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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
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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 1 - 10 of 171
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Model specification tests of heterogenous agent models with aggregate shocks under partial information
Cai, Zongwu; Mei, Hongwei; Wang, Rui - 2024
Persistent link: https://www.econbiz.de/10014521095
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Empirical analysis of crude oil dynamics using affine vs. non-affine jump-diffusion models
Ignatieva, Ekaterina; Wong, Patrick - In: Journal of empirical finance 78 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10015101647
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Measures of model risk for continuous-time finance models
Lazar, Emese; Qi, Shuyuan; Tunaru, Radu - 2024
Persistent link: https://www.econbiz.de/10015338808
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A model specification test for nonlinear stochastic diffusions with delay
Cai, Zongwu; Mei, Hongwei; Wang, Rui - 2023
Persistent link: https://www.econbiz.de/10014280707
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Estimating the civilian noninstitutional population for small areas : a modified cohort component approach using public use data
Forrester, Andrew C. - 2023
Persistent link: https://www.econbiz.de/10014466530
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Applying reactance theory to study consumer responses to COVID restrictions : a note on model specification
Matarazzo, Michela; Diamantopoulos, Adamantios - In: International marketing review 40 (2023) 5, pp. 894-905
Persistent link: https://www.econbiz.de/10014470100
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Modern Series Methods in Econometrics and Statistics
Dong, Chaohua; Gao, Jiti - 2025
This book introduces modern series methods with a focus on applications in econometrics and statistics. It explores how new orthogonal series techniques can address challenges in model building and estimation, particularly for variables with unbounded support, nonparametric nonstationary data,...
Persistent link: https://www.econbiz.de/10015394206
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Model specification, data selection and the employment effect of minimal wage
Strawiński, Paweł; Majchrowska, Aleksandra - 2022
Persistent link: https://www.econbiz.de/10013478590
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Testing conditional moment restriction models using empirical likelihood
Berger, Yves G. - In: The econometrics journal 25 (2022) 2, pp. 384-403
Persistent link: https://www.econbiz.de/10013253841
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The Gender Pay Gap Revisited with Big Data: Do Methodological Choices Matter?
Strittmatter, Anthony; Wunsch, Conny - 2021
The vast majority of existing studies that estimate the average unexplained gender pay gap use unnecessarily restrictive linear versions of the Blinder-Oaxaca decomposition. Using a notably rich and large data set of 1.7 million employees in Switzerland, we investigate how the methodological...
Persistent link: https://www.econbiz.de/10012498029
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