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  • Search: subject:"parameter stability"
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Year of publication
Subject
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parameter stability 32 Parameter stability 12 Schätzung 12 Estimation 11 Estimation theory 9 Schätztheorie 9 factor analysis 8 measurement invariance 8 structural equation models 8 parameter stability tests 6 Time series analysis 5 Zeitreihenanalyse 5 cointegration 5 ordinal variable 5 stationary bootstrap 5 FM-OLS 4 Stochastic process 4 Stochastischer Prozess 4 Theorie 4 dynamic probit models 4 recession forecast 4 yield curve 4 Panel cointegration 3 Regression analysis 3 Regressionsanalyse 3 Theory 3 VAR model 3 VAR-Modell 3 Außenhandelselastizität 2 Bootstrap approach 2 Bootstrap-Verfahren 2 Clothing exports 2 Dynamic stochastic general equilibrium model 2 Elasticities 2 Faktorenanalyse 2 Forecasting model 2 Household energy consumption 2 IV-Schätzung 2 Imports 2 Instrumental variables 2
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Online availability
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Free 34 Undetermined 16 CC license 1
Type of publication
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Article 31 Book / Working Paper 29
Type of publication (narrower categories)
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Article in journal 14 Aufsatz in Zeitschrift 14 Working Paper 11 Arbeitspapier 4 Article 4 Graue Literatur 4 Non-commercial literature 4
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Language
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English 39 Undetermined 21
Author
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Zeileis, Achim 8 Merkle, Edgar C. 7 Di Iorio, Francesca 5 Fachin, Stefano 5 Kauppi, Heikki 4 Yan, Yayi 4 Adeniyi, Oluwatosin A. 3 Gao, Jiti 3 Omisakin, Olusegun A. 3 Oyinlola, Abimbola M. 3 Peng, Bin 3 Teräsvirta, Timo 3 Wang, Ting 3 Baiardi, Donatella 2 Bianchi, Carluccio 2 Christoffersen, Peter 2 Fan, Jinyan 2 Fink, Holger Maria 2 Jacobs, Kris 2 Lee, Jiho 2 Lorenzini, Eleonora 2 Mittnik, Stefan 2 Nesbakken, Runa 2 Qin, Duo 2 Öztürk, Serda Selin 2 Bank, Semra 1 Beyer, Andreas 1 Bhat, Furqan A. 1 Cai, Xiaofang 1 Ceglowski, Janet 1 Ceglowski, Janet Eve 1 Chen, Hui 1 Cox, D. 1 Dağli, Hüseyin 1 Didisheim, Antoine 1 Georgiev, Iliyan 1 González, Andres 1 Grubaugh, Stephen G. 1 Guzman, Juan Ignacio 1 HSU, CHIH-CHIANG 1
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Institution
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Economics Institute for Research (SIR), Handelshögskolan i Stockholm 3 Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 3 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Turun Kauppakorkeakoulu, Turun Yliopisto 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 1 Hanken Svenska Handelshögskolan 1 Institut für Weltwirtschaft (IfW) 1 School of Economic Sciences, Washington State University 1 Statistisk Sentralbyrå, Government of Norway 1 Økonomisk Institut, Københavns Universitet 1
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Published in...
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SSE/EFI Working Paper Series in Economics and Finance 3 Working Papers / Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik 3 Working Papers in Economics and Statistics 3 CIRANO Working Papers 2 Discussion Papers / Turun Kauppakorkeakoulu, Turun Yliopisto 2 Discussion paper 2 Journal of Asian economics 2 MPRA Paper 2 Working paper / Department of Econometrics and Business Statistics, Monash University 2 Applied econometrics and international development 1 Applied economics letters 1 Cahiers de recherches économiques 1 DEM Working Papers Series 1 Discussion Papers 1 Discussion Papers / Statistisk Sentralbyrå, Government of Norway 1 Discussion Papers / Økonomisk Institut, Københavns Universitet 1 Econometrics 1 Econometrics : open access journal 1 Econometrics Journal 1 Economics - The Open-Access, Open-Assessment E-Journal 1 Economics Discussion Papers 1 Economics Discussion Papers / Institut für Weltwirtschaft (IfW) 1 Economics Letters 1 Economics letters 1 Economics: The Open-Access, Open-Assessment E-Journal 1 International Journal of Business and Economic Sciences Applied Research (IJBESAR) 1 International Journal of Economic Sciences and Applied Research 1 International Journal of Energy Economics and Policy 1 International Journal of Trade and Global Markets 1 Journal of Asian Economics 1 Journal of Risk and Financial Management 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of econometrics 1 Journal of empirical finance 1 Journal of risk and financial management : JRFM 1 Journal of the Operational Research Society 1 Mathematics and Computers in Simulation (MATCOM) 1 Mineral economics : raw materials report 1 Multinational Finance Journal 1 Networks and spatial economics : a journal of infrastructure modeling and computation 1
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Source
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RePEc 31 ECONIS (ZBW) 18 EconStor 11
Showing 1 - 10 of 60
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A system of time-varying models for predictive regressions
Yu, Deshui; Yan, Yayi - In: Journal of empirical finance 82 (2025), pp. 1-23
Persistent link: https://www.econbiz.de/10015432882
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Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti; Peng, Bin; Yan, Yayi - 2022
Persistent link: https://www.econbiz.de/10013494327
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Proposing an innovative real-time monitoring approach for the parameter stability of credit-default prediction model
Liu, Linzi; Lai, Xin; Cai, Xiaofang; Huang, Wei; Miao, … - In: Journal of the Operational Research Society 75 (2024) 11, pp. 2115-2126
Persistent link: https://www.econbiz.de/10015188773
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Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti; Peng, Bin; Yan, Yayi - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
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Quanto pricing beyond Black-Scholes
Fink, Holger Maria; Mittnik, Stefan - In: Journal of Risk and Financial Management 14 (2021) 3, pp. 1-27
, we propose a new calibration procedure, carry out extensive analyses of parameter stability and assess the goodness of …
Persistent link: https://www.econbiz.de/10012611693
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Deep structural estimation: with an application to option pricing
Chen, Hui; Didisheim, Antoine; Scheidegger, Simon - 2021
Persistent link: https://www.econbiz.de/10012819482
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Quanto pricing beyond Black-Scholes
Fink, Holger Maria; Mittnik, Stefan - In: Journal of risk and financial management : JRFM 14 (2021) 3, pp. 1-27
, we propose a new calibration procedure, carry out extensive analyses of parameter stability and assess the goodness of …
Persistent link: https://www.econbiz.de/10012520134
Saved in:
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On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi; Gao, Jiti; Peng, Bin - 2021
Persistent link: https://www.econbiz.de/10012697193
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A method to estimate the robustness of the secondary refined copper supply function
Rivera, Nilza; Guzman, Juan Ignacio; Lagos C. C., Gustavo - In: Mineral economics : raw materials report 36 (2023) 2, pp. 255-277
Persistent link: https://www.econbiz.de/10014251402
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FDI, growth and level of development : analysis of 76 countries for the period 1980-2010
Grubaugh, Stephen G. - In: Applied econometrics and international development 19 (2019) 2, pp. 5-18
Persistent link: https://www.econbiz.de/10012207173
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