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Search: subject:"Nonlinear Econometrics"
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Nichtlineare Regression
3,392
Nonlinear regression
3,392
Theorie
1,518
Theory
1,518
Zeitreihenanalyse
1,020
Time series analysis
1,018
Schätzung
890
Estimation
889
Estimation theory
653
Schätztheorie
653
Prognoseverfahren
418
Forecasting model
417
Cointegration
352
Kointegration
352
Regression analysis
349
Regressionsanalyse
349
Einheitswurzeltest
281
Unit root test
281
USA
264
United States
263
Panel
231
Panel study
231
Volatility
213
Volatilität
213
Kaufkraftparität
195
Purchasing power parity
195
Business cycle
176
Konjunktur
175
Stochastic process
167
Stochastischer Prozess
167
Economic growth
158
Wirtschaftswachstum
158
Börsenkurs
157
Share price
157
VAR model
152
VAR-Modell
152
Statistical test
151
Statistischer Test
151
ARCH model
147
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147
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Free
1,290
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726
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42
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1,811
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1,585
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Article in journal
1,641
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828
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828
Graue Literatur
826
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826
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145
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65
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25
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25
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11
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10
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10
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Teräsvirta, Timo
58
Kapetanios, George
42
Gao, Jiti
41
Gil-Alaña, Luis A.
30
Caporale, Guglielmo Maria
29
Phillips, Peter C. B.
29
Dijk, Dick van
25
Potter, Simon M.
24
Gupta, Rangan
23
Medeiros, Marcelo C.
23
Chen, Xiaohong
20
Jawadi, Fredj
20
Schorfheide, Frank
19
Su, Chi-Wei
19
Chang, Tsangyao
18
Peel, David
18
Sibbertsen, Philipp
18
Tjostheim, Dag
18
Arellano, Manuel
17
Wang, Qiying
17
Franses, Philip Hans
16
Marcellino, Massimiliano
16
Payá, Ivan
16
Saikkonen, Pentti
16
Bonhomme, Stéphane
15
Harrison, Michael J.
15
Li, Degui
15
Omay, Tolga
15
Shin, Yongcheol
15
Bond, Derek
14
Kilian, Lutz
14
McAleer, Michael
14
O'Brien, Edward J.
14
Koop, Gary
13
Aruoba, S. Borağan
12
Chen, Jia
12
Fernández-Val, Iván
12
Morley, James C.
12
Park, Joon Y.
12
Enders, Walter
11
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National Bureau of Economic Research
19
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Queen Mary College / Department of Economics
10
Ekonomiska forskningsinstitutet <Stockholm>
5
Christian-Albrechts-Universität zu Kiel
4
Centre for Analytical Finance <Århus>
3
Centre for Microdata Methods and Practice <London>
3
London School of Economics and Political Science
3
Econometrisch Instituut <Rotterdam>
2
European University Institute / Department of Law
2
Federal Reserve Bank of St. Louis
2
Gottfried Wilhelm Leibniz Universität Hannover
2
National Institute of Economic and Social Research
2
Norges Bank / Utredningsavdelingen
2
School of Economics and Finance <Brisbane>
2
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
2
Trinity College Dublin / Department of Economics
2
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
1
Deutsche Forschungsgemeinschaft
1
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
1
Edward Elgar Publishing
1
Ekonomski Fakultet, Sveučilište u Zagrebu
1
European Central Bank
1
European Commission / Directorate-General for Economic and Financial Affairs
1
European Commission / Statistical Office of the European Communities
1
European University Institute / Department of Economics
1
Europäische Kommission / Gemeinsame Forschungsstelle / Institute for the Protection and Security of the Citizen
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of San Francisco / Center for Pacific Basin Monetary and Economic Studies
1
Innocenzo Gasparini Institute for Economic Research <Mailand>
1
Institut für Wirtschaftswissenschaften <Wien>
1
Instituto Valenciano de Investigaciones Económicas
1
International Symposium in Economic Theory and Econometrics <11, 1995, Århus>
1
International Symposium in Economic Theory and Econometrics <13, 1997, Sydney>
1
Internationaler Währungsfonds / Research Department
1
Katholieke Universiteit Brabant / Faculteit der Economische Wetenschappen
1
Københavns Universitet / Økonomisk Institut
1
National University of Ireland, Galway / Dept. of Economics
1
Panepistēmio Kypru / Department of Economics
1
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Published in...
