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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
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151
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1,290
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726
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1,811
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828
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826
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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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841
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850
of
3,396
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841
Nonlinear Financial Econometrics
Rombouts, Jeroen V. K.
(
ed.
);
Scaillet, Olivier
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012482822
Saved in:
842
Heterogeneous panel data models with cross-sectional dependence
Gao, Jiti
;
Xia, Kai
;
Zhu, Huanjun
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 329-353
Persistent link: https://www.econbiz.de/10012483391
Saved in:
843
Revisiting the impact of financial depth on growth : a semi-parametric approach
Polemis, Michael
;
Stengos, Thanasēs
;
Tzeremes, Nickolaos G.
- In:
Finance research letters
36
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012483392
Saved in:
844
A note on the estimation of competition-productivity nexus : a panel quantile approach
Polemis, Michael
- In:
Journal of industrial and business economics
47
(
2020
)
4
,
pp. 663-676
Persistent link: https://www.econbiz.de/10012305984
Saved in:
845
Optimization techniques for tree-structured nonlinear problems
Hübner, Jens
;
Schmidt, Martin
;
Steinbach, Marc C.
- In:
Computational management science
17
(
2020
)
3
,
pp. 409-436
Persistent link: https://www.econbiz.de/10012308606
Saved in:
846
Testing PPP hypothesis under temporary structural breaks and asymmetric dynamic adjustments
Omay, Tolga
;
Shahbaz, Muhammed
;
Hasanov, Mübariz
- In:
Applied economics
52
(
2020
)
32
,
pp. 3479-3497
Persistent link: https://www.econbiz.de/10012258948
Saved in:
847
Some notes on nonlinear cointegration : a partial review with some novel perspectives
Tjostheim, Dag
- In:
Econometric reviews
39
(
2020
)
7
,
pp. 655-673
Persistent link: https://www.econbiz.de/10012262513
Saved in:
848
Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances
Billé, Anna Gloria
;
Leorato, Samantha
- In:
Econometric reviews
39
(
2020
)
5
,
pp. 437-475
Persistent link: https://www.econbiz.de/10012181403
Saved in:
849
Stationarity and ergodicity of vector STAR models
Kheifets, Igor L.
;
Saikkonen, Pentti J.
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 407-414
Persistent link: https://www.econbiz.de/10012181431
Saved in:
850
A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
- In:
Empirica : journal of european economics
47
(
2020
)
3
,
pp. 611-641
Persistent link: https://www.econbiz.de/10012289234
Saved in:
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