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  • Search: subject:"parameters"
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Year of publication
Subject
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time-varying parameters 210 Schätztheorie 119 Estimation theory 115 Theorie 100 Schätzung 96 Estimation 89 Theory 85 Zeitreihenanalyse 84 Time series analysis 79 Time-varying parameters 70 VAR-Modell 63 VAR model 55 Volatilität 48 Volatility 47 stochastic volatility 46 Bayes-Statistik 45 Bayesian inference 44 forecasting 44 Inflation 42 number of parameters 39 Prognoseverfahren 38 Forecasting model 37 Stochastischer Prozess 36 equation 34 statistics 33 Stochastic process 32 correlation 32 incidental parameters 32 Economic models 31 Schock 30 USA 30 Regression analysis 29 Regressionsanalyse 29 Shock 29 Time-Varying Parameters 29 equations 29 nuisance parameters 29 Zustandsraummodell 28 State space model 27 econometrics 27
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Online availability
All
Free 1,047 CC license 44
Type of publication
All
Book / Working Paper 716 Article 319 Other 12
Type of publication (narrower categories)
All
Working Paper 358 Graue Literatur 197 Non-commercial literature 197 Arbeitspapier 191 Article in journal 104 Aufsatz in Zeitschrift 104 Article 34 Conference Paper 7 Conference paper 7 Konferenzbeitrag 7 Thesis 7 Aufsatz im Buch 3 Book section 3 Konferenzschrift 2 research-article 2 Book Part 1 Congress Report 1 Hochschulschrift 1 Report 1 Research Report 1
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Language
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English 650 Undetermined 381 German 5 Spanish 3 French 2 Italian 2 Czech 1 Hungarian 1 Indonesian 1 Polish 1 Russian 1 Slovenian 1
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Author
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Koopman, Siem Jan 42 Lucas, André 29 Benati, Luca 17 Blasques, Francisco 15 Caporale, Guglielmo Maria 13 Mumtaz, Haroon 13 Korobilis, Dimitris 12 Marcellino, Massimiliano 12 Kapetanios, George 11 Karlsson, Sune 11 Schaumburg, Julia 11 Österholm, Pär 11 Creal, Drew 10 Giraitis, Liudas 10 Petrella, Ivan 10 Delle Monache, Davide 9 Gorgi, Paolo 9 Graham, Bryan S. 9 Lucas, Andre 9 Selinski, Silvia 9 Basturk, Nalan 8 Ceyhan, Pinar 8 Huber, Florian 8 Petrova, Katerina 8 Phillips, Peter C.B. 8 Schwaab, Bernd 8 Sobolewski, Maciej 8 Zhang, Xin 8 Baetschmann, Gregori 7 Chen, Le-Yu 7 Franta, Michal 7 McAleer, Michael 7 Nason, James Michael 7 Ooms, Marius 7 Belloni, Alexandre 6 Bonhomme, Stéphane 6 Callot, Laurent 6 Chernozhukov, Victor 6 Czajkowski, Mikołaj 6 Koop, Gary 6
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Institution
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International Monetary Fund (IMF) 45 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 34 Tinbergen Instituut 16 European Central Bank 12 Cowles Foundation for Research in Economics, Yale University 7 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 7 Tinbergen Institute 7 eSocialSciences 6 Rimini Centre for Economic Analysis (RCEA) 5 Agricultural and Applied Economics Association - AAEA 4 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 4 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 4 Crawford School of Public Policy, Australian National University 4 Department of Econometrics and Business Statistics, Monash Business School 4 International Monetary Fund 4 School of Economics and Management, University of Aarhus 4 School of Economics, Universiteit Utrecht 4 Society for Computational Economics - SCE 4 Southern Agricultural Economics Association - SAEA 4 Tilburg University, Center for Economic Research 4 Česká Národní Banka 4 Bank of England 3 CESifo 3 Department of Economics, Waikato Management School 3 Institute for the Study of Labor (IZA) 3 London School of Economics (LSE) 3 Australian Agricultural and Resource Economics Society - AARES 2 Banca d'Italia 2 Banco de España 2 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 2 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 2 Centro de Estudios Monetarios y Financieros (CEMFI) 2 Charles H. Dyson School of Applied Economics and Management, Cornell University 2 Courant Research Centre PEG 2 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 2 Departamento de Economía, Universidad Carlos III de Madrid 2 Department of Economics, Boston College 2 Economic Research Southern Africa (ERSA) 2 Economics Department, University of Strathclyde 2 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 2
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Published in...
