//--> //--> //-->
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
~isPartOf:"Econometric reviews"
~subject:"VAR model"
~type_genre:"Article in journal"
~type_genre:"Textbook"
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:"Modellbildung"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
VAR model
Modellierung
56
Scientific modelling
56
Theorie
33
Theory
33
Estimation theory
22
Schätztheorie
22
Time series analysis
17
Zeitreihenanalyse
17
Bayes-Statistik
13
Bayesian inference
13
Estimation
9
Forecasting model
9
Prognoseverfahren
9
Schätzung
9
Volatility
8
Volatilität
8
Regression analysis
6
Regressionsanalyse
6
Statistical test
6
Statistischer Test
6
model selection
6
Einheitswurzeltest
5
Heteroscedasticity
5
Heteroskedastizität
5
Stochastic process
5
Stochastischer Prozess
5
Unit root test
5
VAR-Modell
5
Model averaging
4
Model selection
4
Nichtlineare Regression
4
Nonlinear regression
4
model averaging
4
ARCH model
3
ARCH-Modell
3
Autocorrelation
3
Autokorrelation
3
Bootstrap approach
3
Bootstrap-Verfahren
3
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
Textbook
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Bensmail, Halima
1
Bozdogan, Hamparsum
1
Chan, Joshua
1
Eisenstat, Eric
1
González, Andrés
1
He, Changli
1
Kwon, Yongjae
1
Lohmeyer, Jan
1
Palm, Franz C.
1
Reuvers, Hanno
1
Strachan, Rodney W.
1
Teräsvirta, Timo
1
Tu, Yundong
1
Urbain, Jean-Pierre
1
Xie, Xinling
1
more ...
less ...
Published in...
All
Econometric reviews
Journal of econometrics
8
International journal of forecasting
6
Journal of applied econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Econometrics : open access journal
4
Economics letters
4
Journal of monetary economics
4
Journal of economic dynamics & control
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of forecasting
2
Quantitative economics : QE ; journal of the Econometric Society
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
ASTIN bulletin : the journal of the International Actuarial Association
1
American economic journal
1
Birritu : is a quarterly magazine published by: the National Bank of Ethiopia
1
Cambridge journal of economics
1
Computational economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Economics / Journal articles : the open-access, open-assessment journal
1
Energy economics
1
European economic review : EER
1
European review of agricultural economics : ERAE
1
Ifo-Schnelldienst
1
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
1
International business and economics research journal
1
International economic review
1
International journal of central banking : IJCB
1
Italian economic journal
1
Japan and the world economy : international journal of theory and policy
1
Journal of money, credit and banking : JMCB
1
Journal of the European Economic Association
1
Macroeconomic dynamics
1
Oxford bulletin of economics and statistics
1
Review of world economics
1
Risks : open access journal
1
Springer texts in business and economics
1
The American economic review
1
The South African journal of economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting vector autoregressions with mixed roots in the vicinity of unity
Tu, Yundong
;
Xie, Xinling
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 556-585
Persistent link: https://www.econbiz.de/10014321655
Saved in:
2
Focused information criterion for locally misspecified vector autoregressive models
Lohmeyer, Jan
;
Palm, Franz C.
;
Reuvers, Hanno
;
Urbain, …
- In:
Econometric reviews
38
(
2019
)
7
,
pp. 763-792
Persistent link: https://www.econbiz.de/10012181357
Saved in:
3
Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric
;
Chan, Joshua
;
Strachan, Rodney W.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1638-1665
Persistent link: https://www.econbiz.de/10011592382
Saved in:
4
Performance of model selection criteria in Bayesian threshold VAR (TVAR) models
Kwon, Yongjae
;
Bozdogan, Hamparsum
;
Bensmail, Halima
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 83-101
Persistent link: https://www.econbiz.de/10003800662
Saved in:
5
Testing parameter constancy in stationary vector autoregressive models against continuous change
He, Changli
;
Teräsvirta, Timo
;
González, Andrés
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 225-245
Persistent link: https://www.econbiz.de/10003800734
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->