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Year of publication
Subject
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Modellierung 5,755 Scientific modelling 5,404 Theorie 2,330 Theory 2,329 Estimation theory 708 Schätztheorie 708 Prognoseverfahren 651 Forecasting model 650 Schätzung 510 Estimation 509 Zeitreihenanalyse 493 Time series analysis 492 Bayes-Statistik 459 Bayesian inference 459 USA 333 United States 332 Risiko 273 Simulation 269 Risk 267 VAR model 266 VAR-Modell 266 Regressionsanalyse 260 Regression analysis 257 Statistical test 242 Statistischer Test 242 Stochastischer Prozess 238 Volatility 236 Volatilität 236 Stochastic process 233 Geldpolitik 211 Monetary policy 210 Welt 204 World 204 Portfolio selection 198 Portfolio-Management 198 Ökonometrie 197 Prozessmanagement 173 Nichtparametrisches Verfahren 169 Nonparametric statistics 169 Econometrics 166
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Online availability
All
Free 2,185 Undetermined 1,066 CC license 40
Type of publication
All
Book / Working Paper 3,468 Article 2,277 Journal 13
Type of publication (narrower categories)
All
Article in journal 1,929 Aufsatz in Zeitschrift 1,929 Graue Literatur 1,653 Non-commercial literature 1,653 Arbeitspapier 1,429 Working Paper 1,429 Hochschulschrift 397 Aufsatz im Buch 311 Book section 311 Thesis 297 Collection of articles of several authors 178 Sammelwerk 178 Aufsatzsammlung 77 Konferenzschrift 76 Collection of articles written by one author 75 Sammlung 75 Conference proceedings 36 Dissertation u.a. Prüfungsschriften 32 Systematic review 31 Übersichtsarbeit 31 Lehrbuch 29 Case study 28 Fallstudie 28 Forschungsbericht 26 Textbook 23 Bibliografie enthalten 20 Bibliography included 20 Conference paper 18 Konferenzbeitrag 18 Amtsdruckschrift 8 Government document 8 Handbook 8 Handbuch 8 Mehrbändiges Werk 7 Multi-volume publication 7 Einführung 5 Festschrift 5 Mikroform 5 Amtliche Publikation 4 Bibliografie 4
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Language
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English 5,200 German 408 Russian 69 Undetermined 28 Polish 19 French 16 Ukrainian 16 Dutch 5 Spanish 4 Norwegian 2 Romanian 2 Bulgarian 1 Czech 1 Italian 1 Mongolian 1 Slovak 1 Serbian 1
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Author
All
McAleer, Michael 53 Ravazzolo, Francesco 48 Dijk, Herman K. van 39 Hendry, David F. 32 Casarin, Roberto 30 Billio, Monica 28 Johansen, Søren 27 Canova, Fabio 26 Hansen, Lars Peter 25 Swanson, Norman R. 25 Sargent, Thomas J. 24 Franses, Philip Hans 23 Caporin, Massimiliano 22 Schorfheide, Frank 22 Claeskens, Gerda 21 Koop, Gary 20 Andrews, Donald W. K. 19 Durlauf, Steven N. 19 Maih, Junior 19 Phillips, Peter C. B. 19 Strachan, Rodney W. 19 Bera, Anil K. 17 Bosetti, Valentina 17 Heckman, James J. 17 Robotti, Cesare 17 Costantini, Mauro 16 Gao, Jiti 16 Kunst, Robert M. 16 Pagan, Adrian R. 16 Tetlow, Robert 16 Del Negro, Marco 15 Lewbel, Arthur 15 Matthes, Christian 15 Medeiros, Marcelo C. 15 Whalley, John 15 White, Halbert 15 Binning, Andrew 14 Chan, Joshua C. C. 14 Frank, Ulrich 14 Malley, James R. 14
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Institution
All
National Bureau of Economic Research 73 Springer International Publishing 8 Edward Elgar Publishing 7 University of Canterbury / Dept. of Economics and Finance 7 Social Systems Research Institute 5 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 5 IGI Global 4 Springer Fachmedien Wiesbaden 4 Center for Economic Research <Tilburg> 3 Centralʹnyj Ėkonomiko-Matematičeskij Institut <Moskau> 3 Ekonomiska forskningsinstitutet <Stockholm> 3 European Commission / Joint Research Centre 3 European University Institute / Department of Law 3 Federal Reserve System / Board of Governors 3 Forschungsinstitut zur Zukunft der Arbeit 3 Fraunhofer-Institut für System- und Innovationsforschung 3 Technische Universität Chemnitz 3 University of Strathclyde / Department of Economics 3 Verlag Dr. Kovač 