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  • Search: subject:"Specification error"
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Year of publication
Subject
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Modellierung 5,402 Scientific modelling 5,402 Theorie 2,219 Theory 2,218 Estimation theory 703 Schätztheorie 703 Prognoseverfahren 647 Forecasting model 646 Schätzung 507 Estimation 506 Zeitreihenanalyse 490 Time series analysis 489 Bayes-Statistik 458 Bayesian inference 458 USA 330 United States 328 VAR model 267 Risiko 266 VAR-Modell 266 Risk 264 Regressionsanalyse 260 Regression analysis 257 Statistical test 242 Statistischer Test 242 Simulation 235 Volatility 234 Volatilität 233 Stochastic process 230 Stochastischer Prozess 230 Geldpolitik 209 Monetary policy 209 Welt 190 World 190 Portfolio selection 189 Portfolio-Management 189 Ökonometrie 187 Nichtparametrisches Verfahren 168 Nonparametric statistics 168 Econometrics 162 Monte-Carlo-Simulation 154
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Online availability
All
Free 2,169 Undetermined 1,032 CC license 40
Type of publication
All
Book / Working Paper 3,124 Article 2,290 Journal 13
Type of publication (narrower categories)
All
Article in journal 1,931 Aufsatz in Zeitschrift 1,931 Graue Literatur 1,611 Non-commercial literature 1,611 Working Paper 1,406 Arbeitspapier 1,405 Hochschulschrift 325 Aufsatz im Buch 311 Book section 311 Thesis 244 Collection of articles of several authors 148 Sammelwerk 148 Collection of articles written by one author 74 Sammlung 74 Aufsatzsammlung 51 Konferenzschrift 50 Systematic review 29 Übersichtsarbeit 29 Conference proceedings 28 Case study 27 Fallstudie 27 Lehrbuch 19 Conference paper 18 Konferenzbeitrag 18 Forschungsbericht 16 Textbook 14 Bibliografie enthalten 12 Bibliography included 12 Handbook 7 Handbuch 7 Amtsdruckschrift 6 Government document 6 Mehrbändiges Werk 6 Multi-volume publication 6 Amtliche Publikation 4 Festschrift 4 Rezension 4 Einführung 3 Mikroform 3 Fallstudiensammlung 2
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Language
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English 5,021 German 263 Russian 68 Polish 19 Ukrainian 16 Undetermined 16 French 15 Spanish 4 Dutch 2 Norwegian 2 Romanian 2 Bulgarian 1 Czech 1 Italian 1 Mongolian 1 Slovak 1 Serbian 1
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Author
All
McAleer, Michael 54 Ravazzolo, Francesco 48 Dijk, Herman K. van 39 Hendry, David F. 32 Casarin, Roberto 30 Billio, Monica 28 Johansen, Søren 27 Canova, Fabio 26 Hansen, Lars Peter 25 Swanson, Norman R. 25 Sargent, Thomas J. 24 Franses, Philip Hans 23 Caporin, Massimiliano 22 Schorfheide, Frank 22 Claeskens, Gerda 21 Koop, Gary 20 Andrews, Donald W. K. 19 Durlauf, Steven N. 19 Maih, Junior 19 Phillips, Peter C. B. 19 Strachan, Rodney W. 19 Heckman, James J. 18 Bera, Anil K. 17 Bosetti, Valentina 17 Robotti, Cesare 17 Costantini, Mauro 16 Gao, Jiti 16 Kunst, Robert M. 16 Pagan, Adrian R. 16 Tetlow, Robert 16 Del Negro, Marco 15 Lewbel, Arthur 15 Matthes, Christian 15 Medeiros, Marcelo C. 15 Whalley, John 15 White, Halbert 15 Binning, Andrew 14 Chan, Joshua C. C. 14 Frank, Ulrich 14 Malley, James R. 14
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Institution
All
National Bureau of Economic Research 73 Springer International Publishing 7 University of Canterbury / Dept. of Economics and Finance 7 Social Systems Research Institute 5 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 5 Center for Economic Research <Tilburg> 3 Centralʹnyj Ėkonomiko-Matematičeskij Institut <Moskau> 3 Edward Elgar Publishing 3 Ekonomiska forskningsinstitutet <Stockholm> 3 European Commission / Joint Research Centre 3 European University Institute / Department of Law 3 Federal Reserve System / Board of Governors 3 Forschungsinstitut zur Zukunft der Arbeit 3 Springer Fachmedien Wiesbaden 3 Technische Universität Chemnitz 3 University of Strathclyde / Department of Economics 3 Belorusskij Gosudarstvennyj Ekonomičeskij Universitet <Minsk> 2 Belorusskij gosudarstvennyj universitet 2 Bonn Graduate School of Economics 2 Boston College / Department of Economics 2 CAiSE <26., 2014, Thessaloniki> 2 Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück> 2 De Gruyter Oldenbourg 2 Eric Cuvillier <Firma> 2 Europäische Kommission / Generaldirektion Energie / Chief Economist Unit 2 Federal Reserve Bank of San Francisco 2 Fraunhofer-Institut für System- und Innovationsforschung 2 Helmut-Schmidt-Universität/Universität der Bundeswehr Hamburg 2 National Institute of Economic and Social Research 2 Niederlande / Centraal Planbureau 2 North Atlantic University Union 2 OECD 2 Shaker Verlag 2 Uniwersytet Ekonomiczny w Katowicach 2 Uniwersytet Mikołaja Kopernika w Toruniu / Katedra Ekonometrii i Statystyki 2 Verlag Dr. Kovač 2 APMOD <11., 2014, Coventry> 1 Advanced Brainstorm Carrefour <2016, Amsterdam> 1 Air Transportation Analytics 1 Altajskij gosudarstvennyj universitet 1
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Published in...
