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subject:"Zeitreihenanalyse"
~subject:"Bayes-Statistik"
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Zeitreihenanalyse
Bayes-Statistik
Estimation theory
5,378
Schätztheorie
5,377
Estimation
1,294
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1,269
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993
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940
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937
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740
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542
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541
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424
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332
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Tsionas, Efthymios G.
13
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12
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11
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9
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8
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8
Linton, Oliver
8
Lütkepohl, Helmut
8
Schorfheide, Frank
8
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8
Zhu, Ke
8
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7
Shang, Han Lin
7
Taylor, Robert
7
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7
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7
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6
Demetrescu, Matei
6
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6
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6
Li, Yingying
6
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6
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6
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6
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6
Zhang, Xibin
6
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5
Blasques, Francisco
5
Chan, Joshua
5
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5
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5
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5
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5
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5
Francq, Christian
5
Han, Xiaoyi
5
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5
Koop, Gary
5
Omay, Tolga
5
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5
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186
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70
Econometric reviews
58
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55
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44
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12
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11
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9
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The North American journal of economics and finance : a journal of financial economics studies
9
International journal of production research
8
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7
Scandinavian actuarial journal
7
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6
Journal of mathematical finance
6
Journal of risk
6
Research in international business and finance
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
International journal of computational economics and econometrics : IJCEE
5
International journal of economics and finance
5
Journal of banking & finance
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
1,265
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101
Forecasting vector autoregressions with mixed roots in the vicinity of unity
Tu, Yundong
;
Xie, Xinling
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 556-585
Persistent link: https://www.econbiz.de/10014321655
Saved in:
102
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
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103
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
104
What can we expect from a good margin model? : observations from whole-distribution tests of risk-based initial margin models
Murphy, David
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 59-81
Persistent link: https://www.econbiz.de/10014485769
Saved in:
105
Conditional and unconditional intraday value-at-risk models : an application to high-frequency tick-by-tick exchange-traded fund data
Nunkoo, Houmera Bibi Sabera
;
Sookia, Noor Ul Hacq
; …
- In:
Journal of risk : JOR
26
(
2023
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014487297
Saved in:
106
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
107
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
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108
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
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109
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
Saved in:
110
What's trending in difference-in-differences? : a synthesis of the recent econometrics literature
Roth, Jonathan
;
Sant'Anna, Pedro H. C.
;
Bilinski, Alyssa
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2218-2244
Persistent link: https://www.econbiz.de/10014471452
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