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subject:"Großbritannien"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Forecasting model"
~subject:"Monte-Carlo-Simulation"
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Großbritannien
Forecasting model
Monte-Carlo-Simulation
Estimation theory
108
Schätztheorie
108
Time series analysis
51
Zeitreihenanalyse
51
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatility
17
Volatilität
17
Regression analysis
15
Regressionsanalyse
15
Cointegration
13
Kointegration
13
Markov chain
11
Markov-Kette
11
Monte Carlo simulation
11
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Statistical test
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Stochastic process
10
Stochastischer Prozess
10
Bayes-Statistik
9
Bayesian inference
9
Capital income
9
Kapitaleinkommen
9
VAR model
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VAR-Modell
9
Prognoseverfahren
8
Statistical distribution
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Statistische Verteilung
8
cointegration
8
Nichtlineare Regression
7
Nonlinear regression
7
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7
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Abbara, Omar
1
Anatolyev, Stanislav
1
Baruník, Jozef
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Chang, Sheng-kai
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Croux, Christophe
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Donfack, Morvan Nongni
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Dufays, Arnaud
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Ericsson, Neil R.
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Escribano, Álvaro
1
Falk, Barry
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Hauzenberger, Niko
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Hou, Weijie
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Huber, Florian
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Hwu, Shih-Tang
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Jensen, Mark J.
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Kim, Chang-jin
1
Koop, Gary
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Kraicová, Lucie
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Kristensen, Johannes Tang
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Lahiri, Kajal
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Licht, Adrian
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Liu, Wei
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Lux, Thomas
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Maynard, Alex S.
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Mlikota, Marko
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Paccagnini, Alessia
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Reusens, Peter
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Schorfheide, Frank
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Song, Yuping
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Staněk, Filip
1
Yang, Liu
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1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
119
International journal of forecasting
118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Journal of forecasting
73
Economics letters
48
Discussion paper / Tinbergen Institute
38
Econometric reviews
32
Computational economics
29
Working paper / Department of Econometrics and Business Statistics, Monash University
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
The econometrics journal
24
Applied economics
23
Econometric theory
22
Working paper / National Bureau of Economic Research, Inc.
22
Economic modelling
21
NBER working paper series
21
Oxford bulletin of economics and statistics
21
Working paper
21
European journal of operational research : EJOR
20
NBER Working Paper
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Applied economics letters
19
Finance research letters
19
Journal of the American Statistical Association : JASA
19
Discussion paper
16
Journal of empirical finance
16
Risks : open access journal
16
Insurance / Mathematics & economics
15
Journal of applied econometrics
15
CEMMAP working papers / Centre for Microdata Methods and Practice
14
Discussion paper series / IZA
13
Econometrics : open access journal
13
Journal of banking & finance
13
Quantitative finance
13
Working papers / Rutgers University, Department of Economics
12
CESifo working papers
11
CREATES research paper
11
Discussion papers / CEPR
11
Discussion papers in economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
20
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1
Markov-switching models with unknown error distributions : identification and inference within the Bayesian framework
Hwu, Shih-Tang
;
Kim, Chang-jin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 177-199
Persistent link: https://www.econbiz.de/10014631899
Saved in:
2
Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 201-225
Persistent link: https://www.econbiz.de/10014631913
Saved in:
3
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:
4
Sequential Monte Carlo with model tempering
Mlikota, Marko
;
Schorfheide, Frank
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
2
,
pp. 249-269
Persistent link: https://www.econbiz.de/10014631921
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
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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