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Search: subject:"Confidence set"
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Subject
All
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
All
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
All
English
143
Undetermined
61
Portuguese
3
French
2
Author
All
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
All
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
All
ECONIS (ZBW)
108
RePEc
87
EconStor
12
BASE
1
Other ZBW resources
1
Showing
21
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30
of
209
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21
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
Saved in:
22
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
Saved in:
23
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
Saved in:
24
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
Saved in:
25
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
Saved in:
26
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:
27
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:
28
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:
29
Inference on consensus ranking of distributions
Kaplan, David M.
-
2020
Persistent link: https://www.econbiz.de/10012390824
Saved in:
30
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
Saved in:
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