//--> //--> //--> //-->
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
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
SEMIFAR models
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
619,143
Theory
603,646
USA
42,550
United States
41,386
Schätzung
33,480
Estimation
32,646
Zeitreihenanalyse
29,343
Time series analysis
28,073
Welt
25,408
World
24,765
Deutschland
22,874
Geldpolitik
22,492
Monetary policy
21,843
Germany
21,423
Portfolio-Management
18,761
Portfolio selection
18,553
Prognoseverfahren
17,889
Forecasting model
17,475
Risiko
17,322
Risk
17,132
Schätztheorie
16,600
Mathematische Optimierung
16,529
Mathematical programming
16,424
Estimation theory
16,171
Wirtschaftswachstum
13,991
Economic growth
13,401
Spieltheorie
12,649
Volatilität
12,175
Börsenkurs
12,137
Game theory
11,933
Volatility
11,922
Share price
11,916
Experiment
11,084
Asymmetrische Information
10,468
Asymmetric information
10,186
Wettbewerb
10,147
Stochastischer Prozess
10,094
Wohlfahrtsanalyse
10,085
Welfare analysis
9,912
Stochastic process
9,802
more ...
less ...
Online availability
All
Free
185,677
Undetermined
79,651
Type of publication
All
Book / Working Paper
341,652
Article
304,937
Journal
1,399
Other
221
Type of publication (narrower categories)
All
Article in journal
248,810
Aufsatz in Zeitschrift
248,810
Working Paper
131,124
Graue Literatur
128,632
Non-commercial literature
128,632
Arbeitspapier
118,645
Aufsatz im Buch
48,399
Book section
48,399
Hochschulschrift
29,415
Thesis
25,535
Collection of articles of several authors
12,740
Sammelwerk
12,740
Bibliografie enthalten
11,087
Bibliography included
11,087
Lehrbuch
9,864
Textbook
8,971
Aufsatzsammlung
6,633
Konferenzschrift
5,266
Collection of articles written by one author
3,916
Sammlung
3,916
Conference proceedings
3,332
Systematic review
2,728
Übersichtsarbeit
2,728
Rezension
2,368
Conference paper
1,755
Konferenzbeitrag
1,755
Glossar enthalten
1,645
Glossary included
1,645
Amtsdruckschrift
1,331
Government document
1,331
Case study
1,306
Fallstudie
1,306
Festschrift
1,187
Mehrbändiges Werk
1,152
Multi-volume publication
1,152
Reprint
1,116
Handbook
1,000
Handbuch
1,000
Forschungsbericht
865
Bibliografie
859
more ...
less ...
Language
All
English
561,548
German
61,736
French
7,402
Spanish
4,296
Undetermined
3,992
Italian
3,939
Polish
1,779
Russian
1,450
Portuguese
1,044
Dutch
716
Hungarian
288
Danish
222
Czech
217
Swedish
172
Norwegian
159
Croatian
146
Finnish
84
Bulgarian
80
Slovak
70
Romanian
54
Slovenian
49
Ukrainian
48
Serbian
45
Turkish
25
Chinese
24
Lithuanian
18
Macedonian
14
Japanese
12
Modern Greek (1453-)
8
Afrikaans
7
Valencian
7
Estonian
7
Galician
7
Arabic
5
Korean
4
Latin
4
Malay (macrolanguage)
4
Kazakh
3
Albanian
3
Georgian
2
more ...
less ...
Author
All
Nijkamp, Peter
530
Acemoglu, Daron
518
Güth, Werner
492
Phillips, Peter C. B.
482
Stiglitz, Joseph E.
451
Pesaran, M. Hashem
446
Snower, Dennis J.
444
Gersbach, Hans
440
Pestieau, Pierre
440
Franses, Philip Hans
410
Stark, Oded
404
Creedy, John
401
Caporale, Guglielmo Maria
397
Koskela, Erkki
391
Gil-Alaña, Luis A.
387
McAleer, Michael
387
Aizenman, Joshua
383
Heckman, James J.
