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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH model"
~subject:"Bayes-Statistik"
~subject:"Bayesian inference"
~subject:"Theory"
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Kapitaleinkommen
ARCH model
Bayes-Statistik
Bayesian inference
Theory
Estimation
772
Schätzung
767
Estimation theory
228
Schätztheorie
228
Theorie
226
Volatility
198
Volatilität
198
Time series analysis
149
Zeitreihenanalyse
149
Capital income
142
Börsenkurs
140
Share price
140
Nichtparametrisches Verfahren
113
Nonparametric statistics
113
Forecasting model
111
Prognoseverfahren
111
Panel
109
Panel study
109
Regression analysis
99
Regressionsanalyse
99
USA
99
United States
99
ARCH-Modell
76
Aktienmarkt
69
Stock market
69
Cointegration
51
Kointegration
51
Stochastic process
51
Stochastischer Prozess
51
Welt
50
World
50
VAR model
48
VAR-Modell
48
Portfolio selection
46
Portfolio-Management
46
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Undetermined
255
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Article
381
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1
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381
Aufsatz in Zeitschrift
381
Collection of articles of several authors
1
Conference paper
1
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1
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1
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English
382
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Gupta, Rangan
9
Todorov, Viktor
9
Bollerslev, Tim
5
Koop, Gary
5
Tauchen, George Eugene
5
Zakoïan, Jean-Michel
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Dai, Zhifeng
4
Francq, Christian
4
McAleer, Michael
4
Xiu, Dacheng
4
Asai, Manabu
3
Caporin, Massimiliano
3
Frühwirth-Schnatter, