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  • Search: subject:"parameter instability"
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Year of publication
Subject
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parameter instability 29 Parameter instability 28 Estimation theory 15 Schätztheorie 15 Forecasting model 10 Prognoseverfahren 10 Estimation 8 Schätzung 8 Statistischer Test 7 Time series analysis 7 Zeitreihenanalyse 7 Regression analysis 6 Regressionsanalyse 6 Statistical test 6 generalized method of moments 6 structural change 6 Generalized empirical likelihood 5 Structural break 5 Strukturbruch 5 Theorie 5 Forecasting 4 Markov switching 4 Nichtparametrisches Verfahren 4 Nonparametric statistics 4 Structural change 4 Theory 4 Volatility 4 Volatilität 4 Bayes-Statistik 3 Bayesian inference 3 Capital income 3 Consumption 3 Forecast 3 Kapitaleinkommen 3 Model uncertainty 3 Momentenmethode 3 Nonparametric estimation 3 Oil price 3 Phillips curve 3 Prognose 3
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Online availability
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Free 24 Undetermined 24
Type of publication
All
Book / Working Paper 32 Article 28 Other 1
Type of publication (narrower categories)
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Article in journal 21 Aufsatz in Zeitschrift 21 Working Paper 8 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article 1
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Language
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English 44 Undetermined 17
Author
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Rossi, Barbara 7 Guay, Alain 5 Alexandre, Fernando 4 Bação, Pedro 4 Caporale, Guglielmo Maria 4 Inoue, Atsushi 4 Lee, Dong Jin 4 Nonejad, Nima 4 Gabriel, Vasco J. 3 Lamarche, Jean-Francois 3 Pittis, Nikitas 3 Bulligan, Guido 2 Cai, Zongwu 2 Chudik, Alexander 2 Giordani, Paolo 2 Jin, Lu 2 Juhl, Ted 2 Keijsers, Bart 2 Kohn, Robert 2 Lamarche, Jean-François 2 Pesaran, M. Hashem 2 Sharifvaghefi, Mahrad 2 Viviano, Eliana 2 Andersen, Torben 1 Anyfantakis, Costas 1 Baek, Yaein 1 Byrne, Joseph P. 1 Cechura, Lukas 1 Elliott, Graham 1 Favero, Carlo A. 1 Fernández del Hoyo, Juan J. 1 Fezzi, Carlo 1 Gabriel, Vasco 1 Gao, Jiti 1 Glouchakov, Oleg 1 Haan, Jakob de 1 Hanck, Christoph 1 Hanson, Michael S. 1 Hao, Xianfeng 1 Kilian, Lutz 1
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Institution
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Department of Economics, Brock University 3 C.E.P.R. Discussion Papers 2 Department of Economics, University of California-San Diego (UCSD) 2 Department of Economics, University of Connecticut 2 EconWPA 2 Society for Computational Economics - SCE 2 Barcelona Graduate School of Economics (Barcelona GSE) 1 CESifo 1 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Department of Economics, York University 1 Economics Department, Wesleyan University 1 Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia 1 Núcleo de Investigação em Políticas Económicas (NIPE), Universidade do Minho 1 School of Economics, University of Surrey 1 Sveriges Riksbank 1
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Published in...
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Journal of econometrics 4 Working Papers / Department of Economics, Brock University 3 CEPR Discussion Papers 2 Computing in Economics and Finance 2006 2 University of California at San Diego, Economics Working Paper Series 2 Working papers / Department of Economics, University of Connecticut 2 AGRIS on-line Papers in Economics and Informatics 1 Applied economics 1 Applied economics letters 1 CESifo Working Paper 1 CESifo Working Paper Series 1 CESifo working papers 1 Cahiers de recherche 1 Computational economics 1 Data 1 Discussion paper / Tinbergen Institute 1 Econometric reviews 1 Economic and political studies : EPS 1 Economic modelling 1 Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Energy economics 1 GEMF Working Papers 1 IZA Journal of Labor Policy 1 IZA journal of labor policy 1 International Finance 1 International Journal of Business Forecasting and Marketing Intelligence 1 International journal of forecasting 1 International review of economics & finance : IREF 1 Journal of Economics and Business 1 Journal of International Money and Finance 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of empirical finance 1 Journal of forecasting 1 NIPE Working Papers 1 Reihe Ökonomie / Economics Series 1 School of Economics Discussion Papers 1 Sveriges Riksbank Working Paper Series 1 The Japanese economic review : the journal of the Japanese Economic Association 1
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Source
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RePEc 28 ECONIS (ZBW) 25 EconStor 5 BASE 3
Showing 1 - 10 of 61
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Variable Selection in High Dimensional Linear Regressions with Parameter Instability
Chudik, Alexander; Pesaran, M. Hashem; Sharifvaghefi, Mahrad - 2023
be used at the variable selection stage in the presence of parameter instability, particularly when the number of …
Persistent link: https://www.econbiz.de/10014290133
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Cover Image
Long-term investing under uncertain parameter instability
Keijsers, Bart - 2023
consensus on the type of instability, i.e. few or many breaks. Differences in parameter instability affect the long …
Persistent link: https://www.econbiz.de/10014469516
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Cover Image
Variable selection in high dimensional linear regressions with parameter instability
Chudik, Alexander; Pesaran, M. Hashem; Sharifvaghefi, Mahrad - 2023
be used at the variable selection stage in the presence of parameter instability, particularly when the number of …
Persistent link: https://www.econbiz.de/10013494088
Saved in:
Cover Image
Long-term investing under uncertain parameter instability
Keijsers, Bart - 2023
consensus on the type of instability, i.e. few or many breaks. Differences in parameter instability affect the long …
Persistent link: https://www.econbiz.de/10014416056
Saved in:
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The distribution of rolling regression estimators
Cai, Zongwu; Juhl, Ted - 2022
Persistent link: https://www.econbiz.de/10014280636
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Estimation of a structural break point in linear regression models
Baek, Yaein - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 95-108
Persistent link: https://www.econbiz.de/10014449831
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Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti; Peng, Bin; Yan, Yayi - 2021
Persistent link: https://www.econbiz.de/10012668893
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Forecasting the real prices of crude oil : what is the role of parameter instability?
Wang, Yudong; Hao, Xianfeng - In: Energy economics 117 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014436646
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Dynamic linear models with adaptive discounting
Yusupova, Alisa; Pavlidis, Nicos G.; Pavlidis, Efthymios G. - In: International journal of forecasting 39 (2023) 4, pp. 1925-1944
Persistent link: https://www.econbiz.de/10014465368
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Capital flows, economic growth and the real effective exchange rate : evidence from China
Tian, Xin; Haan, Jakob de; Zhao, Yanping - In: Economic and political studies : EPS 11 (2023) 1, pp. 123-147
Persistent link: https://www.econbiz.de/10014251305
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