//--> //--> //--> //-->
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:"Journal of applied econometrics"
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
The ACR model: a multivariate...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Structural break
20
Strukturbruch
20
Time series analysis
9
Zeitreihenanalyse
9
Forecasting model
8
Prognoseverfahren
8
Theorie
8
Theory
8
Estimation
7
Schätzung
7
Statistical test
5
Statistischer Test
5
Estimation theory
4
Schätztheorie
4
USA
4
United States
4
Volatility
4
Volatilität
4
structural breaks
4
ARCH model
2
ARCH-Modell
2
Cointegration
2
Exchange rate
2
Frühindikator
2
Inflation
2
Kointegration
2
Leading indicator
2
Markov chain
2
Markov-Kette
2
VAR model
2
VAR-Modell
2
Wechselkurs
2
forecasting
2
1865-1990
1
1947-1992
1
1953-2003
1
1980-2005
1
Aktienmarkt
1
Bayes-Statistik
1
Bayesian inference
1
more ...
less ...
Online availability
All
Undetermined
3
Free
2
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Language
All
English
20
Author
All
Clark, Todd E.
2
Kleiber, Christian
2
Zeileis, Achim
2
Abrorov, Sirojiddin
1
Andreou, Elena
1
Bauwens, Luc
1
Becker, Ralf
1
Brooks, Robert
1
Burkhanov, Aktam Usmanovich
1
Carrion i Silvestre, Josep Lluís
1
DeJong, David Neil
1
Demetrescu, Matei
1
Enders, Walter
1
Gadea, María Dolores
1
Galvão, Ana Beatriz C.
1
Ghysels, Eric
1
Giacomini, Raffaella
1
Gordon, Stephen F.
1
Goulet Coulombe, Philippe
1
Hanck, Christoph
1
Hasanov, Akram Shavkatovich
1
Hendry, David F.
1
Hornik, Kurt
1
Hurn, Stan
1
Koop, Gary
1
Korobilis, Dimitris
1
Kruse-Becher, Robinson
1
Lee, Tae-hwy
1
Leisch, Friedrich
1
Liesenfeld, Roman
1
Maheu, John M.
1
Martin, Gael M.
1
McCracken, Michael W.
1
Parsaeian, Shahnaz
1
Rapach, David E.
1
Richard, Jean-François
1
Rombouts, Jeroen V. K.
1
Rossi, Barbara
1
Song, Yong
1
Strauss, Jack
1
more ...
less ...
Published in...
All
Journal of applied econometrics
Applied economics
138
Economic modelling
104
Journal of econometrics
91
Economics letters
84
Energy economics
81
Applied economics letters
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
International review of economics & finance : IREF
34
CESifo working papers
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Working paper
32
Econometric reviews
29
Finance research letters
27
International Journal of Energy Economics and Policy : IJEEP
25
Journal of banking & finance
25
Journal of empirical finance
24
Journal of international financial markets, institutions & money
24
Oxford bulletin of economics and statistics
24
The econometrics journal
23
Discussion paper / Tinbergen Institute
22
International journal of forecasting
22
Journal of macroeconomics
22
The North American journal of economics and finance : a journal of financial economics studies
22
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
International review of financial analysis
21
Econometrics : open access journal
20
International journal of finance & economics : IJFE
20
Journal of economic dynamics & control
20
Journal of forecasting
20
Studies in Nonlinear Dynamics & Econometrics
20
The empirical economics letters : a monthly international journal of economics
20
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
19
Research in international business and finance
19
Econometric theory
17
Journal of international money and finance
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Applied financial economics
16
CESifo Working Paper Series
16
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
2
US deficit sustainability : a new approach based on multiple endogenous breaks
Martin, Gael M.
- In:
Journal of applied econometrics
15
(
2000
)
1
,
pp. 83-105
Persistent link: https://www.econbiz.de/10001465108
Saved in:
3
Modelling UK inflation, 1875 - 1991
Hendry, David F.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 255-275
Persistent link: https://www.econbiz.de/10001591879
Saved in:
4
Detecting multiple breaks in financial market volatility dynamics
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 579-600
Persistent link: https://www.econbiz.de/10001709317
Saved in:
5
Validating multiple structural change models : a case study
Zeileis, Achim
;
Kleiber, Christian
- In:
Journal of applied econometrics
20
(
2005
)
5
,
pp. 685-690
Persistent link: https://www.econbiz.de/10003121635
Saved in:
6
Monitoring structural change in dynamic econometric models
Zeileis, Achim
;
Leisch, Friedrich
;
Kleiber, Christian
; …
- In:
Journal of applied econometrics
20
(
2005
)
1
,
pp. 99-121
Persistent link: https://www.econbiz.de/10003027431
Saved in:
7
Testing for multiple level shifts with an integrated or stationary noise component
Carrion i Silvestre, Josep Lluís
;
Gadea, María Dolores
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 801-819
Persistent link: https://www.econbiz.de/10014432113
Saved in:
8
Structural breaks and GARCH models of exchange rate volatility : re-examination and extension
Hasanov, Akram Shavkatovich
;
Brooks, Robert
;
Abrorov, …
- In:
Journal of applied econometrics
39
(
2024
)
7
,
pp. 1403-1407
Persistent link: https://www.econbiz.de/10015156866
Saved in:
9
Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E.
;
McCracken, Michael W.
- In:
Journal of applied econometrics
25
(
2010
)
1
,
pp. 5-29
Persistent link: https://www.econbiz.de/10008666818
Saved in:
10
Forecast comparisons in unstable environments
Giacomini, Raffaella
;
Rossi, Barbara
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 595-620
Persistent link: https://www.econbiz.de/10008667472
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->