3 Belorusskij Gosudarstvennyj Ekonomičeskij Universitet <Minsk> 2 Belorusskij gosudarstvennyj universitet 2 Bonn Graduate School of Economics 2 Boston College / Department of Economics 2 CAiSE <26., 2014, Thessaloniki> 2 Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück> 2 De Gruyter Oldenbourg 2 Eric Cuvillier <Firma> 2 Europäische Kommission / Generaldirektion Energie / Chief Economist Unit 2 Federal Reserve Bank of San Francisco 2 Helmut-Schmidt-Universität/Universität der Bundeswehr Hamburg 2 IPCC 2 Institut Ėkonomiki i Organizacii Promyšlennogo Proizvodstva <Nowosibirsk> 2 International Working Conference on Model Realism <1982, Honnef> 2 National Institute of Economic and Social Research 2 Niederlande / Centraal Planbureau 2 North Atlantic University Union 2 OECD 2 Shaker Verlag 2 Uniwersytet Ekonomiczny w Katowicach 2 Uniwersytet Mikołaja Kopernika w Toruniu / Katedra Ekonometrii i Statystyki 2
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Published in...
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Journal of econometrics 85 NBER working paper series 70 SpringerLink / Bücher 60 Working paper 51 NBER Working Paper 50 Econometric reviews 46 Working paper / National Bureau of Economic Research, Inc. 46 Discussion paper / Tinbergen Institute 43 Discussion paper / Centre for Economic Policy Research 39 Economics letters 38 Econometric Institute research papers 36 Journal of applied econometrics 34 CREATES research paper 31 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 31 International journal of forecasting 30 The journal of risk model validation 30 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 29 Cowles Foundation discussion paper 27 CEMMAP working papers / Centre for Microdata Methods and Practice 26 Econometric theory 26 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 25 Journal of economic dynamics & control 24 Working paper / Norges Bank 24 Springer eBook Collection 23 Tinbergen Institute research series 23 CESifo working papers 22 Journal of forecasting 22 European journal of operational research : EJOR 21 Applied economics 20 Cowles Foundation Discussion Paper 20 Discussion paper / Center for Economic Research, Tilburg University 20 Discussion papers / Department of Economics, University of Copenhagen 19 Econometrics : open access journal 19 Economic modelling 19 Journal of the American Statistical Association : JASA 19 ICB research report 18 Journal of economic theory 18 Discussion paper 17 Discussion papers / Helsinki Center of Economic Research : discussion paper 17 IHS economics series : working paper 17
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Source
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ECONIS (ZBW) 5,655 USB Cologne (EcoSocSci) 100 EconStor 1 RePEc 1 Other ZBW resources 1
Showing 1 - 50 of 5,758
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A general framework for participatory budgeting with additional constraints
Rey, Simon; Endriss, Ulle; Haan, Ronald de - In: Social choice and welfare 64 (2025) 1/2, pp. 5-41
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Modeling spatial regimes with smooth transitions
Mattsson, Ingrid; Lyhagen, Johan - In: International regional science review : IRSR ; an … 48 (2025) 1, pp. 38-61
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Flexible representative democracy : an introduction with binary issues
Abramowitz, Ben; Mattei, Nicholas - In: Social choice and welfare 64 (2025) 1/2, pp. 263-308
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Double robust inference for continuous updating GMM
Kleibergen, Frank; Zhan, Zhaoguo - In: Quantitative economics : QE ; journal of the … 16 (2025) 1, pp. 295-327
We propose the double robust Lagrange multiplier (DRLM) statistic for testing hypotheses specified on the minimizer of the population continuous updating objective function. The (bounding) χ2 limiting distribution of the DRLM statistic is robust to both misspecification and weak identification,...
