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accessRights:"free"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~subject:"Capital income"
~type_genre:"Collection of articles written by one author"
~type_genre:"Nachschlagewerk"
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Search: subject_exact:"Estimation theory"
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Capital income
Estimation theory
699
Schätztheorie
699
Nichtparametrisches Verfahren
172
Nonparametric statistics
172
Regression analysis
162
Regressionsanalyse
162
Time series analysis
158
Zeitreihenanalyse
158
Estimation
151
Schätzung
148
Panel
93
Panel study
93
Statistical test
87
Statistischer Test
87
Volatility
74
Volatilität
74
Induktive Statistik
55
Statistical inference
55
Bootstrap approach
53
Bootstrap-Verfahren
53
Maximum likelihood estimation
53
Maximum-Likelihood-Schätzung
53
Autocorrelation
51
Autokorrelation
51
Method of moments
51
Forecasting model
50
Momentenmethode
50
Prognoseverfahren
50
Instrumental variables
43
Stochastic process
43
Stochastischer Prozess
43
Causality analysis
41
Correlation
41
Kapitaleinkommen
41
Kausalanalyse
41
Korrelation
41
Panel data
40
Bayes-Statistik
36
Bayesian inference
36
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41
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Article in journal
Collection of articles written by one author
Nachschlagewerk
Aufsatz in Zeitschrift
41
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English
41
Author
All
Demetrescu, Matei
4
Rodrigues, Paulo M. M.
4
Andersen, Torben
3
Li, Yingying
3
Mykland, Per A.
3
Taylor, Robert
3
Todorov, Viktor
3
Georgiev, Iliyan
2
Li, Jia
2
Tauchen, George Eugene
2
Xiu, Dacheng
2
Zhang, Lan
2
Zheng, Xinghua
2
Ahsan, Nazmul
1
Archakov, Ilya
1
Bakalli, Gaetan
1
Bollerslev, Tim
1
Breitung, Jörg
1
Cai, T. Tony
1
Cebiroglu, Gökhan
1
Chan, Kung-sik
1
Chen, Min
1
Chen, Richard Y.
1
Chen, Rui
1
Chen, Zhao
1
Choi, Yongok
1
Dai, Chaoxing
1
Davis, Richard A.
1
Drees, Holger
1
Dufour, Jean-Marie
1
Ergemen, Yunus Emre
1
Feng, Phoenix
1
Francq, Christian
1
Gorgi, Paolo
1
Guerrier, Stéphane
1
Gungor, Sermin
1
Hautsch, Nikolaus
1
Hong, Seok Young
1
Hu, Jianchang
1
Hwang, Eunju
1
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Finance research letters
13
Journal of empirical finance
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Economics letters
8
Journal of financial econometrics
7
Econometrics : open access journal
6
International journal of forecasting
6
Journal of forecasting
6
Journal of risk and financial management : JRFM
6
Computational economics
5
International journal of economics and financial issues : IJEFI
5
Quantitative finance
5
Cogent economics & finance
4
Financial markets and portfolio management
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of financial economics
4
Journal of risk
4
The North American journal of economics and finance : a journal of financial economics studies
4
Econometric reviews
3
Economic modelling
3
Journal of economic dynamics & control
3
Journal of quantitative economics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Theoretical economics letters
3
Annals of finance
2
Applied economics letters
2
CBN journal of applied statistics
2
Computational management science
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Insurance / Mathematics & economics
2
International review of economics & finance : IREF
2
Journal of Asian finance, economics and business : JAFEB
2
Journal of banking & finance
2
Journal of mathematical finance
2
Journal of time series econometrics
2
Quantitative finance and economics
2
Research in international business and finance
2
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ECONIS (ZBW)
41
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41
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date (oldest first)
1
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
2
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
3
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
4
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
5
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
6
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
7
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
8
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
9
Post-processed posteriors for sparse covariances
Lee, Kwangmin
;
Lee, Jaeyong
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014332347
Saved in:
10
Estimation and inference about tail features with tail censored data
Wang, Yulong
;
Xiao, Zhijie
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 363-387
Persistent link: https://www.econbiz.de/10013463894
Saved in:
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