//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of Econometrics"
~isPartOf:"Working paper"
~subject:"Nonlinear regression"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Block Bootstrap Consistency Un...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Nonlinear regression
Time series analysis
339
Zeitreihenanalyse
339
Theorie
162
Theory
162
Estimation theory
91
Schätztheorie
91
Estimation
87
Schätzung
86
Forecasting model
81
Prognoseverfahren
81
Volatility
60
Volatilität
59
USA
46
United States
46
VAR model
42
VAR-Modell
42
Bootstrap approach
39
Bootstrap-Verfahren
39
ARCH model
38
ARCH-Modell
38
Cointegration
33
Stochastic process
33
Stochastischer Prozess
33
Statistischer Test
31
Statistical test
30
Kointegration
29
Business cycle
27
Konjunktur
27
Modellierung
26
Scientific modelling
26
Bayesian inference
25
Bayes-Statistik
24
Capital income
22
Kapitaleinkommen
22
Monte Carlo simulation
22
Nichtlineare Regression
22
Monte-Carlo-Simulation
21
Schock
21
Shock
21
more ...
less ...
Online availability
All
Free
18
Type of publication
All
Book / Working Paper
22
Type of publication (narrower categories)
All
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Working Paper
22
Language
All
English
22
Author
All
Teräsvirta, Timo
7
Kapetanios, George
4
He, Changli
2
Kang, Jian
2
Kruse, Robinson
2
Medeiros, Marcelo C.
2
Morley, James C.
2
Piger, Jeremy Max
2
Zhang, Shuhua
2
Baillie, Richard
1
Bauwens, Luc
1
Blake, Andrew P.
1
Blazsek, Szabolcs
1
Bredahl Kock, Andreas
1
Chan, Felix
1
Cho, Jin Seo
1
Christoffersen, Peter F.
1
Dorion, Christian
1
Escribano, Álvaro
1
González, Andrés
1
Guidolin, Massimo
1
Haldrup, Niels
1
Hillebrand, Eric
1
Hubrich, Kirstin
1
Hyde, Stuart
1
Jacobs, Kris
1
Karoui, Lotfi
1
Kim, Chang-jin
1
Lange, Theis
1
Licht, Adrian
1
McAleer, Michael
1
McMillan, David G.
1
Ono, Sadayuki
1
Sandberg, Rickard
1
Seong, Dakyung
1
Varneskov, Rasmus Tangsgaard
1
Yang, Yukai
1
Zanetti Chini, Emilio
1
more ...
less ...
Institution
All
Queen Mary College / Department of Economics
3
Federal Reserve Bank of St. Louis
2
Published in...
All
CREATES research paper
Journal of Econometrics
Working paper
Journal of econometrics
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
Econometric reviews
23
Applied economics letters
21
Economic modelling
18
Applied economics
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Economics letters
14
Discussion paper / Tinbergen Institute
13
Journal of forecasting
13
SSE EFI working paper series in economics and finance
13
International journal of forecasting
12
Computational economics
9
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Energy economics
9
Macroeconomic dynamics
9
Nonlinear modeling of economic and financial time-series
9
Journal of macroeconomics
7
The econometrics journal
7
CEMMAP working papers / Centre for Microdata Methods and Practice
6
CESifo working papers
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Econometric Institute research papers
6
The North American journal of economics and finance : a journal of financial economics studies
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Cowles Foundation discussion paper
5
Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
5
International review of economics & finance : IREF
5
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
5
Nonlinear time series analysis of business cycles
5
Staff reports / Federal Reserve Bank of New York
5
Econometric theory
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Econometrics : open access journal
4
Economics and finance working paper series
4
International journal of finance & economics : IJFE
4
Journal of economic surveys
4
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Using extraneous information and GMM to estimate threshold parameters in TAR models
Kapetanios, George
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868138
Saved in:
2
Testing for neglected nonlinearity in cointegrating relationships
Blake, Andrew P.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920635
Saved in:
3
Testing for exogeneity in nonlinear threshold models
Kapetanios, George
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153117
Saved in:
4
Nonlinear common trends for the global crude oil market : Markov-switching score-driven models of the multivariate t-distribution
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012221928
Saved in:
5
State-space models on the Stiefel manifold with a new approach to nonlinear filtering
Yang, Yukai
;
Bauwens, Luc
-
2018
Persistent link: https://www.econbiz.de/10011946395
Saved in:
6
A steady-state approach to trend/cycle decomposition
Morley, James C.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001987194
Saved in:
7
Nonlinearity and the permanent effects of recessions
Kim, Chang-jin
(
contributor
);
Morley, James C.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001973965
Saved in:
8
Does the macroeconomy predict UK asset returns in a nonlinear fashion? : comprehensive out-of-sample evidence
Guidolin, Massimo
;
Hyde, Stuart
;
McMillan, David G.
; …
-
2010
Persistent link: https://www.econbiz.de/10008668600
Saved in:
9
Linearity testing in time-varying smooth transition autoregressive models under unknown degree of persistence
Kruse, Robinson
;
Sandberg, Rickard
-
2010
Persistent link: https://www.econbiz.de/10008651719
Saved in:
10
Forecasting inflation with gradual regiem shifts and exogenous information
González, Andrés
;
Hubrich, Kirstin
;
Teräsvirta, Timo
-
2009
Persistent link: https://www.econbiz.de/10003849428
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->