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  • Search: subject:"specification."
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Year of publication
Subject
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Modellierung 5,405 Scientific modelling 5,402 Theorie 2,325 Theory 2,300 Schätztheorie 838 Estimation theory 835 Prognoseverfahren 663 Forecasting model 660 Schätzung 590 Estimation 581 Zeitreihenanalyse 535 Time series analysis 526 Bayes-Statistik 467 Bayesian inference 466 USA 336 United States 332 Statistischer Test 304 Regressionsanalyse 300 Regression analysis 297 Statistical test 297 Risiko 276 Risk 273 VAR model 272 VAR-Modell 272 Volatility 254 Volatilität 253 Stochastic process 250 Stochastischer Prozess 250 Simulation 246 Nichtparametrisches Verfahren 230 Nonparametric statistics 223 Monetary policy 211 Geldpolitik 210 Welt 201 Ökonometrie 198 World 197 Portfolio selection 195 Portfolio-Management 195 Econometrics 176 Monte Carlo simulation 173
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Online availability
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Free 2,743 Undetermined 1,358 CC license 50
Type of publication
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Book / Working Paper 3,655 Article 2,788 Journal 13 Other 8
Type of publication (narrower categories)
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Article in journal 2,167 Aufsatz in Zeitschrift 2,167 Graue Literatur 1,695 Non-commercial literature 1,695 Working Paper 1,594 Arbeitspapier 1,487 Hochschulschrift 326 Aufsatz im Buch 312 Book section 312 Thesis 249 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 Article 28 Conference proceedings 28 research-article 28 Case study 27 Fallstudie 27 Conference paper 23 Konferenzbeitrag 23 Lehrbuch 19 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 Conference Paper 3
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Language
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English 5,652 Undetermined 402 German 267 Russian 68 French 23 Polish 20 Ukrainian 16 Spanish 6 Czech 2 Italian 2 Dutch 2 Norwegian 2 Portuguese 2 Romanian 2 Bulgarian 1 Lithuanian 1 Mongolian 1 Slovak 1 Serbian 1
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Author
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McAleer, Michael 68 Ravazzolo, Francesco 48 Dijk, Herman K. van 39 Hendry, David F. 35 Gao, Jiti 32 Swanson, Norman R. 31 Casarin, Roberto 30 Billio, Monica 28 Franses, Philip Hans 28 Johansen, Søren 27 Canova, Fabio 26 Hansen, Lars Peter 25 White, Halbert 25 Sargent, Thomas J. 24 Caporin, Massimiliano 22 Schorfheide, Frank 22 Su, Liangjun 22 Claeskens, Gerda 21 Phillips, Peter C. B. 21 Teräsvirta, Timo 21 Durlauf, Steven N. 20 Koop, Gary 20 Andrews, Donald W. K. 19 Bera, Anil K. 19 MacKinnon, James G. 19 Maih, Junior 19 Strachan, Rodney W. 19 Heckman, James J. 18 Robotti, Cesare 18 Todorov, Viktor 18 Bosetti, Valentina 17 Davidson, Russell 17 Dette, Holger 17 Kunst, Robert M. 17 Lewbel, Arthur 17 Rossi, Barbara 17 Costantini, Mauro 16 Pagan, Adrian R. 16 Spanos, Aris 16 Tauchen, George Eugene 16
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Institution
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National Bureau of Economic Research 73 International Monetary Fund (IMF) 27 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 22 Cowles Foundation for Research in Economics, Yale University 16 Economics Department, Queen's University 12 C.E.P.R. Discussion Papers 9 Department of Econometrics and Business Statistics, Monash Business School 8 Department of Economics, Oxford University 7 EconWPA 7 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 7 Springer International Publishing 7 University of Canterbury / Dept. of Economics and Finance 7 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 6 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 5 Social Systems Research Institute 5 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 5 Agricultural and Applied Economics Association - AAEA 4 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 4 Economics Group, Nuffield College, University of Oxford 4 Institute for the Study of Labor (IZA) 4 School of Economics and Management, University of Aarhus 4 School of Economics, Singapore Management University 4 Zentrum für Europäische Wirtschaftsforschung (ZEW) 4 Center for Economic Research <Tilburg> 3 Centralʹnyj Ėkonomiko-Matematičeskij Institut <Moskau> 3 Department of Economics, Rutgers University-New Brunswick 3 Department of Economics, University of California-San Diego (UCSD) 3 Department of Economics, University of Victoria 3 Econometric Society 3 Economics Department, University of California-Davis 3 Edward Elgar Publishing 3 Ekonomiska forskningsinstitutet <Stockholm> 3 European Commission / Joint Research Centre 3 European University Institute / Department of Law 3 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 3 Federal Reserve System / Board of Governors 3 Forschungsinstitut zur Zukunft der Arbeit 3 International Monetary Fund 3 London School of Economics (LSE) 3 School of Economics and Political Science, Universität St. Gallen 3
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Published in...
