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  • Search: subject:"Confidence set"
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Year of publication
Subject
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Prognoseverfahren 66 Forecasting model 65 model confidence set 59 Estimation theory 50 Schätztheorie 50 Model confidence set 47 Confidence set 39 Volatility 39 ARCH model 34 ARCH-Modell 34 Volatilität 34 Theorie 33 Theory 32 Statistical test 30 Statistischer Test 30 confidence set 28 Zeitreihenanalyse 22 Time series analysis 21 Portfolio selection 20 Portfolio-Management 20 Bootstrap approach 19 Bootstrap-Verfahren 19 Model Confidence Set 18 Modellierung 18 Scientific modelling 18 Test 18 Asymptotic size 17 Induktive Statistik 15 MGARCH 15 Statistical inference 15 Estimation 12 Identification 12 Schätzung 12 Stochastic process 11 Stochastischer Prozess 11 Capital income 10 Correlation 10 Forecasting 10 Inference 10 Kapitaleinkommen 10
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Online availability
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Free 116 Undetermined 78 CC license 2
Type of publication
All
Book / Working Paper 107 Article 102
Type of publication (narrower categories)
All
Article in journal 79 Aufsatz in Zeitschrift 79 Working Paper 35 Arbeitspapier 26 Graue Literatur 22 Non-commercial literature 22 Article 3 Aufsatz im Buch 2 Book section 2 Conference paper 1 Hochschulschrift 1 Konferenzbeitrag 1 Thesis 1
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Language
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English 143 Undetermined 61 Portuguese 3 French 2
Author
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Caporin, Massimiliano 15 McAleer, Michael 15 Andrews, Donald W. K. 13 Andrews, Donald W.K. 12 Cheng, Xu 8 Guggenberger, Patrik 8 Chernozhukov, Victor 6 Clements, Adam 6 Kaplan, David M. 6 Kocatulum, Emre 6 Menzel, Konrad 6 Dufour, Jean-Marie 5 Lehmann, Robert 5 Shi, Xiaoxia 5 Stentoft, Lars 5 Wohlrabe, Klaus 5 Becker, Ralf 4 Hutter, Christian 4 Koopman, Siem Jan 4 Laurent, Sébastien 4 Rombouts, Jeroen V.K. 4 Scharth, Marcel 4 Violante, Francesco 4 Weber, Enzo 4 Alfarano, Simone 3 Bauwens, Luc 3 Braione, Manuela 3 Caporin, M. 3 Castelnuovo, Efrem 3 DUFOUR, Jean-Marie 3 Davidson, Russell 3 Degiannakis, Stavros 3 Doman, Ryszard 3 Fanelli, Luca 3 Hurn, Stan 3 Khalaf, Lynda 3 Lucas, Andre 3 Lunde, Asger 3 McAleer, M.J. 3 Milaković, Mishael 3
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Institution
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Cowles Foundation for Research in Economics, Yale University 16 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 5 School of Economics and Management, University of Aarhus 5 Department of Economics and Finance, College of Business and Economics 4 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 4 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 3 Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova 3 Erasmus University Rotterdam, Econometric Institute 3 Institute of Economic Research, Kyoto University 3 National Centre for Econometric Research (NCER) 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 2 Département de Sciences Économiques, Université de Montréal 2 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 2 Vancouver School of Economics 2 C.E.P.R. Discussion Papers 1 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 1 Centre de recherche en économie de l'environnement, de l'agroalimentaire, des transports et de l'énergie (CREATE), Université Laval 1 Centre for Microdata Methods and Practice (CEMMAP) 1 Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 1 HAL 1 Melbourne Institute of Applied Economic and Social Research (MIAESR), Faculty of Business and Economics 1 Norges Bank 1 Tinbergen Institute 1 Tinbergen Instituut 1
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Published in...