All
Journal of econometrics 85 NBER working paper series 70 Working paper 51 NBER Working Paper 50 Econometric reviews 46 Working paper / National Bureau of Economic Research, Inc. 46 Discussion paper / Tinbergen Institute 43 SpringerLink / Bücher 41 Discussion paper / Centre for Economic Policy Research 39 Economics letters 38 Econometric Institute research papers 36 Journal of applied econometrics 34 CREATES research paper 31 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 31 International journal of forecasting 30 The journal of risk model validation 30 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 29 Cowles Foundation discussion paper 27 CEMMAP working papers / Centre for Microdata Methods and Practice 26 Econometric theory 26 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 25 Journal of economic dynamics & control 24 Working paper / Norges Bank 24 CESifo working papers 22 Journal of forecasting 22 Springer eBook Collection 22 Tinbergen Institute research series 21 Applied economics 20 Cowles Foundation Discussion Paper 20 Discussion paper / Center for Economic Research, Tilburg University 20 Discussion papers / Department of Economics, University of Copenhagen 19 Econometrics : open access journal 19 Economic modelling 19 European journal of operational research : EJOR 19 Journal of the American Statistical Association : JASA 19 ICB research report 18 Journal of economic theory 18 Discussion papers / Helsinki Center of Economic Research : discussion paper 17 CAMP working paper series 16 Discussion papers / CEPR 16
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Source
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ECONIS (ZBW) 5,407 RePEc 18 EconStor 2
Showing 631 - 640 of 5,427
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Spotlight on a thought leader in business communication : Joanne Yates : business communications' own standard-bearer
Getchell, Kristen - In: International journal of business communication : IJBC … 59 (2022) 4, pp. 669-672
Persistent link: https://www.econbiz.de/10013384476
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Frequentist model-based statistical induction and the replication crisis
Spanos, Aris - In: Journal of quantitative economics 20 (2022), pp. 133-159
Persistent link: https://www.econbiz.de/10013441617
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Identification of structural multivariate GARCH models
Hafner, Christian M.; Herwartz, Helmut; Maxand, Simone - In: Journal of econometrics 227 (2022) 1, pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
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On improvability of model selection by model averaging
Peng, Jingfu; Yang, Yuhong - In: Journal of econometrics 229 (2022) 2, pp. 246-262
Persistent link: https://www.econbiz.de/10013441868
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Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models
Petrova, Katerina - In: Journal of econometrics 230 (2022) 1, pp. 154-182
Persistent link: https://www.econbiz.de/10013441926
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Learning with unobserved regimes
Cone, Thomas E. - In: Journal of macroeconomics 73 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013443877
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Monetary Policy, Asset Prices, and Misspecification : The Robust Approach to Bubbles with Model Uncertainty
Von zur Mühlen, Peter; Tetlow, Robert J. - 2022
Persistent link: https://www.econbiz.de/10013403852
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Machine Forecast Disagreement
Chang, Ran - 2022
This paper documents a significantly negative cross-sectional relation between machine forecast disagreement (MFD) and future stock returns. MFD measures divergence of opinion among investors about stock value based on the dispersion in machines' expected return forecasts and provides an...
Persistent link: https://www.econbiz.de/10013405040
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Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
Fung, Tsz Chai - In: Insurance / Mathematics & economics 107 (2022), pp. 180-198
Persistent link: https://www.econbiz.de/10013471210
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Market efficiency in the age of big data
Martin, Ian; Nagel, Stefan - In: Journal of financial economics 145 (2022) 1, pp. 154-177
Persistent link: https://www.econbiz.de/10013473732
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