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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"Journal of econometrics"
~isPartOf:"The review of financial studies"
~subject:"1964-1996"
~subject:"Estimation"
~subject:"Simulation"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
1964-1996
Estimation
Simulation
Estimation theory
1,632
Schätztheorie
1,632
Theorie
389
Theory
389
Nichtparametrisches Verfahren
313
Nonparametric statistics
313
Time series analysis
304
Zeitreihenanalyse
304
Regression analysis
264
Regressionsanalyse
264
Schätzung
217
Panel
157
Panel study
157
Statistical test
149
Statistischer Test
149
Volatility
118
Volatilität
118
Method of moments
99
Momentenmethode
98
Induktive Statistik
82
Statistical inference
82
Maximum likelihood estimation
78
Maximum-Likelihood-Schätzung
78
Autocorrelation
76
Autokorrelation
76
Forecasting model
73
Prognoseverfahren
73
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
68
Cointegration
63
Stochastic process
63
Stochastischer Prozess
63
Kointegration
62
Statistical distribution
60
Statistische Verteilung
60
Causality analysis
59
Kausalanalyse
59
IV-Schätzung
57
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Undetermined
176
Type of publication
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Article
284
Book / Working Paper
1
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Article in journal
Aufsatz in Zeitschrift
285
Conference paper
7
Konferenzbeitrag
7
Collection of articles of several authors
2
Sammelwerk
2
Language
All
English
285
Author
All
Todorov, Viktor
8
Tauchen, George Eugene
7
Francq, Christian
6
Gao, Jiti
5
Kim, Donggyu
5
Li, Jia
5
Linton, Oliver
5
Phillips, Peter C. B.
5
Zakoïan, Jean-Michel
5
Hong, Han
4
Lee, Lung-fei
4
Lu, Xun
4
Su, Liangjun
4
Baltagi, Badi H.
3
Cai, Zongwu
3
Callaway, Brantly
3
Hsiao, Cheng
3
Khalaf, Lynda
3
Li, Yingying
3
Park, Joon Y.
3
Shephard, Neil G.
3
Shin, Yongcheol
3
Sun, Yiguo
3
Urga, Giovanni
3
Wang, Fa
3
Wang, Yazhen
3
White, Halbert
3
Ai, Chunrong
2
Andersen, Torben
2
Barigozzi, Matteo
2
Belotti, Federico
2
Bertanha, Marinho
2
Blasques, Francisco
2
Bollerslev, Tim
2
Chen, Heng
2
Chiang, Harold D.
2
Choi, Yongok
2
Clinet, Simon
2
Davis, Richard A.
2
Engle, Robert F.
2
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Advances in quantitative analysis of finance and accounting : a research annual
Journal of econometrics
The review of financial studies
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
159
Economics letters
134
Econometric reviews
79
Economic modelling
64
Applied economics letters
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
57
Applied economics
48
Journal of applied econometrics
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
40
Journal of banking & finance
36
European journal of operational research : EJOR
35
Econometric theory
33
The econometrics journal
32
Computational economics
30
Econometrics : open access journal
29
Journal of empirical finance
29
Quantitative economics : QE ; journal of the Econometric Society
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
The review of economics and statistics
27
International journal of forecasting
26
Journal of forecasting
24
Journal of the American Statistical Association : JASA
24
Finance research letters
23
International journal of economics and financial issues : IJEFI
22
Journal of economic dynamics & control
22
Insurance / Mathematics & economics
21
Journal of financial econometrics
20
Operations research
20
Energy economics
18
Journal of risk and financial management : JRFM
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The empirical economics letters : a monthly international journal of economics
15
The journal of real estate finance and economics
15
The review of economic studies
15
American journal of agricultural economics
14
Journal of international money and finance
14
Quantitative finance
14
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ECONIS (ZBW)
285
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1
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
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
7
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
8
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:
9
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:
10
Inference and forecasting for continuous-time integer-valued trawl processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014365470
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