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Search: subject:"Confidence Set"
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model confidence set
40
confidence set
22
Confidence set
19
Estimation theory
18
Schätztheorie
18
Prognoseverfahren
16
Forecasting model
15
Asymptotic size
14
Test
14
Theorie
13
Model Confidence Set
12
Model confidence set
12
Statistical test
12
Statistischer Test
12
Theory
12
Volatility
12
MGARCH
10
Bootstrap approach
8
Bootstrap-Verfahren
8
Identification
8
Volatilität
8
Weak identification
8
ARCH model
7
ARCH-Modell
7
Asymptotics
7
Induktive Statistik
7
Inference
7
Statistical inference
7
forecast evaluation
7
model comparison
7
model ranking
7
Moment inequalities
6
Nonlinear models
6
forecasting
6
identification
6
multivariate GARCH
6
weak identification
6
Asymptotic power
5
Chetty bounds
5
Covariance forecasting
5
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Online availability
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Free
116
CC license
2
Type of publication
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Book / Working Paper
102
Article
14
Type of publication (narrower categories)
All
Working Paper
35
Arbeitspapier
26
Graue Literatur
22
Non-commercial literature
22
Article in journal
8
Aufsatz in Zeitschrift
8
Article
3
Hochschulschrift
1
Thesis
1
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Language
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English
69
Undetermined
43
French
2
Portuguese
2
Author
All
Andrews, Donald W.K.
11
Andrews, Donald W. K.
10
Caporin, Massimiliano
10
McAleer, Michael
10
Guggenberger, Patrik
7
Cheng, Xu
6
Chernozhukov, Victor
5
Kocatulum, Emre
5
Menzel, Konrad
5
Clements, Adam
4
Kaplan, David M.
4
Koopman, Siem Jan
4
Scharth, Marcel
4
Shi, Xiaoxia
4
Becker, Ralf
3
Caporin, M.
3
Castelnuovo, Efrem
3
DUFOUR, Jean-Marie
3
Dufour, Jean-Marie
3
Fanelli, Luca
3
Hutter, Christian
3
Laurent, Sébastien
3
Lehmann, Robert
3
Lucas, Andre
3
McAleer, M.J.
3
Rombouts, Jeroen V.K.
3
Stentoft, Lars
3
Violante, Francesco
3
Weber, Enzo
3
Wohlrabe, Klaus
3
Alfarano, Simone
2
Barde, Sylvain
2
Cerqueira, Daniel
2
Davidson, Russell
2
Doolan, Mark
2
Feir, Donna L
2
Hurn, Stan
2
Jia, Panle
2
Lemieux, Thomas
2
Lins, Gabriel de Oliveira Accioly
2
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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
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
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...
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Cowles Foundation Discussion Papers
16
CIRANO Working Papers
5
CREATES Research Papers
5
Cahiers de recherche
5
Working paper series / Department of Economics, University of Missouri-Columbia
5
Cowles Foundation discussion paper
4
Econometric Institute Research Papers
4
"Marco Fanno" Working Papers
3
CORE Discussion Papers
3
Econometric Institute Report
3
KIER Working Papers
3
NCER Working Paper Series
3
Documentos de Trabajo del ICAE
2
MPRA Paper
2
Microeconomics.ca working papers
2
NCER working paper series
2
Quantitative Economics
2
Quantitative economics : QE ; journal of the Econometric Society
2
Tinbergen Institute Discussion Papers
2
Working papers
2
Applied Economics
1
BERG Working Paper Series
1
BERG working paper series
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CORE discussion papers : DP
1
Cahiers de recherche CREATE
1
CeMMAP working papers
1
DEM Working Papers Series
1
Discussion Papers in Economics
1
Discussion paper / Tinbergen Institute
1
Discussion papers / Graduate School of Economics, Hitotsubashi University
1
Discussion papers / University of Kent, School of Economics
1
Dynamic Econometric Models
1
Econometric reviews
1
Economics Working Paper
1
Economics working paper
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
FEDS Working Paper
1
Finance and economics discussion series
1
Finance research letters
1
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Source
All
RePEc
68
ECONIS (ZBW)
35
EconStor
12
BASE
1
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1
Multiple testing of a function's monotonicity
Zhao, Wei
-
2023
Persistent link: https://www.econbiz.de/10014464287
Saved in:
2
Appraising model complexity in option pricing
Cummins, Mark
;
Esposito, Francesco
-
2025
Persistent link: https://www.econbiz.de/10015376680
Saved in:
3
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:
4
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:
5
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:
6
Multiple testing of ordinal stochastic monotonicity
Wu, Qian
;
Kaplan, David M.
-
2023
Persistent link: https://www.econbiz.de/10014464295
Saved in:
7
GLS estimation and confidence sets for the date of a single break in models with trends
Beutner, Eric
;
Lin, Yicong
;
Smeekes, Stephan
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10014305491
Saved in:
8
Inference on consensus ranking of distributions
Kaplan, David M.
-
2022
Persistent link: https://www.econbiz.de/10013393536
Saved in:
9
Comparing latent inequality with ordinal data
Kaplan, David M.
;
Zhao, Wei
-
2022
Persistent link: https://www.econbiz.de/10014313008
Saved in:
10
Nowcasting the state of the Italian economy : the role of financial markets
Ceci, Donato
;
Silvestrini, Andrea
-
2022
Persistent link: https://www.econbiz.de/10013197656
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