376
Gupta, Rangan
367
Helpman, Elhanan
356
Zenou, Yves
351
Koopman, Siem Jan
346
Härdle, Wolfgang
345
Frey, Bruno S.
333
Cremer, Helmuth
332
Svensson, Lars E. O.
330
Broll, Udo
328
Woodford, Michael
324
Kaplow, Louis
321
Konrad, Kai A.
317
Thisse, Jacques-François
317
Linton, Oliver
316
Shavell, Steven
308
Batabyal, Amitrajeet A.
305
Tirole, Jean
304
Diebold, Francis X.
298
Lambertini, Luca
297
Artus, Patrick
293
Buiter, Willem H.
284
Grossman, Gene M.
282
more ...
less ...
Institution
All
National Bureau of Economic Research
7,190
Edward Elgar Publishing
349
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
311
Ekonomiska forskningsinstitutet <Stockholm>
302
Center for Economic Research <Tilburg>
284
OECD
257
European University Institute / Department of Economics
251
Springer Fachmedien Wiesbaden
251
IGI Global
212
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
186
Forschungsinstitut zur Zukunft der Arbeit
167
International Monetary Fund (IMF)
159
International Monetary Fund
153
World Bank
153
Institut für Weltwirtschaft
140
Internationaler Währungsfonds / Research Department
138
Centre for Economic Policy Research
134
Umeå universitet
132
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
110
Federal Reserve Bank of St. Louis
107
University of Exeter / Department of Economics
107
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Social Systems Research Institute
102
Springer-Verlag GmbH
91
Australian National University / Faculty of Economics and Commerce
85
Universitetet i Oslo / Økonomisk institutt
83
Deutsche Forschungsgemeinschaft
79
Federal Reserve Bank of New York
79
Massachusetts Institute of Technology / Department of Economics
79
European University Institute / Department of Law
78
Robert Schuman Centre for Advanced Studies
78
Centre for Analytical Finance <Århus>
77
Federal Reserve Bank of Cleveland
77
Federal Reserve Bank of San Francisco
77
Federal Reserve System / Board of Governors
77
Columbia University / Department of Economics
76
University of Warwick / Department of Economics
76
Econometrisch Instituut <Rotterdam>
75
Instituto Valenciano de Investigaciones Económicas
73
more ...
less ...
Published in...
All
NBER working paper series
6,942
Working paper / National Bureau of Economic Research, Inc.
6,592
NBER Working Paper
6,390
Economics letters
5,534
European journal of operational research : EJOR
4,956
Discussion paper / Centre for Economic Policy Research
4,563
CESifo working papers
3,634
Journal of economic theory
2,886
Working paper
2,772
Discussion paper / Tinbergen Institute
2,548
Journal of economic dynamics & control
2,438
The American economic review
2,369
Computers & operations research : and their applications to problems of world concern ; an international journal
2,341
Journal of econometrics
2,332
Discussion paper series / IZA
2,237
Journal of economic behavior & organization : JEBO
2,224
Europäische Hochschulschriften / 5
2,168
European economic review : EER
1,937
International journal of production research
1,922
CESifo Working Paper
1,910
Games and economic behavior
1,852
Economic modelling
1,840
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,815
Discussion paper
1,802
Applied economics
1,793
The economic journal : the journal of the Royal Economic Society
1,792
Journal of public economics
1,746
SpringerLink / Bücher
1,735
Discussion paper / Center for Economic Research, Tilburg University
1,691
CESifo Working Paper Series
1,625
IZA Discussion Paper
1,536
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,534
Management science : journal of the Institute for Operations Research and the Management Sciences
1,475
Journal of banking & finance
1,453
Journal of monetary economics
1,431
Public choice
1,389
International economic review
1,364
Social choice and welfare
1,303
International journal of production economics
1,288
Applied economics letters
1,270
more ...
less ...
Source
All
ECONIS (ZBW)
627,790
EconStor
13,358
RePEc
4,070
USB Cologne (EcoSocSci)
2,131
OLC EcoSci
401
BASE
344
USB Cologne (business full texts)
53
ArchiDok
53
Other ZBW resources
9
more ...
less ...
