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subject:"Deutschland"
subject:"Forecasting model"
~person:"Tsay, Ruey S."
~subject:"Bayes-Statistik"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Bayes-Statistik
Estimation theory
9
Schätztheorie
9
Time series analysis
6
Zeitreihenanalyse
6
ARCH model
3
ARCH-Modell
3
Bayesian inference
3
Prognoseverfahren
3
Conditional heteroscedasticity
2
Correlation
2
Exchange rate
2
Korrelation
2
State space model
2
Wechselkurs
2
Zustandsraummodell
2
1986-1996
1
ARCH effect
1
Approximate factor model
1
Bayesian modeling
1
Cluster analysis
1
Clusteranalyse
1
Common factor
1
Common volatility component
1
Estimation
1
Factor analysis
1
Faktorenanalyse
1
Foreign exchange rate
1
Forward filtering and backward sampling
1
Generalized covariance matrix
1
Generalized kurtosis matrix
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Generated regressor
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Germany
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Heteroscedasticity
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Heteroskedastizität
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High-dimensional time series
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Hilbert–Huang transform
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English
6
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Tsay, Ruey S.
Tsionas, Efthymios G.
16
Zhang, Xinyu
12
Kumar, Dilip
10
Zhang, Xibin
9
Baltagi, Badi H.
8
Koop, Gary
8
Lütkepohl, Helmut
8
Shang, Han Lin
8
Cai, Zongwu
7
Lahiri, Kajal
7
Lesage, James P.
7
Swanson, Norman R.
7
Allenby, Greg M.
6
Demetrescu, Matei
6
Han, Xiaoyi
6
Kapetanios, George
6
Taylor, James W.
6
Teräsvirta, Timo
6
Ardia, David
5
Baillie, Richard
5
Chevillon, Guillaume
5
Fosten, Jack
5
Gao, Jiti
5
Lechner, Michael
5
Lee, Ji Hyung
5
Lopes, Hedibert Freitas
5
McCracken, Michael W.
5
Phillips, Peter C. B.
5
Rossi, Barbara
5
Simoni, Anna
5
Tu, Yundong
5
Ullah, Aman
5
Winkelmann, Rainer
5
Wolters, Jürgen
5
Bauwens, Luc
4
Bratu, Mihaela
4
Chaturvedi, Anoop
4
Cheng, Tingting
4
Clark, Todd E.
4
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Journal of forecasting
2
Econometric reviews
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
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ECONIS (ZBW)
6
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1
Parsimony inducing priors for large scale state-space models
Lopes, Hedibert Freitas
;
McCulloch, Robert E.
;
Tsay, Ruey S.
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441913
Saved in:
2
A predictive approach for selection of diffusion index models
Ando, Tomohiro
;
Tsay, Ruey S.
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 68-99
Persistent link: https://www.econbiz.de/10010358477
Saved in:
3
Forecasting simultaneously high-dimensional time series : a robust model-based clustering approach
Wang, Yongning
;
Tsay, Ruey S.
;
Ledolter, Johannes
; …
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 673-684
Persistent link: https://www.econbiz.de/10010344465
Saved in:
4
Particle filters and Bayesian inference in financial econometrics
Lopes, Hedibert Freitas
;
Tsay, Ruey S.
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 168-209
Persistent link: https://www.econbiz.de/10009233910
Saved in:
5
Predictive likelihood for Bayesian model selection and averaging
Ando, Tomohiro
;
Tsay, Ruey S.
- In:
International journal of forecasting
26
(
2010
)
4
,
pp. 744-763
Persistent link: https://www.econbiz.de/10008807726
Saved in:
6
True or spurious long memory? : a new test
Ohanissian, Arek
;
Russell, Jeffrey R.
;
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10003675667
Saved in:
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