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Beyond one-size-fits-all : designing monetary policy for diverse models and frequencies
Dück, Alexander; Verona, Fabio - 2025
We offer a contribution to the analysis of optimal monetary policy. The standard approach to determine what policy rule a central bank should follow is to take a single structural model and minimize the unconditional volatilities of inflation and real activity. In this paper, we propose monetary...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015181886
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One who hesitates is lost : monetary policy under model uncertainty and model misspecification
Ajevskis, Viktors - In: Economies : open access journal 13 (2025) 2, pp. 1-18
This paper investigates how different parametrisations of the monetary policy reaction function and different mechanisms of expectation formation shape the macroeconomic outcomes in the estimated Smets-Wouters type of DSGE model. The initial macroeconomic conditions of the simulations correspond...
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Appraising model complexity in option pricing
Cummins, Mark; Esposito, Francesco - 2025
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From ABM back to real data : time series visualization and model selection in the K+S agent-based model
Dosi, Giovanni; Pereira, Marcelo C.; Petrini, Gabriel; … - 2025
Agent-Based Models (ABMs) provide powerful tools for economic analysis, capturing microto-macro interactions and emergent properties. However, integration with empirical data has been a persistent challenge. To address it, we propose a protocol for integration between empirical data and ABM,...
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Design-based identification with formula instruments : a review
Borusyak, Kirill; Hull, Peter; Jaravel, Xavier - 2025
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Regime-specific dynamics and informational efficiency in cryptomarkets : evidence from Gaussian mixture models
Jamhamed, Fayssal; Martin, Franck; Rondeau, Fabien; … - 2024
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Selecting the number of factors in approximate factor models using group variable regularization
Daniele, Maurizio - In: Econometric reviews 43 (2024) 10, pp. 796-823
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Joint calibration of local volatility models with stochastic interest rates using semimartingale optimal transport
Joseph, Benjamin; Loeper, Grégoire; Obłój, Jan - In: Quantitative finance 24 (2024) 11, pp. 1597-1620
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Coupling an integrated assessment model with an input-output database
Dai, Nicolas; Liu, Qiyu; Li, Mengyu; Malik, Arunima; … - In: Economic systems research 36 (2024) 4, pp. 527-544
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Risk, ambiguity, and misspecification : decision theory, robust control, and statistics
Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of applied econometrics 39 (2024) 6, pp. 969-999
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One who hesitates is lost : monetary policy under model uncertainty and model misspecification
Ajevskis, Viktors - 2024
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Labor market matching, wages, and amenities
Lamadon, Thibaut; Lise, Jeremy; Meghir, Costas; Robin, … - 2024
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Path dependence
Gräbner-Radkowitsch, Claudius; Kapeller, Jakob - 2024
This short paper explains the theory of path dependence and clarifies its relation to concepts such as positive feedback or lock-in, arguing that path dependence is a core theoretical element of political economy in general, and institutional and evolutionary economics in particular. We first...
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Path dependence
Gräbner-Radkowitsch, Claudius; Kapeller, Jakob - 2024
This short paper explains the theory of path dependence and clarifies its relation to concepts such as positive feedback or lock-in, arguing that path dependence is a core theoretical element of political economy in general, and institutional and evolutionary economics in particular. We first...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014578198
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Advancing participatory energy systems modelling
McGookin, Connor; Süsser, Diana; Xexakis, Georgios; … - In: Energy strategy reviews 52 (2024), pp. 1-13
Energy system models are important tools to guide our understanding of current and future carbon dioxide emissions as well as to inform strategies for emissions reduction. These models offer a vital evidence base that increasingly underpins energy and climate policies in many countries. In light...
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Pricing anomalies in a general equilibrium model with biased learning
Antico, Andrea; Bottazzi, Giulio; Giachini, Daniele - 2024
We investigate the emergence of momentum and reversal anomalies in a general equilibrium model with complete markets and cognitively biased agents, accounting for the presence of representativeness heuristic, conservatism, and anchoring and adjusting in their beliefs. We characterize anomalies...
