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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Correlation"
~subject:"Forecasting model"
~subject:"IV-Schätzung"
~subject:"Schätztheorie"
~subject:"Statistical test"
~subject:"Statistische Methodenlehre"
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Search: subject_exact:"Estimation theory"
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Volatility
Correlation
Forecasting model
IV-Schätzung
Schätztheorie
Statistical test
Statistische Methodenlehre
Estimation theory
760
Theorie
312
Theory
312
Time series analysis
99
Zeitreihenanalyse
99
Estimation
97
Schätzung
96
Nichtparametrisches Verfahren
93
Nonparametric statistics
93
Regression analysis
74
Regressionsanalyse
74
Statistical theory
51
Production function
41
Produktionsfunktion
41
Technical efficiency
41
Technische Effizienz
41
Prognoseverfahren
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Simulation
35
Probability theory
34
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Statistischer Test
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29
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29
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26
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26
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26
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26
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25
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755
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5
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750
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6
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3
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Andrews, Donald W. K.
21
Newey, Whitney K.
15
Phillips, Peter C. B.
14
Tsionas, Efthymios G.
12
Horowitz, Joel
9
Imbens, Guido
8
Kumbhakar, Subal
8
Krämer, Walter
7
Robinson, Peter M.
7
Baltagi, Badi H.
6
Gallant, A. Ronald
6
Ploberger, Werner
6
Chen, Xiaohong
5
Chernozhukov, Victor
5
Engle, Robert F.
5
Kuosmanen, Timo
5
Lewbel, Arthur
5
Matzkin, Rosa L.
5
Ruggiero, John
5
Smith, Richard J.
5
Stock, James H.
5
Vuong, Quang H.
5
Bai, Jushan
4
Carrizosa, Emilio
4
Chesher, Andrew
4
Dufour, Jean-Marie
4
Francq, Christian
4
Graham, Bryan S.
4
Hadri, Kaddour
4
Johnson, Andrew L.
4
Kitamura, Yuichi
4
Manski, Charles F.
4
Nelson, Daniel B.
4
Pakes, Ariel
4
Perron, Pierre
4
Powell, James
4
Savin, N. Eugene
4
Simar, Léopold
4
Sims, Christopher A.
4
Stoker, Thomas Martin
4
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Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
1
Universität Konstanz
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
European journal of operational research : EJOR
Journal of econometrics
1,639
Economics letters
970
Econometric theory
724
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
602
Econometric reviews
450
CEMMAP working papers / Centre for Microdata Methods and Practice
364
NBER Working Paper
336
Journal of the American Statistical Association : JASA
324
Discussion paper / Tinbergen Institute
305
NBER working paper series
299
The econometrics journal
272
Série des documents de travail / Centre de Recherche en Économie et Statistique
236
Journal of applied econometrics
221
Working paper / National Bureau of Economic Research, Inc.
221
Cowles Foundation discussion paper
215
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
215
Applied economics letters
198
Discussion paper series / IZA
195
Oxford bulletin of economics and statistics
193
Discussion paper / Center for Economic Research, Tilburg University
185
Applied economics
173
Journal of quantitative economics : official journal of the Indian Econometric Society
168
Discussion paper
167
Working paper / Department of Econometrics and Business Statistics, Monash University
167
International journal of forecasting
153
The review of economics and statistics
153
Econometrics : open access journal
152
Working paper
148
Economic modelling
139
CREATES research paper
137
Discussion papers of interdisciplinary research project 373
129
Quantitative economics : QE ; journal of the Econometric Society
127
Journal of forecasting
125
Working paper series
122
CORE discussion paper : DP
119
Cowles Foundation Discussion Paper
119
IZA Discussion Paper
119
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ECONIS (ZBW)
760
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1
Estimating production functions through additive models based on regression splines
España, Victor J.
;
Aparicio, Juan
;
Barber, Xavier
; …
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 684-699
Persistent link: https://www.econbiz.de/10014456317
Saved in:
2
Convex support vector regression
Liao, Zhiqiang
;
Dai, Sheng
;
Kuosmanen, Timo
- In:
European journal of operational research : EJOR
313
(
2024
)
3
,
pp. 858-870
Persistent link: https://www.econbiz.de/10014456645
Saved in:
3
Unexpected opportunities in misspecified predictive regressions
Coqueret, Guillaume
;
Deguest, Romain
- In:
European journal of operational research : EJOR
318
(
2024
)
2
,
pp. 686-700
Persistent link: https://www.econbiz.de/10015048042
Saved in:
4
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
Saved in:
5
A simulation-based method for estimating systemic risk measures
Ye, Wuyi
;
Zhou, Yi
;
Chen, Pengzhan
;
Wu, Bin
- In:
European journal of operational research : EJOR
313
(
2024
)
1
,
pp. 312-324
Persistent link: https://www.econbiz.de/10014456563
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6
On the update frequency of univariate forecasting models
Spiliotis, Evangelos
;
Petropoulos, Fotios
- In:
European journal of operational research : EJOR
314
(
2024
)
1
,
pp. 111-121
Persistent link: https://www.econbiz.de/10014456834
Saved in:
7
Robust linear algebra
Bertsimas, Dimitris
;
Koukouvinos, Thodoris
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1174-1184
Persistent link: https://www.econbiz.de/10014456944
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8
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
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9
Discrete forecast reconciliation
Zhang, Bohan
;
Panagiotelis, Anastasios
;
Kang, Yanfei
- In:
European journal of operational research : EJOR
318
(
2024
)
1
,
pp. 143-153
Persistent link: https://www.econbiz.de/10015047691
Saved in:
10
Generalized quantile and expectile properties for shape constrained nonparametric estimation
Dai, Sheng
;
Kuosmanen, Timo
;
Zhou, Xun
- In:
European journal of operational research : EJOR
310
(
2023
)
2
,
pp. 914-927
Persistent link: https://www.econbiz.de/10014340805
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