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  • Search: subject:"Model Specification"
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Year of publication
Subject
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model specification 74 Model specification 39 Estimation 24 Schätztheorie 24 Estimation theory 23 Schätzung 21 Theorie 17 Modellierung 16 Scientific modelling 16 Theory 13 Model Specification 11 Zeitreihenanalyse 11 Regression analysis 8 Regressionsanalyse 8 Volatility 8 Volatilität 8 time series model specification 8 Big Data 7 Econometrics 7 Stochastic process 7 Stochastischer Prozess 7 Time series analysis 7 Ökonometrie 7 Artificial intelligence 6 Big data 6 Börsenkurs 6 Capital income 6 Kapitaleinkommen 6 Künstliche Intelligenz 6 Share price 6 Bayes-Statistik 5 Bayesian inference 5 Machine Learning 5 Model specification test 5 Nichtparametrisches Verfahren 5 Nonparametric statistics 5 Statistischer Test 5 control variables 5 forecasting 5 machine learning 5
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Online availability
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Free 100 Undetermined 47 CC license 1
Type of publication
All
Book / Working Paper 88 Article 81 Other 2
Type of publication (narrower categories)
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Article in journal 35 Aufsatz in Zeitschrift 35 Working Paper 34 Arbeitspapier 15 Graue Literatur 15 Non-commercial literature 15 Article 6 Aufsatz im Buch 2 Book section 2 research-article 1
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Language
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English 101 Undetermined 70
Author
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Teräsvirta, Timo 10 Gao, Jiti 8 Strittmatter, Anthony 7 Wunsch, Conny 7 Kapetanios, George 5 Amado, Cristina 4 Dong, Chaohua 4 Franses, Philip Hans 4 Kilian, Lutz 4 Ritter, Nolan 4 Strikholm, Birgit 4 Vance, Colin 4 Yin, Jiying 4 Zhou, Xiaoqing 4 van Dijk, Dick 4 Bertram, Philip 3 Blasques, Francisco 3 Burger, Ronelle 3 Camba-Mendez, Gonzalo 3 Cheung, Yin-Wong 3 He, Shi 3 Ignatieva, Ekaterina 3 Jansen, Eilev S. 3 Lehrer, Steven F. 3 Lundbergh, Stefan 3 Nasr, Adnen Ben 3 Sibbertsen, Philipp 3 Stahl, Gerhard 3 Tjostheim, Dag 3 Xie, Tian 3 Zhou, Zhong-guo 3 Ahlgren, Niklas 2 Atiq-ur-Rehman, Atiq-ur-Rehman 2 Bartels, Knut 2 Bergtold, Jason S. 2 Cai, Zongwu 2 Camba-Méndez, Gonzalo 2 Chakraborty, Indrani 2 Clarke, Kevin A. 2 Deng, Qi 2
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Institution
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Economics Institute for Research (SIR), Handelshögskolan i Stockholm 6 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 6 International Monetary Fund (IMF) 3 Agricultural and Applied Economics Association - AAEA 2 Department of Econometrics and Business Statistics, Monash Business School 2 Erasmus University Rotterdam, Econometric Institute 2 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 C.E.P.R. Discussion Papers 1 Centre for Development Studies (CDS) 1 Centre for Research in Economic Development and International Trade (CREDIT), School of Economics 1 Cowles Foundation for Research in Economics, Yale University 1 Department of Economics, Faculty of Economic and Management Sciences 1 Department of Economics, Fakulteit Ekonomiese en Bestuurswetenskappe 1 Département Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), Institut National de la Recherche Agronomique (INRA) 1 EconWPA 1 Econometric Society 1 European Central Bank 1 Hanken Svenska Handelshögskolan 1 Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 1 Institutt for Samfunnsøkonomi, Norges teknisk-naturvitenskaplige universitet (NTNU) 1 International Monetary Fund 1 Nationalekonomiska Institutionen, Ekonomihögskolan 1 Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho 1 Royal Economic Society - RES 1 School of Economics and Finance, Queen Mary 1 School of Economics and Management, University of Aarhus 1 School of Economics, University of Edinburgh 1 Society for Computational Economics - SCE 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Tinbergen Instituut 1 Treasury, Government of New Zealand 1 University of Bonn, Germany 1 Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover 1 de Nederlandsche Bank 1 eSocialSciences 1
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Published in...
