//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Theory"
subject:"USA"
~person:"Bauwens, Luc"
~subject:"Bayes-Statistik"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theory
USA
Bayes-Statistik
Estimation theory
41
Schätztheorie
41
Time series analysis
17
Zeitreihenanalyse
17
Theorie
15
ARCH model
10
ARCH-Modell
10
Correlation
10
Korrelation
10
Bayesian inference
9
Analysis of variance
6
Börsenkurs
6
Share price
6
Statistical theory
6
Statistische Methodenlehre
6
Varianzanalyse
6
Estimation
5
Forecasting
5
Forecasting model
5
Hadamard exponential matrix
5
Linear algebra
5
Lineare Algebra
5
Prognoseverfahren
5
Schätzung
5
Volatility
5
Volatilität
5
Autocorrelation
3
Autokorrelation
3
Dynamic conditional correlations
3
Markov chain
3
Markov-Kette
3
Microfoundations
3
Mikrofundierung
3
dynamic covariances and correlations
3
realized covariances
3
Australia
2
Australien
2
Bayesian estimation
2
more ...
less ...
Online availability
All
Free
6
Undetermined
1
Type of publication
All
Book / Working Paper
14
Article
10
Type of publication (narrower categories)
All
Arbeitspapier
11
Working Paper
11
Graue Literatur
10
Non-commercial literature
10
Article in journal
9
Aufsatz in Zeitschrift
9
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
24
Author
All
Bauwens, Luc
Härdle, Wolfgang
68
Pesaran, M. Hashem
65
Phillips, Peter C. B.
60
Gouriéroux, Christian
50
Andrews, Donald W. K.
45
Franses, Philip Hans
42
Newey, Whitney K.
42
Baltagi, Badi H.
39
Imbens, Guido
39
Giles, David E. A.
38
McAleer, Michael
37
Koop, Gary
36
Swanson, Norman R.
36
Kohn, Robert
34
Robert, Christian P.
31
Heckman, James J.
30
Robinson, Peter M.
30
Diebold, Francis X.
29
Horowitz, Joel
29
Schorfheide, Frank
29
King, Maxwell L.
28
Li, Qi
27
Bera, Anil K.
26
Ohtani, Kazuhiro
26
Brännäs, Kurt
25
Dufour, Jean-Marie
25
Granger, C. W. J.
25
Lee, Lung-fei
25
Steel, Mark F. J.
25
Krämer, Walter
24
Lütkepohl, Helmut
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Hong, Han
23
Kilian, Lutz
23
Kleibergen, Frank
23
Ullah, Aman
23
Winkelmann, Rainer
23
Wooldridge, Jeffrey M.
23
more ...
less ...
Published in...
All
CORE discussion paper : DP
9
Annales d'économie et de statistique
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Advances in econometrics
1
Bayesian methods applied to time series data
1
CORE discussion papers : DP
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of research methods and applications in empirical macroeconomics
1
Journal of econometrics
1
Journal of empirical finance
1
L'hétérogénéité en économétrie : numéro spécial
1
LIDAM discussion paper CORE
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
-
2022
Persistent link: https://www.econbiz.de/10013179719
Saved in:
2
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
3
A Bayesian Method of Change-Point Estimation with Recurrent Regimes : Application to GARCH Models
Bauwens, Luc
-
2017
We present an estimation and forecasting method, based on a differential evolution MCMC method, for inference in GARCH models subjected to an unknown number of structural breaks at unknown dates. We treat break dates as parameters and determine the number of breaks by computing the marginal...
Persistent link: https://www.econbiz.de/10012956780
Saved in:
4
Bayesian Methods
Bauwens, Luc
-
2012
Persistent link: https://www.econbiz.de/10013108925
Saved in:
5
Bayesian methods
Bauwens, Luc
;
Korobilis, Dimitris
-
2011
Persistent link: https://www.econbiz.de/10009504874
Saved in:
6
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
7
Bayesian methods
Bauwens, Luc
;
Korobilis, Dimitris
- In:
Handbook of research methods and applications in …
,
(pp. 363-380)
.
2013
Persistent link: https://www.econbiz.de/10010206760
Saved in:
8
The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
Saved in:
9
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
-
2002
Persistent link: https://www.econbiz.de/10001672395
Saved in:
10
A new class of multivariate skew densities, with application to generalized autoregressive conditionalheteroscedasticity models
Bauwens, Luc
;
Laurent, Sébastien
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
3
,
pp. 346-354
Persistent link: https://www.econbiz.de/10003013029
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->