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On autoregressive processes with Lindley-distributed innovations : modeling and simulation
Nitha, K. U.; Krishnarani, S. D. - In: Statistics in transition : an international journal of … 25 (2024) 3, pp. 31-47
In this paper, we develop an autoregressive process of order one, assuming that the innovation random variable has a Lindley distribution. The key properties of the process are investigated. Five distinct estimation techniques are used to estimate the parameters and simulation studies are...
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Million dollar questions : why deliberation is more than information pooling
Hoek, Daniel; Bradley, Richard - In: Social choice and welfare 63 (2024) 3/4, pp. 581-600
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Effizienzvergleich Verteilernetzbetreiber Strom der vierten Regulierungsperiode : Finales Gutachten : EVS4
Trinkner, Urs Walter Oktavian; Stritt, Andreas; Agrell, … - Swiss Economics SE AG; RWTH Aachen / Institut für … - 2024
Dieses Gutachten dokumentiert die wichtigsten Ergebnisse zum Effizienzvergleich der deutschen Verteilernetzbetreiber Strom der vierten Regulierungsperiode. Das gewählte Effizienzvergleichsmodell besteht aus Messlokationen, Netzlängen auf den Spannungsebenen, Jahreshöchstlasten auf den...
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Behavioral foundations of model misspecification
Bohren, J. Aislinn; Hauser, Daniel - 2024
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Why we might already have breached the 1.5° C threshold from the Paris Agreement : beyond the 20-years moving average approach
Van Vyve, Mathieu - 2024
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Putting quantitative models to the test : an application to Trump's trade war
Adão, Rodrigo; Costinot, Arnaud; Donaldson, Dave - 2024
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Forecast combination puzzle in the HAR model
Clements, Adam; Vasnev, Andrey L - In: Journal of forecasting 43 (2024) 1, pp. 118-137
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Information based inference in models with set-valued predictions and misspecification
Kaido, Hiroaki; Molinari, Francesca - 2024
This paper proposes an information-based inference method for partially identified parameters in incomplete models that is valid both when the model is correctly specified and when it is misspecified. Key features of the method are: (i) it is based on minimizing a suitably defined...
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CAViaR model selection via adaptive lasso
Cai, Zongwu; Fang, Ying; Tian, Dingshi - 2024
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Swel : a domain-specific language for modeling data-intensive workflows
Salado-Cid, Rubén; Vallecillo, Antonio; Munir, Kamram; … - In: Business & information systems engineering 66 (2024) 2, pp. 137-160
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Modelling pandemic behavior with a network‑SIRD approach
Baude, Mira; Kimms, Alf - In: Central European journal of operations research 32 (2024) 2, pp. 521-541
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A Hybrid Bald Eagle-Crow Search Algorithm for Gaussian mixture model optimisation in the speaker verification framework
Nirmal, Asmita; Jayaswal, Deepak; Kachare, Pramod H. - In: Decision analytics journal 10 (2024), pp. 1-9
A mutualism of nature-inspired algorithms, the Bald Eagle Search Algorithm (BESA) with the Crow Search Algorithm (CSA), is proposed for Gaussian Mixture Model optimisation in the speaker verification framework. BESA simulates bald eagles' hunting behaviour, whereas CSA simulates crows'...
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Empirical modeling of internal migration and commuting flows for economic regions in Norway
Kornstad, Tom; Skjerpen, Terje; Stambøl, Lasse Sigbjørn - In: The annals of regional science : an international … 72 (2024) 2, pp. 473-512
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Modelling mobility trends : update including 2023 ODiN data and travel duration trend estimates
Boonstra, Harm Jan; Brakel, Jan A. van den - 2024
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Discordant relaxations of misspecified models
Li, Lixiong; Kédagni, Désiré; Mourifié, Ismaël - In: Quantitative economics : QE ; journal of the … 15 (2024) 2, pp. 331-379
In many set-identified models, it is difficult to obtain a tractable characterization of the identified set. Therefore, researchers often rely on nonsharp identification conditions, and empirical results are often based on an outer set of the identified set. This practice is often viewed as...
