregaard
12
Bailey, Natalia
11
Bos, Charles S.
11
Jordà, Òscar
11
Linton, Oliver
11
Ravazzolo, Francesco
11
Swanson, Norman R.
11
Wolters, Maik H.
11
Chang, Chia-Lin
10
Huber, Florian
10
Knüppel, Malte
10
Pick, Andreas
10
Pittis, Nikitas
10
Timmermann, Allan
10
Urga, Giovanni
10
Stock, James H.
9
Brännäs, Kurt
8
Chudik, Alexander
8
Costantini, Mauro
8
Delle Monache, Davide
8
more ...
less ...
Published in...
All
Discussion paper / Tinbergen Institute
12
CAMA working paper series
8
Econometric Institute research papers
5
GRIPS discussion papers
2
Report / Erasmus Center for Financial Research, Erasmus University
2
Working paper
2
NBP working paper
1
Report / Econometric Institute, Erasmus University Rotterdam
1
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
Relevance
Date (newest first)
Date (oldest first)
1
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
2
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
-
2020
Persistent link: https://www.econbiz.de/10012542396
Saved in:
3
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
-
2020
Persistent link: https://www.econbiz.de/10012542411
Saved in:
4
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
5
Large hybrid time-varying parameter VARs
Chan, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012224555
Saved in:
6
Comparing hybrid time-varying parameter VARs
Chan, Joshua
;
Eisenstat, Eric
-
2018
Persistent link: https://www.econbiz.de/10012202336
Saved in:
7
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
8
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
9
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
10
Dynamic term structure models with score-driven time-varying parameters : estimation and forecasting
Koopman, Siem Jan
;
Lucas, André
;
Zamojski, Marcin
-
2017
Persistent link: https://www.econbiz.de/10011618466
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->