//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Craig, Ben R."
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Andrews, Donald W. K."
~person:"Fan, Jianqing"
~person:"Francq, Christian"
~person:"Imbens, Guido"
~person:"Park, Joon Y."
~person:"Taylor, Robert"
~person:"Westerlund, Joakim"
~subject:"Regressionsanalyse"
~subject:"Statistical test"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 12 applied filters
Year of publication
From:
To:
Subject
All
Regressionsanalyse
Statistical test
Estimation theory
66
Schätztheorie
66
Time series analysis
20
Zeitreihenanalyse
20
Regression analysis
16
ARCH model
14
ARCH-Modell
14
Estimation
12
Schätzung
12
Volatility
12
Volatilität
12
Forecasting model
9
Prognoseverfahren
9
Bootstrap approach
8
Bootstrap-Verfahren
8
Statistischer Test
8
Stochastic process
8
Stochastischer Prozess
8
Theorie
8
Theory
8
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Börsenkurs
6
Einheitswurzeltest
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Panel
6
Panel study
6
Share price
6
Structural break
6
Strukturbruch
6
Unit root test
6
Capital income
5
Correlation
5
Kapitaleinkommen
5
Korrelation
5
Endogeneity
4
Factor model
4
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
21
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
22
Author
All
Craig, Ben R.
Andrews, Donald W. K.
Fan, Jianqing
Francq, Christian
Imbens, Guido
Park, Joon Y.
Taylor, Robert
Westerlund, Joakim
Phillips, Peter C. B.
9
Cai, Zongwu
8
Chen, Songnian
8
Li, Qi
8
Robinson, Peter M.
8
Su, Liangjun
8
Lee, Ji Hyung
6
Linton, Oliver
6
Sun, Yiguo
6
Sun, Yixiao
6
Escanciano, Juan Carlos
5
Gao, Jiti
5
Tu, Yundong
5
White, Halbert
5
Breunig, Christoph
4
Demetrescu, Matei
4
Fan, Yanqin
4
Florens, Jean-Pierre
4
Hansen, Christian Bailey
4
Hsiao, Cheng
4
Lee, Jungyoon
4
Li, Degui
4
Liu, Ruixuan
4
Sasaki, Yuya
4
Simoni, Anna
4
Xu, Ke-Li
4
Yu, Ping
4
Andreou, Elena
3
Bertanha, Marinho
3
Cheng, Xu
3
Galvão Júnior, Antônio Fialho
3
Georgiev, Iliyan
3
Ghysels, Eric
3
Hong, Yongmiao
3
Hsu, Yu-Chin
3
Kaplan, David M.
3
more ...
less ...
Published in...
All
Journal of econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cowles Foundation discussion paper
9
Cowles Foundation Discussion Paper
7
Economics letters
4
Journal of the American Statistical Association : JASA
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Working paper / National Bureau of Economic Research, Inc.
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Econometric theory
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
NBER working paper series
2
Quantitative economics : QE ; journal of the Econometric Society
2
The econometrics journal
2
CAEPR working papers
1
CREATES research paper
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Discussion paper series / IZA
1
Econometric reviews
1
Energy economics
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Oxford bulletin of economics and statistics
1
Queen's Economics Department working paper
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The review of economic studies
1
The review of economic studies : RES
1
Working paper
1
Working paper / Department of Economics, Lund University
1
Working paper / Federal Reserve Bank of Cleveland
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
2
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
3
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
4
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
5
Bayesian factor-adjusted sparse regression
Fan, Jianqing
;
Jiang, Bai
;
Sun, Qiang
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 3-19
Persistent link: https://www.econbiz.de/10013441909
Saved in:
6
On the robustness of the pooled CCE estimator
Juodis, Artūras
;
Karabiyik, Hande
;
Westerlund, Joakim
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 325-348
Persistent link: https://www.econbiz.de/10012618517
Saved in:
7
Generic results for establishing the asymptotic size of confidence sets and tests
Andrews, Donald W. K.
;
Cheng, Xu
;
Guggenberger, Patrik
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 496-531
Persistent link: https://www.econbiz.de/10012483169
Saved in:
8
Generalized high-dimensional trace regression via nuclear norm regularization
Fan, Jianqing
;
Gong, Wenyan
;
Zhu, Ziwei
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 177-202
Persistent link: https://www.econbiz.de/10012303917
Saved in:
9
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
10
Asymptotics for recurrent diffusions with application to high frequency regression
Kim, Jihyun
;
Park, Joon Y.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 37-54
Persistent link: https://www.econbiz.de/10011743485
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->