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Testing firm conduct
Duarte, Marco; Magnolfi, Lorenzo; Sølvsten, Mikkel; … - In: Quantitative economics : QE ; journal of the … 15 (2024) 3, pp. 571-606
Evaluating policy in imperfectly competitive markets requires understanding firm behavior. While researchers test conduct via model selection and assessment, we present the advantages of Rivers and Vuong (2002) (RV) model selection under misspecification. However, degeneracy of RV invalidates...
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Optimization strategy for the modeling and estimation of interactive effects
Hu, Xiaohui - In: Prague economic papers : a bimonthly journal of … 33 (2024) 3, pp. 261-276
Modeling policy effects in the context of high-dimensional data requires a balanced consideration of omitted interaction bias and overfitting problems. This paper investigates the role of machine learning algorithms in stabilizing estimates and demonstrates the possible regularization bias...
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Labor market matching, wages, and amenities
Lamadon, Thibaut; Lise, Jeremy; Meghir, Costas; Robin, … - 2024
This paper develops the nonparametric identification of models with production complementarities, worker-firm specific disutility of labor and search frictions. Mobility in the model is subject to preference shocks, and we assume that firms can write wage contracts. We develop a constructive...
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Macro-financial policy analysis in bank-dependent economies : an operational manual
Agénor, Pierre-Richard; Silva, Luiz A. Pereira da - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014582346
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Non-carbon dioxide emissions modeling in integrated assessment models : a review
Yan, Hao-Ben; Liu, Lan-Cui; Kang, Jia-Ning; Yan, Jin; … - In: Energy strategy reviews 52 (2024), pp. 1-16
Modeling of non-carbon dioxide (non-CO2) greenhouse gas (GHG) emissions in integrated assessment models (IAMs) is critical to achieving long-term climate targets. This study selects nine IAMs to reveal the modeling mechanisms and mitigation of non-CO2 GHGs. It further explores the impact of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014584106
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Competing confirmatory factor analysis models in management research : bifactor modeling of the employee work assessment tool
Oamen, Theophilus Ehidiamen - In: Management dynamics in the knowledge economy 12 (2024) 2/44, pp. 101-115
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Challenges and opportunities for twenty first century Bayesian econometricians : a personal view
Dijk, Herman K. van - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 2, pp. 155-176
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The role of modelling in organization and business informatics
Müller, Susanne - 2024
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Dependence modelling for heavy-tailed multi-peril insurance losses
Yan, Tianxing; Yi, Lu; Jeong, Himchan - In: Risks : open access journal 12 (2024) 6, pp. 1-17
The Danish fire loss dataset records commercial fire losses under three insurance coverages: building, contents, and profits. Existing research has primarily focused on the heavy-tail behaviour of the losses but ignored the relationship among different insurance coverages. In this paper, we aim...
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Adapting to misspecification
Armstrong, Timothy B.; Kline, Patrick; Sun, Liyang - 2024
Empirical research typically involves a robustness-efficiency tradeoff. A researcher seeking to estimate a scalar parameter can invoke strong assumptions to motivate a restricted estimator that is precise but may be heavily biased, or they can relax some of these assumptions to motivate a more...
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A simple specification test for models with many conditional moment inequalities
Marcoux, Mathieu; Russell, Thomas M.; Wan, Yuanyuan - In: Journal of econometrics 242 (2024) 1, pp. 1-36
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Applications of cross-fit variance estimator for testing model specification, overidentification, and structural parameter hypotheses
Matsushita, Yukitoshi; Otsu, Taisuke; Sunada, Keita - 2024
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Unexpected opportunities in misspecified predictive regressions
Coqueret, Guillaume; Deguest, Romain - In: European journal of operational research : EJOR 318 (2024) 2, pp. 686-700
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Identification based on higher moments
Lewis, Daniel J. - 2024
Identification based on higher moments has drawn increasing theoretical attention and been widely adopted in empirical practice in macroeconometrics in the last two decades. This article reviews two parallel strands of the literature: identification strategies based on heteroskedasticity and...
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A brief history of general-to-specific modelling
Hendry, David F. - In: Oxford bulletin of economics and statistics 86 (2024) 1, pp. 1-20
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