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Year of publication
Subject
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Theorie 322 Theory 322 Time series analysis 231 Zeitreihenanalyse 231 Estimation 210 Schätzung 210 Estimation theory 141 Schätztheorie 141 Volatility 118 Volatilität 118 ARCH model 89 ARCH-Modell 89 Nichtlineare Regression 86 Nonlinear regression 86 Forecasting model 80 Prognoseverfahren 80 Markov chain 67 Markov-Kette 67 Business cycle 66 Konjunktur 66 USA 66 United States 66 VAR model 59 VAR-Modell 59 Bayesian inference 58 Bayes-Statistik 56 Capital income 53 Kapitaleinkommen 53 Regression analysis 52 Regressionsanalyse 52 Geldpolitik 50 Monetary policy 50 Cointegration 49 Kointegration 49 Börsenkurs 47 Share price 47 Monte Carlo simulation 44 Monte-Carlo-Simulation 44 Stochastic process 44 Stochastischer Prozess 44
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Online availability
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Undetermined 749 Free 28
Type of publication
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Article 769 Book / Working Paper 9
Type of publication (narrower categories)
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Article in journal 776 Aufsatz in Zeitschrift 776 Collection of articles of several authors 7 Sammelwerk 7 Interview 4 Festschrift 3 Conference proceedings 2 Konferenzschrift 2
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Language
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English 778
Author
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Jawadi, Fredj 12 Semmler, Willi 10 Blazsek, Szabolcs 9 Gupta, Rangan 9 Serletis, Apostolos 7 Chiarella, Carl 6 Dufrénot, Gilles 6 Gençay, Ramazan 6 Rothman, Philip 6 Sola, Martin 6 Barnett, William A. 5 Escribano, Álvaro 5 Fabozzi, Frank J. 5 Gómez, Manuel A. 5 Koop, Gary 5 Lee, Junsoo 5 Licht, Adrian 5 Morley, James C. 5 Psaradakis, Zacharias G. 5 Ramsey, James B. 5 Ravazzolo, Francesco 5 Teräsvirta, Timo 5 Ayala, Astrid 4 Bec, Frédérique 4 Bekiros, Stelios 4 Belaire-Franch, Jorge 4 Chen, Pu 4 Chong, Terence Tai-Leung 4 Donayre, Luiggi 4 Funke, Michael 4 Hinich, Melvin J. 4 Ignatieva, Ekaterina 4 Kim, Chang-jin 4 Kim, Young Shin 4 Leybourne, Stephen James 4 Nishimura, Kazuo 4 Pavlidis, Efthymios G. 4 Peel, David 4 Proietti, Tommaso 4 Račev, Svetlozar T. 4
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Published in...
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 778
Source
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ECONIS (ZBW) 778
Showing 1 - 10 of 778
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From model misspecification to multidimensional welfare : a conversation with Professor Esfandiar Maasoumi
Maasoumi, Esfandiar (interviewee); Jawadi, Fredj (interviewer) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 29 (2025) 4, pp. 405-424
Persistent link: https://www.econbiz.de/10015460256
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Introducing sspaneltvp : a code to estimating state-space time-varying parameter models in panels. an application to Okun's Law
Camarero Olivas, Mariam; Sapena, Juan; Tamarit … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 29 (2025) 4, pp. 511-539
Persistent link: https://www.econbiz.de/10015461628
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Which global cycle? : a stochastic factor selection approach for global macro-financial cycles
Berger, Tino; Hienzsch, Sebastian - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 29 (2025) 5, pp. 541-559
Persistent link: https://www.econbiz.de/10015461631
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Heterogeneity, jumps and co-movements in transmission of volatility spillovers among cryptocurrencies
Gillas, Konstantinos Gkillas; Tantoula, Maria; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 29 (2025) 5, pp. 621-649
Persistent link: https://www.econbiz.de/10015462696
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Diversified reward-risk parity in portfolio construction
Choi, Jaehyung; Kim, Hyangju; Kim, Young Shin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 29 (2025) 2, pp. 213-233
Persistent link: https://www.econbiz.de/10015438088
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Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua; Doucet, Arnaud; León-González, Roberto; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 29 (2025) 3, pp. 265-300
Persistent link: https://www.econbiz.de/10015438126
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A regression-based method for estimating generalised entropy and Atkinson inequality indices and their standard errors
Shankar, Sriram - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 29 (2025) 3, pp. 317-322
Persistent link: https://www.econbiz.de/10015438129
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Challenges and opportunities for twenty first century Bayesian econometricians : a personal view
Dijk, Herman K. van - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 2, pp. 155-176
Persistent link: https://www.econbiz.de/10014631897
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Markov-switching models with unknown error distributions : identification and inference within the Bayesian framework
Hwu, Shih-Tang; Kim, Chang-jin - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 2, pp. 177-199
Persistent link: https://www.econbiz.de/10014631899
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Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods
Hauzenberger, Niko; Huber, Florian; Koop, Gary - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 2, pp. 201-225
Persistent link: https://www.econbiz.de/10014631913
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