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Search: subject:"Confidence set"
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Subject
All
Prognoseverfahren
67
Forecasting model
66
model confidence set
60
Estimation theory
52
Schätztheorie
52
Model confidence set
48
Confidence set
41
Volatility
39
Theorie
36
Theory
35
ARCH model
34
ARCH-Modell
34
Volatilität
34
Statistical test
33
Statistischer Test
33
confidence set
28
Bootstrap approach
22
Bootstrap-Verfahren
22
Zeitreihenanalyse
22
Portfolio selection
21
Portfolio-Management
21
Time series analysis
21
Modellierung
19
Scientific modelling
19
Model Confidence Set
18
Test
18
Asymptotic size
17
Induktive Statistik
15
MGARCH
15
Statistical inference
15
Estimation
14
Schätzung
14
Identification
13
Stochastic process
13
Stochastischer Prozess
13
Capital income
11
Kapitaleinkommen
11
Correlation
10
Forecasting
10
Inference
10
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Online availability
All
Free
121
Undetermined
78
CC license
3
Type of publication
All
Book / Working Paper
110
Article
104
Type of publication (narrower categories)
All
Article in journal
81
Aufsatz in Zeitschrift
81
Working Paper
38
Arbeitspapier
29
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
148
Undetermined
61
Portuguese
3
French
2
Author
All
Caporin, Massimiliano
15
McAleer, Michael
15
Andrews, Donald W. K.
13
Andrews, Donald W.K.
12
Kaplan, David M.
9
Cheng, Xu
8
Guggenberger, Patrik
8
Chernozhukov, Victor
6
Clements, Adam
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
Zhao, Wei
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
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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
Working paper series / Department of Economics, University of Missouri-Columbia
8
CIRANO Working Papers
5
CREATES Research Papers
5
Cahiers de recherche
5
Finance research letters
5
Journal of forecasting
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)
113
RePEc
87
EconStor
12
BASE
1
Other ZBW resources
1
Showing
1
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10
of
214
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date (oldest first)
1
Multiple testing of a function's monotonicity
Zhao, Wei
;
Kaplan, David M.
-
2025
Persistent link: https://www.econbiz.de/10015472271
Saved in:
2
Multiple testing of a function's monotonicity
Zhao, Wei
-
2023
Persistent link: https://www.econbiz.de/10014464287
Saved in:
3
Appraising model complexity in option pricing
Cummins, Mark
;
Esposito, Francesco
- In:
The journal of futures markets
45
(
2025
)
5
,
pp. 455-472
Persistent link: https://www.econbiz.de/10015376680
Saved in:
4
Forecasting asset returns using Nelson-Siegel factors estimated from the US yield curve
Guidolin, Massimo
;
Ionta, Serena
- In:
Econometrics : open access journal
13
(
2025
)
2
,
pp. 1-36
, and an AR(1) model based on past returns. We employed the Diebold-Mariano test and the Model
Confidence
Set
procedure to …
Persistent link: https://www.econbiz.de/10015437122
Saved in:
5
Multiple testing for distributional differences with non-iid data
Kaplan, David M.
;
Liu, Xin
-
2025
Persistent link: https://www.econbiz.de/10015472252
Saved in:
6
Multiple testing of stochastic monotonicity
Wu, Qian
;
Kaplan, David M.
-
2025
Persistent link: https://www.econbiz.de/10015472265
Saved in:
7
A novel robust method for estimating the covariance matrix of financial returns with applications to risk management
Leccadito, Arturo
;
Staino, Alessandro
;
Toscano, Pietro
- In:
Financial innovation : FIN
10
(
2024
),
pp. 1-28
. Furthermore, we use the Model
Confidence
Set
procedure to identify the superior set of models (SSM). For all the portfolios and …
Persistent link: https://www.econbiz.de/10015361657
Saved in:
8
Not all VIXs are (Informationally) equal : evidence from affine GARCH option pricing models
Escobar, Marcos
;
Stentoft, Lars
;
Ye, Xize
- In:
Finance research letters
69
(
2024
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10015079727
Saved in:
9
Forecasting realized volatility : does anything beat linear models?
Branco, Rafael R.
;
Rubesam, Alexandre
;
Zevallos, Mauricio
- In:
Journal of empirical finance
78
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10015101660
Saved in:
10
Calibration and validation of macroeconomic simulation models by statistical causal search
Martinoli, Mario
;
Moneta, Alessio
;
Pallante, Gianluca
- In:
Journal of economic behavior & organization
228
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015461655
Saved in:
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