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accessRights:"free"
type_genre:"Forschungsbericht"
~isPartOf:"Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries"
~isPartOf:"Computational economics"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Estimation theory
35
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35
Forecasting model
11
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Time series analysis
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ARCH model
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Ambya, Ambya
2
Gunarto, Toto
2
Mustofa Usman
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Russel, Edwin
2
Abdulkareem, Ademola
1
Adekitan, Aderibigbe Israel
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Adibi, Hojatollah
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Günay, Samet
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
Computational economics
International Journal of Energy Economics and Policy : IJEEP
Econometrics : open access journal
138
Quantitative economics : QE ; journal of the Econometric Society
91
Statistics in transition : an international journal of the Polish Statistical Association
73
Journal of risk and financial management : JRFM
60
Risks : open access journal
49
International journal of economics and financial issues : IJEFI
37
Cambridge working papers in economics
24
Empirical economics : a quarterly journal of the Institute for Advanced Studies
22
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Cogent economics & finance
16
CBN journal of applied statistics
15
Econometric reviews
15
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
13
Econometric theory
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Energy reports
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Economics / Journal articles : the open-access, open-assessment journal
10
Journal of statistical and econometric methods
10
Economies : open access journal
9
Financial innovation : FIN
9
Journal of applied econometrics
9
The econometrics journal
9
Journal of financial econometrics
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SERIEs : Journal of the Spanish Economic Association
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Working paper / Department of Econometrics and Business Statistics, Monash University
8
Cambridge-INET working papers
7
Iranian economic review : journal of University of Tehran
7
Oxford bulletin of economics and statistics
7
Quantitative finance
7
Central European journal of economic modelling and econometrics
6
Journal of industrial engineering international
6
Pakistan journal of commerce and social sciences
6
Technology audit and production reserves
6
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
5
Quantitative finance and economics
5
Revista de métodos cuantitativos para la economía y la empresa
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Revista română de economie
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ECONIS (ZBW)
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1
Semi-nonparametric estimation of energy demand in Tunisia
Landolsi, Monia
;
Miled, Kamel Bel Hadj
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 254-263
Persistent link: https://www.econbiz.de/10014484542
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2
Detection and treatment of outliers for multivariate robust loss reserving
Avanzi, Benjamin
;
Lavender, Mark
;
Taylor, Greg
;
Wong, …
- In:
Annals of actuarial science : publ. by the Institute of …
18
(
2024
)
1
,
pp. 102-125
Persistent link: https://www.econbiz.de/10014519971
Saved in:
3
Weighted-Average Least Squares (WALS) : confidence and prediction intervals
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
- In:
Computational economics
61
(
2023
)
4
,
pp. 1637-1664
Persistent link: https://www.econbiz.de/10014327098
Saved in:
4
Spatio-temporal instrumental variables regression with missing data : a Bayesian approach
Nascimento, Marcus L.
;
Gonçalves, Kelly C. M.
; …
- In:
Computational economics
62
(
2023
)
1
,
pp. 29-47
Persistent link: https://www.econbiz.de/10014327216
Saved in:
5
Calibration of storage model by multi-stage statistical and machine learning methods
Karimi, Nader
;
Assa, Hirbod
;
Salavati, Erfan
;
Adibi, …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1437-1455
Persistent link: https://www.econbiz.de/10014437372
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6
An alternative bootstrap for proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Computational economics
62
(
2023
)
4
,
pp. 1857-1882
Persistent link: https://www.econbiz.de/10014442568
Saved in:
7
Penalized averaging of quantile forecasts from GARCH models with many exogenous predictors
Gooijer, Jan G. de
- In:
Computational economics
62
(
2023
)
1
,
pp. 407-424
Persistent link: https://www.econbiz.de/10014327543
Saved in:
8
How do empirical estimators of popular risk measures impact pro-cyclicality?
Bräutigam, Marcel
;
Kratz, Marie
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
3
,
pp. 547-579
Persistent link: https://www.econbiz.de/10014436789
Saved in:
9
Using generalized linear model to determine the impact of oil price fluctuations on the Egyptian public budget
Alhendawya, Hamdy Ahmad Aly
;
Mostafa, Mohammed Galal …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 92-99
Persistent link: https://www.econbiz.de/10014250959
Saved in:
10
Eliminating proxy errors from capital estimates by targeted exact computation
Crispin, Daniel J.
;
Kinsley, Sam M.
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
2
,
pp. 219-242
Persistent link: https://www.econbiz.de/10014320032
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