All
IMF Working Papers 41 MPRA Paper 34 Working Paper 31 Tinbergen Institute Discussion Paper 27 Discussion paper / Tinbergen Institute 26 Tinbergen Institute Discussion Papers 23 Working paper 18 ECB Working Paper 16 Technology audit and production reserves 13 Working Paper Series / European Central Bank 12 cemmap working paper 12 CESifo Working Paper 11 Romanian Statistical Review Supplement 11 CEMMAP working papers / Centre for Microdata Methods and Practice 10 CESifo working papers 10 IZA Discussion Papers 10 Cowles Foundation Discussion Papers 7 Journal of Agricultural and Applied Economics 7 Technical Report 7 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 7 ВІСНИК ЕКОНОМІКИ ТРАНСПОРТУ І ПРОМИСЛОВОСТІ 7 Управление большими системами: сборник трудов 7 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 6 Working Papers / eSocialSciences 6 CAMA working paper series 5 Discussion Papers 5 Discussion paper series / IZA 5 Documento de trabajo 5 Working Paper Series / Rimini Centre for Economic Analysis (RCEA) 5 Working Papers in Economics 5 Бизнес Информ 5 Вестник Омского университета. Серия «Экономика» 5 Applied Econometrics 4 CAMA Working Papers 4 CIRANO Working Papers 4 CORE Discussion Papers 4 CREATES Research Papers 4 Discussion Paper / Tilburg University, Center for Economic Research 4 Economy of region 4 Energies 4
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Source
All
RePEc 498 ECONIS (ZBW) 306 EconStor 210 BASE 31 Other ZBW resources 2
Showing 1 - 10 of 1,047
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Stability and performance guarantees for misspecified multivariate score-driven filters
van Heel, Simon Donker; Lange, Rutger-Jan; van Dijk, Dick; … - 2025
implicit and explicit score-driven (ISD and ESD) filters, which update a prediction of the parameters using the gradient of the …
Persistent link: https://www.econbiz.de/10015210023
Saved in:
Cover Image
From waves to rates: Enhancing inflation forecasts through combinations of frequency-domain models
Verona, Fabio - 2025
This paper addresses the challenge of inflation forecasting by adopting a thick modeling approach that integrates forecasts from time- and frequency-domain models. Frequency-domain models excel at capturing long-term trends while also accounting for short-term fluctuations. Combining these...
Persistent link: https://www.econbiz.de/10015166825
Saved in:
Cover Image
Stability and performance guarantees for misspecified multivariate score-driven filters
Heel, Simon Donker van; Lange, Rutger-Jan; Dijk, Dick van; … - 2025
implicit and explicit score-driven (ISD and ESD) filters, which update a prediction of the parameters using the gradient of the …
Persistent link: https://www.econbiz.de/10015195705
Saved in:
Cover Image
Uncovering the risk-return trade-off through ridge regressions
Alemany, Nuria; Aragó, Vicent; Salvador, Enrique - In: Finance research letters 71 (2025), pp. 1-13
Persistent link: https://www.econbiz.de/10015197449
Saved in:
Cover Image
From waves to rates : enhancing inflation forecasts through combinations of frequency-domain models
Verona, Fabio - 2025
This paper addresses the challenge of inflation forecasting by adopting a thick modeling approach that integrates forecasts from time- and frequency-domain models. Frequency-domain models excel at capturing long-term trends while also accounting for short-term fluctuations. Combining these...
Persistent link: https://www.econbiz.de/10015164409
Saved in:
Cover Image
Spillovers Between Sovereign Bonds and the Banking Sector: Evidence from Italy
Cafiso, Gianluca; Rivolta, Giulia - 2025
based on the estimation of a vector autoregression with time-varying parameters. Our results suggest that, with the …
Persistent link: https://www.econbiz.de/10015398732
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Online learning for dynamic service mode control
Xing, Wenqian; Hu, Yue; Kalvit, Anand; Sarhangian, Vahid - 2025
Persistent link: https://www.econbiz.de/10015338378
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Improved gradient scaling for score-driven filters with an application to stock market volatility
Blazsek, Szabolcs; Escribano, Álvaro; Ayala, Astrid - 2025
Persistent link: https://www.econbiz.de/10015396160
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Time-varying local projections with stochastic volatility
Nakajima, Jouchi - 2025
Persistent link: https://www.econbiz.de/10015332533
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Examining the transmission of credit and liquidity risks : a network analysis for EMU sovereign debt markets
Fernandez-Perez, Adrian; Gómez Puig, Marta; … - 2025
Persistent link: https://www.econbiz.de/10015374489
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