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isPartOf:"Annales d'économie et de statistique"
subject:"Estimation theory"
~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~subject:"Schätzung"
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Estimation theory
Schätzung
Theorie
3,627
Theory
3,627
Estimation
517
Schätztheorie
474
Time series analysis
447
Zeitreihenanalyse
447
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267
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Prognoseverfahren
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13
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9
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8
Koop, Gary
7
Lee, Lung-fei
7
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7
Chib, Siddhartha
6
Ghysels, Eric
6
Steel, Mark F. J.
6
Aït-Sahalia, Yacine
5
Kohn, Robert
5
Pesaran, M. Hashem
5
Abrevaya, Jason
4
Bertail, Patrice
4
Chen, Songnian
4
Diebold, Francis X.
4
Gonzalo, Jesús
4
Granger, C. W. J.
4
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4
King, Maxwell L.
4
Magnus, Jan R.
4
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4
Moosa, Imad A.
4
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4
Osiewalski, Jacek
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Robert, Christian P.
4
Schmidt, Peter
4
Silvapulle, Paramsothy
4
Simar, Léopold
4
Swanson, Norman R.
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Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Bahmani-Oskooee, Mohsen
3
Bauwens, Luc
3
Bruneau, Catherine
3
Donald, Stephen G.
3
Fernández, Carmen
3
Franses, Philip Hans
3
Frühwirth-Schnatter, Sylvia
3
Gallant, A. Ronald
3
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Annales d'économie et de statistique
Applied economics
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
621
Economics letters
583
NBER working paper series
457
NBER Working Paper
428
Discussion paper / Centre for Economic Policy Research
376
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
329
Discussion paper series / IZA
322
Econometric theory
299
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
279
Journal of applied econometrics
261
CESifo working papers
253
The review of economics and statistics
216
Working paper
212
Economic modelling
206
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
199
Discussion paper / Tinbergen Institute
197
Econometric reviews
197
Série des documents de travail / Centre de Recherche en Économie et Statistique
179
Applied economics letters
173
Journal of international money and finance
173
Europäische Hochschulschriften / 5
168
Discussion paper
158
Journal of economic dynamics & control
158
Oxford bulletin of economics and statistics
154
IZA Discussion Paper
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Journal of quantitative economics : official journal of the Indian Econometric Society
148
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
130
Journal of banking & finance
130
Journal of macroeconomics
129
Discussion papers / CEPR
126
International review of economics & finance : IREF
123
Journal of empirical finance
115
American journal of agricultural economics
114
Working paper series
114
Journal of forecasting
113
Journal of monetary economics
112
International journal of forecasting
109
SpringerLink / Bücher
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954
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1
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
2
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
3
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
4
Forecasting exchange rate volatility : is economic policy uncertainty better?
Ruan, Qingsong
;
Zhang, Jiarui
;
Lv, Dayong
- In:
Applied economics
56
(
2024
)
13
,
pp. 1526-1544
Persistent link: https://www.econbiz.de/10014473121
Saved in:
5
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
6
Exogenous variations in public debt and the private output : addressing country heterogeneity and cross-sectional dependence in a large panel
Carvelli, Gianni
- In:
Applied economics
56
(
2024
)
16
,
pp. 1863-1884
Persistent link: https://www.econbiz.de/10014475182
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7
Does uncertainty dampen corporate leverage? : empirical analysis of demand and supply channels
Priya, Pragati
;
Sharma, Chandan
- In:
Applied economics
56
(
2024
)
39
,
pp. 4702-4717
Persistent link: https://www.econbiz.de/10014560392
Saved in:
8
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
9
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
Saved in:
10
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
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