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  • Search: subject:"Data Sampling"
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Year of publication
Subject
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Forecasting model 62 Prognoseverfahren 62 Mixed data sampling 38 Theorie 37 Sampling 36 Stichprobenerhebung 36 Theory 36 Schätzung 31 Estimation 30 Volatility 25 Volatilität 24 Time series analysis 23 Zeitreihenanalyse 23 Regression analysis 22 Regressionsanalyse 22 Estimation theory 20 Schätztheorie 20 ARCH model 19 ARCH-Modell 19 Economic forecast 16 Wirtschaftsprognose 16 National income 15 Nationaleinkommen 15 Aktienmarkt 14 Mixed Data Sampling 14 Nowcasting 14 Stock market 14 USA 13 VAR model 13 VAR-Modell 13 mixed data sampling 13 Frühindikator 12 Gross domestic product 12 Oil price 12 United States 12 Ölpreis 12 Bruttoinlandsprodukt 11 Börsenkurs 11 Capital income 11 Forecasting 11
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Online availability
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Free 73 Undetermined 73 CC license 6
Type of publication
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Article 92 Book / Working Paper 62
Type of publication (narrower categories)
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Article in journal 80 Aufsatz in Zeitschrift 80 Working Paper 41 Graue Literatur 30 Non-commercial literature 30 Arbeitspapier 28 Article 3 Aufsatz im Buch 1 Book section 1 Konferenzschrift 1
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Language
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English 133 Undetermined 17 German 3 Spanish 1
Author
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Ghysels, Eric 13 Foroni, Claudia 9 Walther, Thomas 9 Klein, Tony 8 Schumacher, Christian 8 Motegi, Kaiji 6 Ravazzolo, Francesco 6 Hill, Jonathan B. 5 Marcellino, Massimiliano 5 Miller, J. Isaac 5 Jiang, Cuixia 4 Nguyen, Duc Khuong 4 Valadkhani, Abbas 4 Xu, Qifa 4 Yang, Lixiong 4 Aastveit, Knut Are 3 Audrino, Francesco 3 Bouri, Elie 3 Dudda, Tom L. 3 Golosnoy, Vasyl 3 Gribisch, Bastian 3 Javed, Farrukh 3 Liesenfeld, Roman 3 Pan, Zhiyuan 3 Wang, Yudong 3 Wu, Xinyu 3 Adediran, Idris A. 2 Alessi, Lucia 2 Andreani, Mila 2 Aor, Raymond L. 2 Asgharian, Hossein 2 Asimakopoulos, Panagiotis 2 Asimakopoulos, Stylianos 2 Ball, Ryan 2 Ben Rhomdhane, Hagher 2 Ben Romdhane, Hager 2 Benlallouna, Brahim Mehdi 2 Candila, Vincenzo 2 Casarin, Roberto 2 Charfeddine, Lanouar 2
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Institution
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Deutsche Bundesbank 3 Economics Department, University of Missouri 3 C.E.P.R. Discussion Papers 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre for Applied Macro- and Petroleum economics (CAMP), BI Handelshøyskolen 1 East Asian Bureau of Economic Research (EABER) 1 European Central Bank 1 Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues - GEWISOLA 1 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 1 Knut Wicksells centrum för finansvetenskap, Ekonomihögskolan 1 Norges Bank 1 School of Economics and Political Science, Universität St. Gallen 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Energy economics 5 International review of economics & finance : IREF 5 International journal of forecasting 4 Journal of forecasting 4 Journal of econometrics 3 QMS Research Paper 3 The energy journal 3 Working Papers / Economics Department, University of Missouri 3 Applied economics 2 Applied economics letters 2 BOFIT discussion papers 2 CEPR Discussion Papers 2 DIW Wochenbericht 2 Department of Economics working paper series 2 Discussion Paper Series 1 2 Discussion Paper Series 1: Economic Studies 2 Discussion paper / Centre for Economic Policy Research 2 Discussion paper series / Centre for Economic Policy Research / Financial economics 2 Econometric reviews 2 Economic modelling 2 Empirical economics : a quarterly journal of the Institute for Advanced Studies 2 Finance research letters 2 Graduate Institute of International and Development Studies Working Paper 2 International review of financial analysis 2 Journal of empirical finance 2 Journal of financial and quantitative analysis : JFQA 2 Journal of risk 2 The North American journal of economics and finance : a journal of financial economics studies 2 Working paper / Graduate Institute of International and Development Studies 2 Working paper / Norges Bank 2 Working papers on finance 2 53rd Annual Conference, Berlin, Germany, September 25-27, 2013 1 BNR economic review 1 BOK working paper 1 Bank of Japan working paper series 1 Bulletin of monetary economics and banking 1 Bundesbank Discussion Paper 1 CAMA working paper series 1 CIRANO Working Papers 1 CORE discussion papers : DP 1
