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subject:"Forecasting model"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Strukturbruch"
~subject:"United States"
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Forecasting model
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
14
Regressionsanalyse
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Cointegration
13
Kointegration
13
Statistical test
11
Statistischer Test
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Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Capital income
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Kapitaleinkommen
9
Markov chain
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Markov-Kette
9
Stochastic process
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Stochastischer Prozess
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Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Prognoseverfahren
8
cointegration
8
Nichtlineare Regression
7
Nonlinear regression
7
Statistical distribution
7
Statistische Verteilung
7
Structural break
7
VAR model
7
VAR-Modell
7
Börsenkurs
6
Einheitswurzeltest
6
Maximum likelihood estimation
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18
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Schweikert, Karsten
2
Abbara, Omar
1
Anatolyev, Stanislav
1
Bekiros, Stelios
1
Blazsek, Szabolcs
1
Candelon, Bertrand
1
Donfack, Morvan Nongni
1
Dufays, Arnaud
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Enders, Walter
1
Ericsson, Neil R.
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Escribano, Álvaro
1
Falk, Barry
1
Haurin, Donald R.
1
Jong, Robert M. de
1
Kristensen, Johannes Tang
1
Kruse, Robinson
1
Lahiri, Kajal
1
Lee, Cheng-Feng
1
Lee, Junsoo
1
Licht, Adrian
1
Lieb, Lenard
1
Liu, Wei
1
Lu, Renjie
1
Maynard, Alex S.
1
Meng, Ming
1
Noriega-Muro, Antonio E.
1
Paccagnini, Alessia
1
Payne, James E.
1
Schmidt, Alexander
1
Siklos, Pierre L.
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Staněk, Filip
1
Tsai, Li Ju
1
Tsong, Ching-Chuan
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Ventosa-Santaulària, Daniel
1
Yang, Liu
1
Yu, Philip L. H.
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Zevallos, Mauricio
1
Zhang, Jing
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
136
Journal of econometrics
132
International journal of forecasting
116
Journal of forecasting
76
Economics letters
52
The review of economics and statistics
45
Working paper / National Bureau of Economic Research, Inc.
35
Discussion paper / Tinbergen Institute
30
Journal of applied econometrics
30
Econometric reviews
28
Working paper / Department of Econometrics and Business Statistics, Monash University
26
Applied economics
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
The econometrics journal
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Econometric theory
20
American journal of agricultural economics
19
Applied economics letters
19
CREATES research paper
19
Journal of empirical finance
18
NBER working paper series
18
Oxford bulletin of economics and statistics
18
Journal of banking & finance
17
Journal of financial and quantitative analysis : JFQA
17
Journal of the American Statistical Association : JASA
17
Working paper
17
Finance research letters
16
Discussion paper
15
Discussion paper series / IZA
15
The journal of futures markets
15
Economic modelling
14
Journal of macroeconomics
14
Technical working paper / National Bureau of Economic Research
14
The journal of finance : the journal of the American Finance Association
14
The review of financial studies
14
Discussion paper / Centre for Economic Policy Research
13
Journal of time series econometrics
13
CEMMAP working papers / Centre for Microdata Methods and Practice
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Changes in persistence, spurious regressions and the Fisher hypothesis
Kruse, Robinson
;
Ventosa-Santaulària, Daniel
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011708765
Saved in:
10
RALS-LM unit root test with trend breaks and non-normal errors : application to the Prebisch-Singer hypothesis
Meng, Ming
;
Lee, Junsoo
;
Payne, James E.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10011650185
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