All
Cowles Foundation Discussion Papers 16 International journal of forecasting 9 CIRANO Working Papers 5 CREATES Research Papers 5 Cahiers de recherche 5 Finance research letters 5 Journal of forecasting 5 Working paper series / Department of Economics, University of Missouri-Columbia 5 Applied economics 4 Cowles Foundation discussion paper 4 Econometric Institute Research Papers 4 Journal of econometrics 4 Journal of empirical finance 4 Working Papers in Economics 4 "Marco Fanno" Working Papers 3 CORE Discussion Papers 3 Econometric Institute Report 3 Econometric reviews 3 Energy economics 3 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 3 KIER Working Papers 3 NCER Working Paper Series 3 Quantitative economics : QE ; journal of the Econometric Society 3 Computational Statistics & Data Analysis 2 Documentos de Trabajo del ICAE 2 Economic modelling 2 International Journal of Forecasting 2 Journal of Econometrics 2 Journal of banking & finance 2 Journal of financial econometrics : official journal of the Society for Financial Econometrics 2 MPRA Paper 2 Metrika 2 Microeconomics.ca working papers 2 NCER working paper series 2 Quantitative Economics 2 Statistical Papers / Springer 2 The econometrics journal 2 The energy journal 2 Tinbergen Institute Discussion Papers 2 Working papers 2
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Source
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ECONIS (ZBW) 108 RePEc 87 EconStor 12 BASE 1 Other ZBW resources 1
Showing 21 - 30 of 209
Cover Image
Nowcasting the state of the Italian economy : the role of financial markets
Ceci, Donato; Silvestrini, Andrea - In: Journal of forecasting 42 (2023) 7, pp. 1569-1593
Persistent link: https://www.econbiz.de/10014432723
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Comparison of score-driven equity-gold portfolios during the COVID-19 pandemic using model confidence sets
Ayala, Astrid; Blazsek, Szabolcs; Licht, Adrian - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 5, pp. 705-731
Persistent link: https://www.econbiz.de/10014506866
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Forecasting expected shortfall : should we use a multivariate model for stock market factors?
Fortin, Alain-Philippe; Simonato, Jean-Guy; Dionne, Georges - In: International journal of forecasting 39 (2023) 1, pp. 314-331
Persistent link: https://www.econbiz.de/10014462782
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Comparing latent inequality with ordinal data
Kaplan, David M.; Zhao, Wei - In: The econometrics journal 26 (2023) 2, pp. 189-214
Persistent link: https://www.econbiz.de/10014319311
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Can heterogeneous agent models explain the alleged mispricing of the S&P 500?
Lux, Thomas - 2020
Franke and Westerhoff (2012) is the only exception. Estimation of the model confidence set indicates that this model is not … of the model confidence set. …
Persistent link: https://www.econbiz.de/10012215456
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Previsão de homicídios no Brasil: Proposta de variável antecedente
Lins, Gabriel de Oliveira Accioly; Cerqueira, Daniel; … - 2020
window' scheme and 'Model Confidence Set' approach, we investigate whether multivariate models with leading variables show …
Persistent link: https://www.econbiz.de/10012616509
Saved in:
Cover Image
Can heterogeneous agent models explain the alleged mispricing of the S&P 500?
Lux, Thomas - 2020
Franke and Westerhoff (2012) is the only exception. Estimation of the model confidence set indicates that this model is not … of the model confidence set. …
Persistent link: https://www.econbiz.de/10012214509
Saved in:
Cover Image
Previsão de homicídios no Brasil: proposta de variável antecedente
Lins, Gabriel de Oliveira Accioly; Cerqueira, Daniel; … - 2020
window” scheme and “Model Confidence Set” approach, we investigate whether multivariate models with leading variables show …
Persistent link: https://www.econbiz.de/10012319134
Saved in:
Cover Image
Inference on consensus ranking of distributions
Kaplan, David M. - 2020
Persistent link: https://www.econbiz.de/10012390824
Saved in:
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Measuring the effects of unconventional policies on stock market volatility
Lacava, Demetrio; Gallo, Giampiero M.; Otranto, Edoardo - 2020 - Prima edizione
Persistent link: https://www.econbiz.de/10012515678
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