//--> //--> //-->
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
Retain my current filters
accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Koopman, Siem Jan"
~person:"Lee, Ji Hyung"
~subject:"Forecasting model"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
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
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Bootstrap approach
Forecasting model
Statistical distribution
Estimation theory
16
Schätztheorie
16
Time series analysis
10
Zeitreihenanalyse
10
Prognoseverfahren
8
Regression analysis
5
Regressionsanalyse
5
Consistency
3
Local to unity
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Predictive regression
3
Quantile regression
3
ARCH model
2
ARCH-Modell
2
Asymptotic normality
2
Bayes-Statistik
2
Bayesian inference
2
Bootstrap-Verfahren
2
Cointegration
2
Estimation
2
Forecasting
2
Importance sampling
2
Induktive Statistik
2
Invertibility
2
Kalman filter
2
Kointegration
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Observation-driven models
2
Risikomaß
2
Risk measure
2
Schätzung
2
State space model
2
Statistical inference
2
Volatility
2
Volatilität
2
Zustandsraummodell
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Koopman, Siem Jan
Lee, Ji Hyung
Kumar, Dilip
8
Peng, Liang
7
Hoga, Yannick
6
Nielsen, Morten Ørregaard
6
Sbrana, Giacomo
6
Taylor, Robert
6
Wu, Ximing
6
Cai, Zongwu
5
Demetrescu, Matei
5
Hounyo, Ulrich
5
MacKinnon, James G.
5
Parmeter, Christopher F.
5
Rodrigues, Paulo M. M.
5
Shang, Han Lin
5
Taylor, James W.
5
Tu, Yundong
5
Webb, Matthew
5
Zhang, Xinyu
5
Ardia, David
4
Cavaliere, Giuseppe
4
Fosten, Jack
4
Fung, Tsz Chai
4
Inoue, Atsushi
4
Kim, Donggyu
4
Koop, Gary
4
Linton, Oliver
4
Shi, Yanlin
4
Song, Xiaojun
4
Ullah, Aman
4
Wang, Shouyang
4
Wen, Kuangyu
4
Wied, Dominik
4
Xiao, Zhijie
4
Yang, Zhenlin
4
Ñíguez, Trino-Manuel
4
Andersen, Torben
3
Bauwens, Luc
3
Bera, Anil K.
3
more ...
less ...
Published in...
All
Journal of econometrics
6
Econometric reviews
1
International journal of forecasting
1
Journal of financial econometrics
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
2
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
3
On LASSO for predictive regression
Lee, Ji Hyung
;
Shi, Zhentao
;
Gao, Zhan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 322-349
Persistent link: https://www.econbiz.de/10013441886
Saved in:
4
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
Saved in:
5
Predictive quantile regressions under persistence and conditional heteroskedasticity
Fan, Rui
;
Lee, Ji Hyung
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 261-280
Persistent link: https://www.econbiz.de/10012304551
Saved in:
6
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
7
Predictive quantile regression with persistent covariates : IVX-QR approach
Lee, Ji Hyung
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 105-118
Persistent link: https://www.econbiz.de/10011616003
Saved in:
8
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
Saved in:
9
Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data
Blasques, Francisco
;
Koopman, Siem Jan
;
Mallee, Max I. P.
; …
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 405-417
Persistent link: https://www.econbiz.de/10011704989
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->