Showing
1
-
10
of
648,209
Sort
Relevance
Date (newest first)
Date (oldest first)
1
SEMIFAR models
Beran, Jan
;
Feng, Yuanhua
;
Ocker, Dirk
-
1999
proposed based on the iterative plug-in idea for selecting
bandwidth
in nonparametric regression with long-memory. Prediction …
Persistent link: https://www.econbiz.de/10009793259
Saved in:
2
SEMIFAR forecasts, with applications to foreign exchange rates
Beran, Jan
;
Ocker, Dirk
-
1999
SEMIFAR models introduced in Beran (1999) provide a semiparametric modelling framework that enables the data analyst to separate deterministic and stochastic trends as well as short- and long-memory components in an observed time series. A correct distinction between these components, and in...
Persistent link: https://www.econbiz.de/10011544579
Saved in:
3
SEMIFAR models
Beran, Jan
;
Feng, Yuanhua
;
Ocker, Dirk
-
Institut für Wirtschafts- und Sozialstatistik, …
-
1999
proposed based on the iterative plug-in idea for selecting
bandwidth
in nonparametric regression with long-memory. Prediction …
Persistent link: https://www.econbiz.de/10010955524
Saved in:
4
SEMIFAR models : a semiparametric framework for modelling trends, long range dependence and nonstationarity
Beran, Jan
-
1999
estimated by kernel smoothing. In combination with automatic model an
bandwidth
selection, the proposed method allows for …
Persistent link: https://www.econbiz.de/10011543808
Saved in:
5
Data-driven estimation of semiparametric fractional autoregressive models
Beran, Jan
;
Feng, Yuanhua
-
2000
bandwidth
, the proposal of Beran and Feng (1999) based on the iterative plug-in idea (Gasser et al., 1991) is used. Asymptotic …
Persistent link: https://www.econbiz.de/10011543365
Saved in:
6
SEMIFAR models, with applications to commodities, exchange rates and the volatility of stock market indices
Beran, Jan
;
Feng, Yuanhua
;
Franke, Günter
;
Hess, Dieter
; …
-
1999
The distinction between stationarity, difference stationarity, deterministic trends as well as between short- and long-range dependence has a major impact on statistical conclusions, such as confidence intervals for population quantities or point and interval forecasts. In this paper, recent...
Persistent link: https://www.econbiz.de/10011543928
Saved in:
7
Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties
Beran, Jan
;
Feng, Yuanhua
-
2001
In this paper data-driven algorithms for fitting SEMIFAR models (Beran, 1999) are proposed. The algorithms combine the data-driven estimation of the nonparamet- ric trend and maximum likelihood estimation of the parameters. Convergence and asymptotic properties of the proposed algorithms are...
Persistent link: https://www.econbiz.de/10010324077
Saved in:
8
Iterative plug-in algorithms for SEMIFAR models : definition, convergence and asymptotic properties
Beran, Jan
;
Feng, Yuanhua
-
2001
In this paper data-driven algorithms for fitting SEMIFAR models (Beran, 1999) are proposed. The algorithms combine the data-driven estimation of the nonparametric trend and maximum likelihood estimation of the parameters. Convergence and asymptotic properties of the proposed algorithms are...
Persistent link: https://www.econbiz.de/10011544511
Saved in:
9
Iterative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties
Beran, Jan
;
Yuanhua.Feng
-
Zentrum für Finanzen und Ökonometrie, Fachbereich …
-
2001
In this paper data-driven algorithms for fitting SEMIFAR models (Beran, 1999) are proposed. The algorithms combine the data-driven estimation of the nonparamet- ric trend and maximum likelihood estimation of the parameters. Convergence and asymptotic properties of the proposed algorithms are...
Persistent link: https://www.econbiz.de/10005146733
Saved in:
10
Prediction of 0-1-events for short- and long-memory time series
Beran, Jan
-
2002
The problem of predicting 0-1-events is considered under general conditions, including stationary processes with short and long memory as well as processes with changing distribution patterns. Nonparametric estimates of the probability function and prediction intervals are obtained.
Persistent link: https://www.econbiz.de/10010324060
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->