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isPartOf:"The review of economics and statistics"
subject:"Zeitreihenanalyse"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of applied econometrics"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Stochastic process
Estimation theory
511
Schätztheorie
511
Theorie
277
Theory
277
Time series analysis
103
Estimation
80
Schätzung
80
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76
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76
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118
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Nielsen, Morten Ørregaard
12
Johansen, Søren
7
Teräsvirta, Timo
7
Kristensen, Dennis
5
Podolskij, Mark
4
Santucci de Magistris, Paolo
4
Taylor, Robert
4
Cavaliere, Giuseppe
3
Christensen, Kim
3
Koop, Gary
3
Proietti, Tommaso
3
Rossi, Eduardo
3
Andersen, Torben
2
Barndorff-Nielsen, Ole E.
2
Bennedsen, Mikkel
2
Engle, Robert F.
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kruse, Robinson
2
Lunde, Asger
2
MacKinnon, James G.
2
Nielsen, Bent
2
Pakkanen, Mikko S.
2
Pesaran, M. Hashem
2
Seong, Dakyung
2
Silvennoinen, Annastiina
2
Tanizaki, Hisashi
2
Vredin, Anders
2
Warne, Anders
2
Yang, Yukai
2
Akira Toda, Alexis
1
Bai, Jushan
1
Bailey, Natalia
1
Baillie, Richard
1
Baltagi, Badi H.
1
Berenguer-Rico, Vanessa
1
Bergström, Reinhold
1
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The review of economics and statistics
CREATES research paper
Journal of applied econometrics
Journal of econometrics
345
Econometric theory
167
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
Economics letters
145
Discussion paper / Tinbergen Institute
105
Econometric reviews
98
Working paper / Department of Econometrics and Business Statistics, Monash University
67
International journal of forecasting
65
Journal of forecasting
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Applied economics letters
51
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51
Cowles Foundation discussion paper
49
NBER Working Paper
44
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
42
Economic modelling
42
The econometrics journal
42
Journal of time series econometrics
40
Journal of the American Statistical Association : JASA
39
Computational economics
38
Applied economics
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
Journal of empirical finance
34
SFB 649 discussion paper
32
NBER working paper series
31
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
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27
Working paper series
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
26
EUI working paper / ECO
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
LSE STICERD Research Paper
25
Discussion paper
24
Discussion papers of interdisciplinary research project 373
24
Oxford bulletin of economics and statistics
24
Discussion paper / Center for Economic Research, Tilburg University
23
Technical working paper / National Bureau of Economic Research
23
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ECONIS (ZBW)
118
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1
Outlier robust inference in the instrumental variable model with applications to causal effects
Klooster, Jens
;
Zhelonkin, Mikhail
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 86-106
Persistent link: https://www.econbiz.de/10014474440
Saved in:
2
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
3
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 583-602
Persistent link: https://www.econbiz.de/10013186701
Saved in:
4
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
5
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
6
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
7
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
8
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
9
A flexible stochastic production frontier model with panel data
Wang, Taining
;
Yao, Feng
;
Kumbhakar, Subal
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 564-588
Persistent link: https://www.econbiz.de/10014562834
Saved in:
10
Penalized sieve estimation of zero-inefficiency stochastic frontiers
Cai, Jun
;
Horrace, William C.
;
Parmeter, Christopher F.
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10014474436
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