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  • Search: subject:"Error decomposition"
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Year of publication
Subject
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Estimation 3 Forecasting model 3 Prognoseverfahren 3 Schätzung 3 Spillover effect 2 Spillover-Effekt 2 Statistical error 2 Statistischer Fehler 2 Theorie 2 Theory 2 Time series analysis 2 VAR model 2 VAR-Modell 2 Zeitreihenanalyse 2 error decomposition 2 Aktienmarkt 1 BUBOR 1 Bayesian inference 1 Business cycle 1 CAPM 1 Capital income 1 Cointegration 1 Distribution shifts 1 EU countries 1 EU-Staaten 1 EURIBOR 1 Economic Growth 1 Error decomposition 1 Euro area 1 Eurozone 1 Exchange rate 1 Financial connectedness 1 Forecast Error Decomposition 1 Geldpolitik 1 Hungary 1 International financial market 1 Internationaler Finanzmarkt 1 Kalman filter 1 Kapitaleinkommen 1 Kointegration 1
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Online availability
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Free 4 Undetermined 2
Type of publication
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Book / Working Paper 4 Article 3
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 5 Undetermined 2
Author
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Albert, Molnar 1 Bloom, David E. 1 Canning, David 1 Coqueret, Guillaume 1 Fink, Günther 1 Finlay, Jocelyn 1 Hafner, Christian M. 1 Kim, Myeong Hyeon 1 Kim, Young Min 1 Lange, Rutger Jan 1 Linton, Oliver 1 Rohwer, Richard 1 Tavin, Bertrand 1 Wang, Linqi 1 Yang, Kisung 1 Zhu, Huaiyu 1 Ágnes, Csiszárik-Kocsír 1
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Institution
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Santa Fe Institute 1
Published in...
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Applied economics letters 1 Cambridge working papers in economics 1 Janeway Institute working paper series 1 Journal of the Operational Research Society 1 PGDA Working Papers 1 The journal of corporate accounting & finance 1 Tinbergen Institute Discussion Paper 1 Working Papers / Santa Fe Institute 1
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Source
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ECONIS (ZBW) 4 RePEc 2 EconStor 1
Showing 1 - 7 of 7
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Multivariate AutoRegressive Smooth Liquidity (MARSLiQ)
Hafner, Christian M.; Linton, Oliver; Wang, Linqi - 2025
Persistent link: https://www.econbiz.de/10015651378
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Do ECB's rate hikes have spillover effects on the Hungarian BUBOR and the EUR/HUF exchange rate? : a five-variable VAR model approach using the Diebold-Yilmaz spillover table
Albert, Molnar; Ágnes, Csiszárik-Kocsír - In: The journal of corporate accounting & finance 35 (2024) 4, pp. 39-57
Persistent link: https://www.econbiz.de/10015152910
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Dynamic decision making with predictive panels
Coqueret, Guillaume; Tavin, Bertrand - In: Journal of the Operational Research Society 75 (2024) 6, pp. 1055-1075
Persistent link: https://www.econbiz.de/10014555855
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Financial connectedness revisited : the role of Fama-French risk factors
Yang, Kisung; Kim, Myeong Hyeon; Kim, Young Min - In: Applied economics letters 26 (2019) 10, pp. 850-856
Persistent link: https://www.econbiz.de/10012204399
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Bellman filtering for state-space models
Lange, Rutger Jan - 2021
-likelihood decomposition, which is an alternative to the classic prediction-error decomposition for linear Gaussian models. Simulation studies …
Persistent link: https://www.econbiz.de/10012427152
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Does Age Structure Forecast Economic Growth?
Bloom, David E.; Canning, David; Fink, Günther; … - 2006
High ratios of working age to dependent population can yield a increases the rate of economic growth. We estimate the parameters model with a cross section of countries over the period 1960 to 1980 inclusion of age structure improves the model’s forecasts for the period that including age...
Persistent link: https://www.econbiz.de/10005698408
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Information Geometry, Bayesian Inference, Ideal Estimates and Error Decomposition
Zhu, Huaiyu; Rohwer, Richard - Santa Fe Institute - 1998
statistic. The optimal estimate on any model is given by projecting the ideal estimate onto that model. An error decomposition …
Persistent link: https://www.econbiz.de/10005837734
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