//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric reviews"
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
Regularized estimation of high...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
4
Schätztheorie
4
Time series analysis
4
Zeitreihenanalyse
4
Börsenkurs
2
Econometrics
2
Modellierung
2
Scientific modelling
2
Share price
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
Ökonometrie
2
1995-2005
1
ARCH model
1
ARCH-Modell
1
ARDL
1
Asymptotic theory
1
Autocorrelation
1
Autokorrelation
1
Bimodality
1
Cointegration
1
Econometric model
1
Economic model
1
Estimation
1
Explosive regimes
1
Financial market
1
Finanzmarkt
1
Forecasting model
1
GARCH
1
Innovation
1
Kointegration
1
LASSO
1
Lasso
1
Learning
1
Lernen
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Misspecification
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
7
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Bibliografie enthalten
1
Bibliography included
1
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
8
Author
All
Medeiros, Marcelo C.
8
Mendes, Eduardo F.
2
Caner, Mehmet
1
Fernandes, Marcelo
1
Hillebrand, Eric
1
Maasoumi, Esfandiar
1
McAleer, Michael
1
Oxley, Les
1
Veiga, Alvaro
1
more ...
less ...
Published in...
All
Econometric reviews
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
48
Texto para discussão
41
Journal of econometrics
16
International journal of forecasting
13
Textos para discussão
13
Texto para discussão / Instituto de Pesquisa Econômica Aplicada
8
Econometric Institute research papers
6
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
5
CREATES Research Papers
5
Journal of Econometrics
5
SSE EFI working paper series in economics and finance
5
Working paper
5
CIRJE F-Series
4
CREATES research paper
4
International Journal of Forecasting
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Texto para Discussão
4
Working Papers in Economics
4
Brazilian review of econometrics : the review of the Brazilian Econometric Society
3
Computing in Economics and Finance 2002
3
Journal of applied econometrics
3
Journal of economic surveys
3
KIER Working Papers
3
CARF F-Series
2
Computational Statistics & Data Analysis
2
Econometric theory
2
EconomiA
2
Economia : revista da ANPEC
2
Economics letters
2
Essays in nonlinear time series econometrics
2
FINRISK Working Paper Series
2
Journal of Economic Surveys
2
Journal of Financial Econometrics
2
Journal of forecasting
2
Journal of the American Statistical Association : JASA
2
Revista Brasileira de Economia
2
Revista Brasileira de Finanças : RBFin
2
Revista brasileira de economia : RBE ; revista da Escola de Pós-Graduação em Economia da Fundação Getúlio Vargas
2
Working paper / Department of Economics, College of Business and Economics, University of Canterbury
2
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A note on nonlinear cointegration, misspecification, and bimodality
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
;
Oxley, Les
- In:
Econometric reviews
33
(
2014
)
7
,
pp. 713-731
Persistent link: https://www.econbiz.de/10010363888
Saved in:
2
Adaptive LASSO estimation for ARDL models with GARCH innovations
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 622-637
Persistent link: https://www.econbiz.de/10011795298
Saved in:
3
The benefits of bagging for forecast models of realized volatility
Hillebrand, Eric
;
Medeiros, Marcelo C.
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 571-593
Persistent link: https://www.econbiz.de/10008668163
Saved in:
4
The link between statistical learning theory and econometrics : applications in economics, finance, and marketing
Maasoumi, Esfandiar
;
Medeiros, Marcelo C.
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 470-475
Persistent link: https://www.econbiz.de/10008668198
Saved in:
5
Special issue: The link between statistical learning theory and econometrics : applications in econometrics, finance, and marketing
Medeiros, Marcelo C.
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10008668200
Saved in:
6
Realized volatility : a review
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 10-45
Persistent link: https://www.econbiz.de/10003761211
Saved in:
7
A (semi)parametric functional coefficient logarithmic autoregressive conditional duration model
Fernandes, Marcelo
;
Medeiros, Marcelo C.
;
Veiga, Alvaro
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1221-1250
Persistent link: https://www.econbiz.de/10011591186
Saved in:
8
Model selection and shrinkage : an overview
Caner, Mehmet
;
Medeiros, Marcelo C.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1343-1346
Persistent link: https://www.econbiz.de/10011592330
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->