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isPartOf:"Applying maximum entropy to econometric problems"
subject:"Monte Carlo simulation"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"ARCH model"
~subject:"Kointegration"
~subject:"Statistischer Test"
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Search: subject_exact:"Estimation theory"
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Monte Carlo simulation
ARCH model
Kointegration
Statistischer Test
Estimation theory
111
Schätztheorie
111
Time series analysis
50
Zeitreihenanalyse
50
Estimation
35
Schätzung
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ARCH-Modell
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cointegration
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Enders, Walter
2
Schweikert, Karsten
2
Abbara, Omar
1
Adkins, Lee Chester
1
Anatolyev, Stanislav
1
Banerjee, Anurag Narayan
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Baruník, Jozef
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Applying maximum entropy to econometric problems
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
283
Econometric theory
108
Econometric reviews
102
Economics letters
101
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
94
The econometrics journal
69
CEMMAP working papers / Centre for Microdata Methods and Practice
57
Discussion paper / Tinbergen Institute
57
Econometrics : open access journal
48
Applied economics letters
45
Economic modelling
45
Cowles Foundation discussion paper
43
CREATES research paper
38
Applied economics
35
Cowles Foundation Discussion Paper
34
Computational economics
32
Working paper / Department of Econometrics and Business Statistics, Monash University
31
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
International journal of forecasting
27
Journal of time series econometrics
25
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
23
Journal of the American Statistical Association : JASA
23
NBER Working Paper
22
Working paper
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of forecasting
21
Quantitative economics : QE ; journal of the Econometric Society
21
Finance research letters
20
International journal of economics and financial issues : IJEFI
20
Journal of empirical finance
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Journal of financial econometrics
18
Discussion paper / Center for Economic Research, Tilburg University
17
Discussion paper series / IZA
17
European journal of operational research : EJOR
17
NBER working paper series
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Working paper / National Bureau of Economic Research, Inc.
17
Discussion paper / Department of Economics, University of California San Diego
16
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1
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:
2
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:
3
A new test for non-linear hypotheses under distributional and local parametric misspecification
Bera, Anil K.
;
Doğan, Osman
;
Taṣpınar, Süleyman
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 669-685
Persistent link: https://www.econbiz.de/10014506833
Saved in:
4
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:
5
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:
6
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:
7
Buffered vector error-correction models : an application to the U.S. Treasury bond rates
Lu, Renjie
;
Yu, Philip L. H.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 267-287
Persistent link: https://www.econbiz.de/10012806530
Saved in:
8
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:
9
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
10
Multiple structural breaks in cointegrating regressions : a model selection approach
Schmidt, Alexander
;
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 219-254
Persistent link: https://www.econbiz.de/10013334688
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