All
Journal of econometrics 116 NBER working paper series 70 Econometric reviews 56 Working paper 55 NBER Working Paper 50 Discussion paper / Tinbergen Institute 48 Economics letters 48 Working paper / National Bureau of Economic Research, Inc. 47 SpringerLink / Bücher 41 Discussion paper / Centre for Economic Policy Research 39 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 39 Econometric Institute research papers 38 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 35 Journal of applied econometrics 34 International journal of forecasting 32 CREATES research paper 31 CEMMAP working papers / Centre for Microdata Methods and Practice 30 The journal of risk model validation 30 Cowles Foundation discussion paper 29 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 27 Econometric theory 26 IMF Working Papers 25 CESifo working papers 24 Econometrics : open access journal 24 Journal of economic dynamics & control 24 Working paper / Norges Bank 24 Journal of forecasting 23 Applied economics 22 MPRA Paper 22 Springer eBook Collection 22 European journal of operational research : EJOR 21 The econometrics journal 21 Tinbergen Institute research series 21 Cowles Foundation Discussion Paper 20 Discussion paper / Center for Economic Research, Tilburg University 20 Discussion papers / Department of Economics, University of Copenhagen 20 Economic modelling 20 International journal of production research 19 Journal of the American Statistical Association : JASA 19 ICB research report 18
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Source
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ECONIS (ZBW) 5,731 RePEc 527 EconStor 139 Other ZBW resources 37 BASE 26 USB Cologne (business full texts) 3 USB Cologne (EcoSocSci) 1
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Showing 6,341 - 6,350 of 6,464
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TESTING FOR REGIME SWITCHING IN SINGAPOREAN BUSINESS CYCLES
BREUNIG, ROBERT; STEGMAN, ALISON - In: The Singapore Economic Review (SER) 50 (2005) 01, pp. 25-34
We examine a Markov-Switching model of Singaporean GDP using a combination of formal moment-based tests and informal graphical tests. The tests confirm that the Markov-Switching model fits the data better than a linear, autoregressive alternative. The methods are extended to allow us to identify...
Persistent link: https://www.econbiz.de/10005047192
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Statistical Tests of the Rank of a Matrix and Their Applications in Econometric Modelling
Camba-Mendez, Gonzalo; Kapetanios, George - School of Economics and Finance, Queen Mary - 2005
Testing the rank of a matrix of estimated parameters is key in a large variety of econometric modelling scenarios. This paper describes general methods to test for the rank of a matrix, and provides details on a variety of modelling scenarios in the econometrics literature where these tests are...
Persistent link: https://www.econbiz.de/10005106289
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The Environmental Kuznets Curve: Exploring a Fresh Specification
Bradford, David; Fender, Rebecca; Shore, Stephen; … - In: Contributions to Economic Analysis & Policy 4 (2005) 1, pp. 1073-1073
The objective of this paper is primarily methodological. Using a new specification, we reanalyze the data on worldwide … (which postulates an inverse U-shaped relationship between income level and pollution). This new specification avoids using …
Persistent link: https://www.econbiz.de/10005086823
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Estimation of mis-specified long memory models
Chen, Willa; Deo, Rohit - EconWPA - 2005
memory Gaussian series. We show that even if the long memory structure of the time series is correctly specified, mis-specification …
Persistent link: https://www.econbiz.de/10005556354
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A MONTE CARLO EVALUATION OF SEVERAL TESTS FOR THE SELECTION OF VARIABLES IN DEA MODELS
SIRVENT, INMACULADA; RUIZ, JOSÉ L.; BORRÁS, FERNANDO; … - In: International Journal of Information Technology & … 04 (2005) 03, pp. 325-343
efficiency scores of Decision Making Units (DMUs) that use several inputs to produce several outputs. Model specification in DEA … many authors, it is obvious that the specification of a model is the key to having reliable efficiency scores. In this ….13 is analyzed in relation to several factors such as sample size, model size, the specification of returns to scale and …
Persistent link: https://www.econbiz.de/10005033351
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A Bootstrap Test for Single Index Models
Haerdle, Wolfgang; MAMMEN, Enno; Proenca, Isabel - EconWPA - 2005
fixed link functions. In this paper we consider a bootstrap specification test that detects nonparametric deviations of the …
Persistent link: https://www.econbiz.de/10005119201
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On the Power of Bootstrapped Specification Tests
Dominguez, Manuel - In: Econometric Reviews 23 (2005) 3, pp. 215-228
, specification tests should precede any analysis. Bierens' specification test is consistent and has optimality properties against …
Persistent link: https://www.econbiz.de/10009228523
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Determining a One-sided Optimum Specification Limit under the Linear Quality Loss Function
Chen, Chung-Ho; Chou, Chao-Yu - In: Quality & Quantity: International Journal of Methodology 39 (2005) 1, pp. 109-117
Persistent link: https://www.econbiz.de/10009396441
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Consumption Demand Conditional on Government Expenditure: Estimations by a Panel of EU Countries (1980-2000)
Bollino, Carlo Andrea; Pieroni, Luca - In: Rivista Italiana degli Economisti 10 (2005) 3, pp. 417-422
We provide theoretical and empirical evidence that private demand depends on government expenditure and therefore estimates based on standard separable private models are not completely consistent. The micro-based approach is specified in order to derive an exact test for non-separability...
Persistent link: https://www.econbiz.de/10008629680
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Several tests for model specification in the presince of alternative hypotheses
Davidson, Russel; MacKinnon, James G. - 1980
Persistent link: https://www.econbiz.de/10001403257
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