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subject:"Forecasting model"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Statistical test"
~subject:"Strukturbruch"
~subject:"United States"
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Forecasting model
Statistical test
Strukturbruch
United States
Estimation theory
103
Schätztheorie
103
Time series analysis
50
Zeitreihenanalyse
50
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatility
17
Volatilität
17
Regression analysis
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Regressionsanalyse
14
Cointegration
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Kointegration
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Statistischer Test
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Capital income
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Kapitaleinkommen
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Markov chain
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Markov-Kette
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Stochastic process
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Stochastischer Prozess
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Prognoseverfahren
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cointegration
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Nichtlineare Regression
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Nonlinear regression
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Statistical distribution
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Statistische Verteilung
7
Structural break
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VAR model
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VAR-Modell
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Börsenkurs
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Einheitswurzeltest
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Maximum likelihood estimation
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Lee, Junsoo
2
Schweikert, Karsten
2
Abbara, Omar
1
Anatolyev, Stanislav
1
Bekiros, Stelios
1
Bera, Anil K.
1
Blazsek, Szabolcs
1
Candelon, Bertrand
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Chen, Yi-ting
1
Chuffart, Thomas
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Chumacero, Rómulo A.
1
Cuestas, Juan Carlos
1
Donfack, Morvan Nongni
1
Doğan, Osman
1
Dufays, Arnaud
1
Enders, Walter
1
Ericsson, Neil R.
1
Escribano, Álvaro
1
Falk, Barry
1
Flachaire, Emmanuel
1
Gil-Alaña, Luis A.
1
Harvey, David I.
1
Haurin, Donald R.
1
Im, KyungSo
1
Jong, Robert M. de
1
Kristensen, Johannes Tang
1
Kruse, Robinson
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Lahiri, Kajal
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Lee, Cheng-Feng
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Lee, Hyejin
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Leybourne, Stephen James
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Licht, Adrian
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Lieb, Lenard
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Lin, Chang-ching
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Liu, Wei
1
Lu, Renjie
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Maynard, Alex S.
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Meng, Ming
1
Noriega-Muro, Antonio E.
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Paccagnini, Alessia
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
266
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
173
International journal of forecasting
117
Economics letters
87
Econometric reviews
79
Journal of forecasting
77
Econometric theory
60
CEMMAP working papers / Centre for Microdata Methods and Practice
55
The econometrics journal
54
The review of economics and statistics
46
Discussion paper / Tinbergen Institute
42
Cowles Foundation discussion paper
38
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
36
Working paper / National Bureau of Economic Research, Inc.
36
Working paper / Department of Econometrics and Business Statistics, Monash University
35
Journal of applied econometrics
34
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
33
Applied economics letters
32
Applied economics
29
Journal of the American Statistical Association : JASA
29
CREATES research paper
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Cowles Foundation Discussion Paper
26
Econometrics : open access journal
26
Working paper
26
Economic modelling
25
Oxford bulletin of economics and statistics
25
Discussion paper
23
Discussion paper series / IZA
22
Journal of empirical finance
22
NBER working paper series
22
Journal of banking & finance
21
Quantitative economics : QE ; journal of the Econometric Society
21
Discussion paper / Center for Economic Research, Tilburg University
20
Journal of time series econometrics
20
American journal of agricultural economics
19
Finance research letters
17
Insurance / Mathematics & economics
17
Journal of financial and quantitative analysis : JFQA
17
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27
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Testing for cointegration with threshold adjustment in the presence of structural breaks
Schweikert, Karsten
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012406026
Saved in:
9
A parametric stationarity test with smooth breaks
Tsong, Ching-Chuan
;
Lee, Cheng-Feng
;
Tsai, Li Ju
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054883
Saved in:
10
Testing for misspecification in the short-run component of GARCH-type models
Chuffart, Thomas
;
Flachaire, Emmanuel
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011965362
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