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Source
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ECONIS (ZBW) 112 RePEc 25 EconStor 16 Other ZBW resources 1
Showing 141 - 150 of 154
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Testing for granger causality with mixed frequency data
Ghysels, Eric; Hill, Jonathan B.; Motegi, Kaiji - 2013
Persistent link: https://www.econbiz.de/10010193401
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Mixed-frequency vector autoregressive models
Foroni, Claudia; Ghysels, Eric; Marcellino, Massimiliano - In: VAR models in macroeconomics - new developments and …, (pp. 247-271). 2013
Persistent link: https://www.econbiz.de/10010252328
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Evaluating the impact of data quantity, distribution and algorithm selection on the accuracy of 3D subsurface models using synthetic grid models of varying complexity
MacCormack, Kelsey; Brodeur, Jason; Eyles, Carolyn - In: Journal of Geographical Systems 15 (2013) 1, pp. 71-88
Testing the accuracy of 3D modelling algorithms used for geological applications is extremely difficult as model results cannot be easily validated. This paper presents a new approach to evaluate the effectiveness of common interpolation algorithms used in 3D subsurface modelling, utilizing four...
Persistent link: https://www.econbiz.de/10010867941
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Testing for Granger Causality with Mixed Frequency Data
Ghysels, Eric; Hill, Jonathan B.; Motegi, Kaiji - C.E.P.R. Discussion Papers - 2013
It is well known that temporal aggregation has adverse effects on Granger causality tests. Time series are often sampled at different frequencies. This is typically ignored, and data are merely aggregated to the common lowest frequency. We develop a set of Granger causality tests that explicitly...
Persistent link: https://www.econbiz.de/10011083986
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Testing for granger causality with mixed frequency data
Ghysels, Eric; Hill, Jonathan B.; Motegi, Kaiji - 2013
Persistent link: https://www.econbiz.de/10015573921
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U-MIDAS: MIDAS regressions with unrestricted lag polynomials
Foroni, Claudia; Marcellino, Massimiliano; Schumacher, … - C.E.P.R. Discussion Papers - 2012
Mixed-data sampling (MIDAS) regressions allow to estimate dynamic equations that explain a low-frequency variable by …
Persistent link: https://www.econbiz.de/10011084496
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Real-Time Forecast Density Combinations (Forecasting US GDP Growth Using Mixed-Frequency Data)
Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - 2012
Persistent link: https://www.econbiz.de/10009524285
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The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman - In: Journal of Econometrics 167 (2012) 1, pp. 211-223
Maximum Likelihood. We also propose extensions of the CAW model obtained by including a Mixed Data Sampling (MIDAS) component …
Persistent link: https://www.econbiz.de/10010574098
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MIDAS volatility forecast performance under market stress: Evidence from emerging stock markets
Emre Alper, C.; Fendoglu, Salih; Saltoglu, Burak - In: Economics Letters 117 (2012) 2, pp. 528-532
This paper evaluates weekly out-of-sample volatility forecast performance of univariate Mixed Data Sampling (MIDAS …
Persistent link: https://www.econbiz.de/10010580509
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There is a Risk-Return Tradeoff After All
Ghysels, Eric; Santa-Clara, Pedro; Valkanov, Rossen - Centre Interuniversitaire de Recherche en Analyse des … - 2003
Mixed Data Sampling (or MIDAS) approach. Using MIDAS, we find that there is a significantly positive relation between risk …
Persistent link: https://www.econbiz.de/10005100616
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