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subject:"Prognoseverfahren"
~isPartOf:"Recent advances in estimating nonlinear models : with applications in economics and finance"
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Prognoseverfahren
Estimation
6
Schätzung
6
USA
4
United States
4
Börsenkurs
2
Capital market returns
2
Forecasting model
2
Kapitalmarktrendite
2
Nichtlineare Regression
2
Nonlinear regression
2
Share price
2
Statistical test
2
Statistischer Test
2
Structural break
2
Strukturbruch
2
1959-2009
1
1965-2010
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1978-2008
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1990-2007
1
Anlageverhalten
1
Arbeitslosigkeit
1
Bayes-Statistik
1
Bayesian inference
1
Behavioural finance
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Bruttoinlandsprodukt
1
Business cycle
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Efficient market hypothesis
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Effizienzmarkthypothese
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Fourier analysis
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Fourier-Analyse
1
Gross domestic product
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Kalman filter
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Konjunktur
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Markov chain
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Markov-Kette
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Monte Carlo simulation
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English
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Kim, Kihwan
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McMillan, David G.
1
Swanson, Norman R.
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Recent advances in estimating nonlinear models : with applications in economics and finance
International journal of forecasting
157
Journal of forecasting
108
Finance research letters
99
Applied economics
78
Journal of banking & finance
77
Journal of empirical finance
66
International review of financial analysis
64
Economic modelling
63
Journal of econometrics
63
Energy economics
61
Journal of financial economics
58
Applied economics letters
56
Discussion paper / Centre for Economic Policy Research
56
International review of economics & finance : IREF
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Working paper
53
Working paper / National Bureau of Economic Research, Inc.
49
The North American journal of economics and finance : a journal of financial economics studies
48
NBER working paper series
46
NBER Working Paper
45
Economics letters
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
CESifo working papers
36
Journal of international money and finance
36
Discussion paper / Tinbergen Institute
35
Pacific-Basin finance journal
34
Finance and economics discussion series
32
The European journal of finance
32
Journal of applied econometrics
30
Journal of international financial markets, institutions & money
30
Discussion papers / CEPR
27
Management science : journal of the Institute for Operations Research and the Management Sciences
26
International journal of finance & economics : IJFE
25
Discussion paper / Deutsche Bundesbank
24
Applied financial economics
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Research in international business and finance
23
The journal of futures markets
23
Journal of risk and financial management : JRFM
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
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Diffusion index model specification and estimation using mixed frequency datasets
Kim, Kihwan
;
Swanson, Norman R.
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 15-31)
.
2014
Persistent link: https://www.econbiz.de/10011406756
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2
Forecasting stock returns : does switching between models help?
McMillan, David G.
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 229-248)
.
2014
Persistent link: https://www.econbiz.de/10011406772
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