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subject:"Germany"
~subject:"ARCH model"
~subject:"Estimation"
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Search: subject_exact:"Nichtlineare Statistik"
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Germany
ARCH model
Estimation
Nichtlineare Regression
3,105
Nonlinear regression
3,105
Theorie
1,338
Theory
1,337
Schätzung
936
Zeitreihenanalyse
879
Time series analysis
877
Estimation theory
496
Schätztheorie
496
Cointegration
393
Kointegration
392
Prognoseverfahren
376
Forecasting model
375
Regression analysis
311
Regressionsanalyse
311
USA
272
United States
271
Einheitswurzeltest
266
Unit root test
266
Panel
218
Panel study
218
Volatility
205
Volatilität
205
Kaufkraftparität
195
Purchasing power parity
195
Börsenkurs
162
Share price
162
Autocorrelation
158
Autokorrelation
158
ARCH-Modell
144
Business cycle
142
Capital income
141
Kapitaleinkommen
141
Konjunktur
141
Economic growth
140
Wirtschaftswachstum
140
Welt
136
World
136
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369
Undetermined
301
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Article
639
Book / Working Paper
400
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Article in journal
611
Aufsatz in Zeitschrift
611
Graue Literatur
244
Non-commercial literature
244
Arbeitspapier
226
Working Paper
226
Hochschulschrift
40
Thesis
31
Aufsatz im Buch
26
Book section
26
Collection of articles written by one author
9
Sammlung
9
Conference paper
4
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4
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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English
1,024
German
16
Author
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Caporale, Guglielmo Maria
27
Gil-Alaña, Luis A.
17
Chang, Tsangyao
14
Bahmani-Oskooee, Mohsen
13
Schorfheide, Frank
13
Su, Chi-Wei
11
Jawadi, Fredj
10
Saikkonen, Pentti
10
Teräsvirta, Timo
10
Reitz, Stefan
9
Carcel, Hector
8
Fernández-Villaverde, Jesús
8
Kapetanios, George
8
Medeiros, Marcelo C.
8
Omay, Tolga
8
Peel, David
8
Anderl, Christina
7
Aruoba, S. Borağan
7
Huber, Florian
7
Kilian, Lutz
7
Arellano, Manuel
6
Bocola, Luigi
6
Bonhomme, Stéphane
6
Chan, Felix
6
Escribano, Álvaro
6
Gao, Jiti
6
Guidolin, Massimo
6
Gupta, Rangan
6
Harrison, Michael J.
6
Härdle, Wolfgang
6
Koop, Gary
6
Lee, Chien-chiang
6
Lo, Ming Chien
6
Marcellino, Massimiliano
6
McAleer, Michael
6
McMillan, David G.
6
Payá, Ivan
6
Song, Dongho
6
Vigfusson, Robert J.
6
Yaron, Amir
6
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
National Bureau of Economic Research
4
Christian-Albrechts-Universität zu Kiel
2
Centre for Quantitative Economics & Computing
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Federal Reserve Bank of San Francisco
1
Innocenzo Gasparini Institute for Economic Research <Mailand>
1
Institut für Wirtschaftswissenschaften <Wien>
1
Panepistēmio Kypru / Department of Economics
1
Queen Mary College / Department of Economics
1
Trinity College Dublin / Department of Economics
1
Zentrum für Europäische Wirtschaftsforschung
1
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Applied economics letters
38
Economic modelling
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
Applied economics
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Journal of econometrics
16
Energy economics
15
CESifo working papers
11
International journal of finance & economics : IJFE
11
Macroeconomic dynamics
11
The empirical economics letters : a monthly international journal of economics
11
Econometric reviews
10
Economics letters
10
International review of economics & finance : IREF
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of international money and finance
10
Working paper
10
International review of financial analysis
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied financial economics
6
Economics and finance working paper series
6
Journal of economic dynamics & control
6
Journal of empirical finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
CAMA working paper series
5
CREATES research paper
5
Computational economics
5
Discussion paper / Centre for Economic Policy Research
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Discussion papers of interdisciplinary research project 373
5
Emerging markets, finance and trade : EMFT
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Finance research letters
5
International journal of economics
5
International journal of economics and financial issues : IJEFI
5
International journal of forecasting
5
Journal of applied econometrics
5
Journal of macroeconomics
5
SSE EFI working paper series in economics and finance
5
The econometrics journal
5
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ECONIS (ZBW)
1,039
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81
The hard road to a soft landing : evidence from a (modestly) nonlinear structural model
Verbrugge, Randal
;
Zaman, Saeed
- In:
Energy economics
123
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014476462
Saved in:
82
Density forecasts of inflation : a quantile regression forest approach
Lenza, Michele
;
Moutachaker, Ines
;
Paredes, Joan
-
2023
Persistent link: https://www.econbiz.de/10014328189
Saved in:
83
Nonlinear market liquidity : an empirical examination
Chuliá, Helena
;
Mosquera-López, Stephania
;
Uribe, Jorge
- In:
International review of financial analysis
87
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014456381
Saved in:
84
The impacts of climate policy uncertainty on stock markets : comparison between China and the US
Xu, Xin
;
Huang, Shupei
;
Lucey, Brian M.
;
An, Haizhong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014462184
Saved in:
85
The role of uncertainty in forecasting volatility comovements across stock markets
Bucci, Andrea
;
Palomba, Giulio
;
Rossi, Eduardo
- In:
Economic modelling
125
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463541
Saved in:
86
The natural rate of interest in a non-linear DSGE Model
Hirose, Yasuo
;
Sunakawa, Takeki
- In:
International journal of central banking : IJCB
19
(
2023
)
1
,
pp. 301-339
Persistent link: https://www.econbiz.de/10014424023
Saved in:
87
Estimating the intergenerational elasticity of expected income with short-run income measures : a generalized error-in-variables model
Mitnik, Pablo A.
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2779-2803
Persistent link: https://www.econbiz.de/10014388982
Saved in:
88
Nonlinearities in the exchange rate pass-through : the role of inflation expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
International economics : a journal published by CEPII …
173
(
2023
),
pp. 86-101
Persistent link: https://www.econbiz.de/10014373714
Saved in:
89
Testing for market efficiency in cryptocurrencies : evidence from a non-linear conditional quantile framework
Kim, Myeong Jun
;
Park, Sung Y.
- In:
Applied economics letters
30
(
2023
)
16
,
pp. 2245-2251
Persistent link: https://www.econbiz.de/10014364745
Saved in:
90
Financial development and business cycle volatility nexus in the UAE : evidence from non-linear regime-shift and asymmetric tests
Abosedra, Salah S.
;
Fakih, Ali
;
Ghosh, Sajal
;
Kanjilal, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2729-2741
Persistent link: https://www.econbiz.de/10014327582
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