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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 42 Schätztheorie 26 Estimation 25 Estimation theory 25 Schätzung 22 Modellierung 18 Scientific modelling 18 Theorie 18 Theory 14 Zeitreihenanalyse 12 Model Specification 11 Volatility 10 Volatilität 10 Regression analysis 8 Regressionsanalyse 8 Time series analysis 8 time series model specification 8 Big Data 7 Börsenkurs 7 Econometrics 7 Share price 7 Stochastic process 7 Stochastischer Prozess 7 Ökonometrie 7 ARCH model 6 ARCH-Modell 6 Artificial intelligence 6 Big data 6 Capital income 6 Kapitaleinkommen 6 Künstliche Intelligenz 6 Bayes-Statistik 5 Bayesian inference 5 Conditional heteroskedasticity 5 Machine Learning 5 Model specification test 5 Nichtparametrisches Verfahren 5 Nonparametric statistics 5 Statistischer Test 5
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Online availability
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Free 101 Undetermined 50 CC license 2
Type of publication
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Book / Working Paper 89 Article 84 Other 2
Type of publication (narrower categories)
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Article in journal 38 Aufsatz in Zeitschrift 38 Working Paper 35 Arbeitspapier 16 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 105 Undetermined 70
Author
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Teräsvirta, Timo 10 Gao, Jiti 8 Strittmatter, Anthony 7 Wunsch, Conny 7 Amado, Cristina 5 Kapetanios, George 5 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) 59 EconStor 25 BASE 3 Other ZBW resources 1
Showing 41 - 50 of 175
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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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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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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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Specification Testing for Nonlinear Multivariate Cointegrating Regressions
Dong, Chaohua; Gao, Jiti; Tjostheim, Dag; Yin, Jiying - Department of Econometrics and Business Statistics, … - 2014
This paper considers a general model specification test for nonlinear multivariate cointegrating regressions where the …
Persistent link: https://www.econbiz.de/10010958948
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Composite Qualitative Forecasting of Futures Prices: Using One Commodity to Help Forecast Another
Li, Anzhi; Dorfman, Jeffrey H. - Agricultural and Applied Economics Association - AAEA - 2014
whether qualitative forecasting of commodity prices can be improved by the inclusion within the model specification of price …
Persistent link: https://www.econbiz.de/10011068588
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Truths and myths about RMB misalignment : a meta-analysis
Cheung, Yin-Wong; He, Shi - In: Comparative economic studies 61 (2019) 3, pp. 464-492
Persistent link: https://www.econbiz.de/10012202082
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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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Goodness-of-fit test in multivariate jump diffusion models
Zhang, Shulin; Zhou, Qian M.; Zhu, Dongming; Song, … - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 275-287
Persistent link: https://www.econbiz.de/10012176627
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Jump activity analysis for affine jump-diffusion models : evidence from the commodity market
Fonseca, José da; Ignatieva, Ekaterina - In: Journal of banking & finance 99 (2019), pp. 45-62
Persistent link: https://www.econbiz.de/10012162294
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Solutions-driven specification of DSGE models
Blasques, Francisco - 2013
Persistent link: https://www.econbiz.de/10010191405
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