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SSE/EFI Working Paper Series in Economics and Finance 8 Conflict Management and Peace Science 6 MPRA Paper 6 Econ Journal Watch 3 Econometric Reviews 3 Econometrics 3 Journal of empirical finance 3 Working Paper 3 CESifo Working Paper 2 CESifo working papers 2 Discussion paper / Tinbergen Institute 2 Discussion papers / CEPR 2 Econometric Institute Report 2 Econometric Institute Research Papers 2 Econometrics : open access journal 2 IMF Working Papers 2 International Econometric Review (IER) 2 Journal of econometrics 2 Monash Econometrics and Business Statistics Working Papers 2 Psychometrika 2 Quality & Quantity: International Journal of Methodology 2 Working papers series in theoretical and applied economics 2 2005 Annual meeting, July 24-27, Providence, RI 1 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 1 AStA Wirtschafts- und Sozialstatistisches Archiv 1 Accounting and business research : a research quarterly publ. by the Inst. of Chartered Accountants in England and Wales 1 Advanced Studies in Theoretical and Applied Econometrics 1 Agricultural Economics of Agricultural Economists 1 Annals of Economics and Finance 1 Annals of economics and finance 1 Applied Econometrics 1 Applied economics letters 1 Applied financial economics 1 Arbeidsnotat 1 BLS working papers 1 BOFIT Discussion Papers 1 BOFIT discussion papers 1 CEPR Discussion Papers 1 CREATES Research Papers 1 CREDIT Research Paper 1
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Source
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RePEc 87 ECONIS (ZBW) 55 EconStor 25 BASE 3 Other ZBW resources 1
Showing 31 - 40 of 171
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Endogeneity in the mutual fund flow-performance relationship : an instrumental variables solution
Rakowski, David; Yamani, Ehab - In: Journal of empirical finance 64 (2021), pp. 247-271
Persistent link: https://www.econbiz.de/10013259493
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Using linear regression to establish empirical relationships
Verbeek, Marno - In: IZA World of Labor (2017)
Linear regression is a powerful tool for investigating the relationships between multiple variables by relating one variable to a set of variables. It can identify the effect of one variable while adjusting for other observable differences. For example, it can analyze how wages relate to gender,...
Persistent link: https://www.econbiz.de/10011662655
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Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models
Kiviet, Jan; Pleus, Milan; Poldermans, Rutger - In: Econometrics 5 (2017) 1, pp. 1-54
Studies employing Arellano-Bond and Blundell-Bond generalized method of moments (GMM) estimation for linear dynamic panel data models are growing exponentially in number. However, for researchers it is hard to make a reasoned choice between many different possible implementations of these...
Persistent link: https://www.econbiz.de/10011755367
Saved in:
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Using linear regression to establish empirical relationships : linear regression is a powerful tool for estimating the relationship between one variable and a set of other variables
Verbeek, Marno - 2017
Linear regression is a powerful tool for investigating the relationships between multiple variables by relating one variable to a set of variables. It can identify the effect of one variable while adjusting for other observable differences. For example, it can analyze how wages relate to gender,...
Persistent link: https://www.econbiz.de/10011600080
Saved in:
Cover Image
Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models
Kiviet, J. F.; Pleus, Milan; Poldermans, Rutger - In: Econometrics : open access journal 5 (2017) 1, pp. 1-54
Studies employing Arellano-Bond and Blundell-Bond generalized method of moments (GMM) estimation for linear dynamic panel data models are growing exponentially in number. However, for researchers it is hard to make a reasoned choice between many different possible implementations of these...
Persistent link: https://www.econbiz.de/10011654182
Saved in:
Cover Image
Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua; Gao, Jiti; Tjostheim, Dag; Yin, Jiying - 2016 - Revised 14, 08
Persistent link: https://www.econbiz.de/10011781762
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The econometrics of oil market VAR models
Kilian, Lutz; Zhou, Xiaoqing - 2020
Persistent link: https://www.econbiz.de/10012213247
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Assessing the risk of an investment project using an improved TOPSIS method
Song, Yan; Li, Xinyun; Li, Yi; Hong, Xianpei - In: Applied economics letters 27 (2020) 16, pp. 1334-1339
Persistent link: https://www.econbiz.de/10012267131
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Does risk disclosure in prospectus matter in ChiNext IPOs' initial underpricing?
Hussein, Monica; Zhou, Zhong-guo; Deng, Qi - In: Review of quantitative finance and accounting 54 (2020) 3, pp. 957-979
Persistent link: https://www.econbiz.de/10012233105
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Convergent validity of alternative dependent variable specifications for individual travel cost models
Neher, Chris; Patterson, David A.; Duffield, John W.; … - In: Environmental economics and policy studies 21 (2019) 2, pp. 307-324
Persistent link: https://www.econbiz.de/10012004228
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