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  • Search: subject:"Exponential tilting"
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Year of publication
Subject
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Exponential tilting 14 exponential tilting 14 Theorie 12 Theory 10 Prognoseverfahren 9 Anleihe 8 Exponential Tilting 8 Zinsstruktur 8 Forecasting model 7 Frühindikator 7 Schätzung 7 USA 7 Bond 6 Fälligkeit 6 Leading indicator 6 Yield curve 6 Blue Chip Analysts Survey 5 Erwartungsbildung 5 Estimation 5 Experten 5 Forecast Performance 5 Macroeconomic Factors 5 Monetary Policy Forward Guidance 5 Term Structure Models 5 United States 5 2000-2012 4 Estimation theory 4 Expectation formation 4 Experts 4 Maturity 4 Method of moments 4 Momentenmethode 4 Schätztheorie 4 Empirical Likelihood 3 Empirical likelihood 3 GMM 3 Generalized method of moments 3 Information and entropy econometrics 3 Kullback-Leibler 3 Monte Carlo 3
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Online availability
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Undetermined 18 Free 17 CC license 1
Type of publication
All
Book / Working Paper 20 Article 17
Type of publication (narrower categories)
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Article in journal 10 Aufsatz in Zeitschrift 10 Working Paper 10 Arbeitspapier 7 Graue Literatur 6 Non-commercial literature 6 editorial 1
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Language
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English 22 Undetermined 15
Author
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Giacomini, Raffaella 14 Altavilla, Carlo 12 Ragusa, Giuseppe 9 Costantini, Riccardo 4 Ronchetti, Elvezio 3 Andrews, Martyn J. 2 Elamin, Obbey 2 Hall, Alastair R. 2 Kyriakoulis, Kostas 2 Lô, Serigne N. 2 Sutton, Matt 2 Barabesi, Lucio 1 Bernstein, David H. 1 Bowsher, Clive 1 Cerasa, Andrea 1 Cerioli, Andrea 1 Conte, Marc 1 Di Caterina, Claudia 1 Ferrari, Davide 1 Fuh, Cheng-Der 1 Galvão, Ana Beatriz C. 1 Garratt, Anthony 1 Jin, Fei 1 Keppo, Jussi 1 Kim, Michael Jong 1 Lo, Serigne N. 1 Mitchell, James 1 Newey, Whitney K. 1 Nishii, Ryuei 1 Ola Hössjer 1 Parmeter, Christopher F. 1 Percival, Daniel 1 Perrotta, Domenico 1 Ramalho, Joaquim 1 Ramalho, Joaquim J.S. 1 Roner, Cristian 1 Smith, Richard J. 1 Steigerwald, Douglas G 1 Sueishi, Naoya 1 Tang, Nian-Sheng 1
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Institution
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C.E.P.R. Discussion Papers 3 Departamento de Economia, Universidade de Évora 2 Centre for Microdata Methods and Practice (CEMMAP) 1 Department of Economics, Oxford University 1 Department of Economics, University of California-Santa Barbara (UCSB) 1 European Central Bank 1 Institut d'Economie et Econométrie, Université de Genève 1
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Published in...
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CEPR Discussion Papers 3 CEMMAP working papers / Centre for Microdata Methods and Practice 2 Computational Statistics & Data Analysis 2 Econometric reviews 2 Economics Working Papers / Departamento de Economia, Universidade de Évora 2 cemmap working paper 2 Annals of the Institute of Statistical Mathematics 1 Bozen economics & management paper series : BEMPS 1 Cahiers du Département d'Econométrie 1 CeMMAP working papers 1 Computational Statistics 1 Computational economics 1 Discussion paper / Centre for Economic Policy Research 1 ECB Working Paper 1 Economics Letters 1 Economics Series Working Papers / Department of Economics, Oxford University 1 Economics discussion paper series : EDP 1 Economics letters 1 Energy economics 1 European journal of operational research : EJOR 1 International journal of forecasting 1 Journal of Causal Inference 1 Journal of applied econometrics 1 Journal of financial econometrics : official journal of the Society for Financial Econometrics 1 Operations research 1 Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 1 Statistical Applications in Genetics and Molecular Biology 1 University of California at Santa Barbara, Economics Working Paper Series 1 Working Paper Series / European Central Bank 1 Working paper series / European Central Bank 1
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Source
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ECONIS (ZBW) 17 RePEc 16 EconStor 3 Other ZBW resources 1
Showing 1 - 10 of 37
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Uncertainty of household inflation expectations : reconciling point and density forecasts
Zhao, Yongchen - In: Economics letters 234 (2024), pp. 1-5
Persistent link: https://www.econbiz.de/10015066382
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An approximated exponentially tilted empirical likelihood estimator of moment condition models
Jin, Fei; Wang, Yuqin - In: Econometric reviews 43 (2024) 6, pp. 405-433
Persistent link: https://www.econbiz.de/10014551538
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Exponential tilting for zero-inflated interval regression with applications to cyber security survey data
Roner, Cristian; Di Caterina, Claudia; Ferrari, Davide - 2021
Persistent link: https://www.econbiz.de/10013179352
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On the performance of the United States nuclear power sector : a Bayesian approach
Bernstein, David H.; Parmeter, Christopher F.; Tsionas, … - In: Energy economics 125 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014479187
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Learning manipulation through information dissemination
Keppo, Jussi; Kim, Michael Jong; Zhang, Xinyuan - In: Operations research 70 (2022) 6, pp. 3490-3510
Persistent link: https://www.econbiz.de/10014307893
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Does judgment improve macroeconomic density forecasts?
Galvão, Ana Beatriz C.; Garratt, Anthony; Mitchell, James - In: International journal of forecasting 37 (2021) 3, pp. 1247-1260
Persistent link: https://www.econbiz.de/10012794855
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Efficient simulation of value-at-risk under a jump diffusion model : a new method for moderate deviation events
Fuh, Cheng-Der; Teng, Huei-Wen; Wang, Ren-Her - In: Computational economics 51 (2018) 4, pp. 973-990
Persistent link: https://www.econbiz.de/10011972209
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Entropy Balancing is Doubly Robust
Zhao, Qingyuan; Percival, Daniel - In: Journal of Causal Inference 5 (2017) 1
Abstract Covariate balance is a conventional key diagnostic for methods estimating causal effects from observational studies. Recently, there is an emerging interest in directly incorporating covariate balance in the estimation. We study a recently proposed entropy maximization method called...
Persistent link: https://www.econbiz.de/10014610846
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Anchoring the yield curve using survey expectations
Altavilla, Carlo; Giacomini, Raffaella; Ragusa, Giuseppe - 2014
Persistent link: https://www.econbiz.de/10010239892
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Anchoring the yield curve using survey expectations
Altavilla, Carlo; Giacomini, Raffaella; Ragusa, Giuseppe - In: Journal of applied econometrics 32 (2017) 6, pp. 1055-1068
Persistent link: https://www.econbiz.de/10011862313
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