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subject:"Statistical theory"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"VAR-Modell"
~type:"article"
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Statistical theory
Zeitreihenanalyse
VAR-Modell
Theorie
853
Theory
853
Time series analysis
235
Estimation theory
198
Schätztheorie
198
USA
188
United States
188
Estimation
164
Schätzung
164
Forecasting model
134
Prognoseverfahren
134
Volatility
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Volatilität
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Bayes-Statistik
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Bayesian inference
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Statistische Methodenlehre
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Statistischer Test
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59
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Capital income
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Regressionsanalyse
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38
Simulation
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33
ARCH-Modell
33
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Börsenkurs
32
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32
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31
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English
291
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Ghysels, Eric
7
Gregory, Allan W.
5
Leybourne, Stephen James
5
Harvey, Andrew C.
4
Li, Wai Keung
4
Lütkepohl, Helmut
4
Marcellino, Massimiliano
4
Perron, Pierre
4
Taylor, Robert
4
Andrews, Donald W. K.
3
Bera, Anil K.
3
Clark, Todd E.
3
Diebold, Francis X.
3
Dijk, Herman K. van
3
Engle, Robert F.
3
Franses, Philip Hans
3
Hamilton, James D.
3
Hansen, Bruce E.
3
Kim, Chang-jin
3
Koop, Gary
3
Koopman, Siem Jan
3
Lanne, Markku
3
McCabe, Brendan Peter Martin
3
Nijman, Theodore E.
3
Palm, Franz C.
3
Stock, James H.
3
Timmermann, Allan
3
Zhu, Ke
3
Zivot, Eric
3
Aastveit, Knut Are
2
Alba, Enrique de
2
Andersen, Torben
2
Brunner, Allan D.
2
Camacho, Maximo
2
Canova, Fabio
2
Casarin, Roberto
2
Cheung, Yin-Wong
2
Christiano, Lawrence J.
2
Creal, Drew
2
Eichenbaum, Martin S.
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
413
Economics letters
380
International journal of forecasting
319
Journal of forecasting
244
Econometric theory
236
Econometric reviews
187
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
143
Economic modelling
139
Applied economics
123
Journal of applied econometrics
119
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
Journal of economic dynamics & control
113
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Applied economics letters
77
Computational economics
75
Oxford bulletin of economics and statistics
72
Energy economics
63
Journal of macroeconomics
62
Macroeconomic dynamics
62
Journal of empirical finance
61
The review of economics and statistics
61
European journal of operational research : EJOR
60
The econometrics journal
56
Econometrics : open access journal
50
International economic review
50
Journal of monetary economics
50
Journal of international money and finance
44
Journal of the Royal Statistical Society
40
Finance research letters
39
Journal of banking & finance
39
Journal of economic surveys
36
Journal of the American Statistical Association : JASA
35
The North American journal of economics and finance : a journal of financial economics studies
35
International review of economics & finance : IREF
34
Risks : open access journal
34
Annales d'économie et de statistique
33
Journal of risk and financial management : JRFM
33
Management science : journal of the Institute for Operations Research and the Management Sciences
33
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
32
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ECONIS (ZBW)
291
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1
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
Saved in:
2
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
3
Probabilistic forecast reconciliation under the Gaussian framework
Wickramasuriya, Shanika L.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 272-285
Persistent link: https://www.econbiz.de/10014449925
Saved in:
4
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
5
Detection of multiple structural breaks in large covariance matrices
Li, Yu-Ning
;
Li, Degui
;
Fryzlewicz, Piotr
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 846-861
Persistent link: https://www.econbiz.de/10014448448
Saved in:
6
Identifying structural vector autoregression via leptokurtic economic shocks
Lanne, Markku
;
Liu, Keyan
;
Luoto, Jani
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1341-1351
Persistent link: https://www.econbiz.de/10014448648
Saved in:
7
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
Saved in:
8
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
9
Graphical assistant grouped network autoregression model : a Bayesian nonparametric recourse
Ren, Yimeng
;
Zhu, Xuening
;
Lu, Xiaoling
;
Hu, Guanyu
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 49-63
Persistent link: https://www.econbiz.de/10014448672
Saved in:
10
Dynamic score-driven independent component analysis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10014448140
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