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Journal of econometrics
96
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
83
Economic modelling
66
Applied economics letters
60
Economics letters
48
Applied economics
46
Econometric reviews
41
Working paper
38
International journal of forecasting
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
CEMMAP working papers / Centre for Microdata Methods and Practice
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Journal of forecasting
27
Macroeconomic dynamics
27
CREATES research paper
25
Econometric theory
25
Discussion paper / Tinbergen Institute
23
Energy economics
22
Journal of economic dynamics & control
22
CESifo working papers
19
Computational economics
19
European journal of operational research : EJOR
18
Journal of macroeconomics
18
NBER Working Paper
17
NBER working paper series
17
Nonlinear modeling of economic and financial time-series
17
The econometrics journal
17
Working paper / Department of Econometrics and Business Statistics, Monash University
17
Cowles Foundation discussion paper
16
Discussion paper / Centre for Economic Policy Research
15
Nonlinear time series analysis of business cycles
15
SSE EFI working paper series in economics and finance
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Mathematics Preprint Archive
14
The empirical economics letters : a monthly international journal of economics
14
Discussion papers of interdisciplinary research project 373
13
International journal of finance & economics : IJFE
13
Journal of applied econometrics
13
Oxford bulletin of economics and statistics
13
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ECONIS (ZBW)
3,394
RePEc
2
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2,821
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2821
Are monetary-policy reaction functions asymmetric? : The role of nonlinearity in the Phillips curve
Dolado, Juan J.
;
María-Dolores, Ramón
;
Naveira, Manuel
- In:
European economic review : EER
49
(
2005
)
2
,
pp. 485-503
Persistent link: https://www.econbiz.de/10002519391
Saved in:
2822
Non-linear in stock index returns : the volatility and serial correlation relationship
Venetis, Ioannis A.
;
Peel, David
- In:
Economic modelling
22
(
2005
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10002561649
Saved in:
2823
Optimal range for the iid test based on integration across the correlation integral
Kočenda, Evžen
;
Briatka, Ľuboš
- In:
Econometric reviews
24
(
2005
)
3
,
pp. 265-296
Persistent link: https://www.econbiz.de/10003105613
Saved in:
2824
Demand systems with nonstationary prices
Lewbel, Arthur
;
Ng, Serena
- In:
The review of economics and statistics
87
(
2005
)
3
,
pp. 479-494
Persistent link: https://www.econbiz.de/10003086445
Saved in:
2825
Generating schemes for long memory processes : regimes, aggregation and linarity
Davidson, James E. H.
;
Sibbertsen, Philipp
- In:
Journal of econometrics
128
(
2005
)
2
,
pp. 253-282
Persistent link: https://www.econbiz.de/10003091350
Saved in:
2826
Introducing non-linear dynamics to the two-regime market model: evidence
Woodward, G. Thomas
;
Marisetty, Vijaya B.
- In:
The quarterly review of economics and finance : journal …
45
(
2005
)
4/5
,
pp. 559-581
Persistent link: https://www.econbiz.de/10003099283
Saved in:
2827
Consistency of nonlinear regression quantiles under type I censoring weak dependence and general covariate design
Oberhofer, Walter
;
Haupt, Harry
-
2005
Persistent link: https://www.econbiz.de/10003011489
Saved in:
2828
Nonlinear forecasting analysis using diffusion indexes : an application to Japan
Shintani, Mototsugu
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
3
,
pp. 517-538
Persistent link: https://www.econbiz.de/10003012730
Saved in:
2829
Quasi Score is more efficient than Corrected Score in a general nonlinear measurement error model
Kukush, Alexander
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003135823
Saved in:
2830
The process followed by PPP data : on the properties of linearity tests
Payá, Ivan
(
contributor
);
Peel, David
(
contributor
)
-
2005
-
1. ed.
Persistent link: https://www.econbiz.de/10003059535
Saved in:
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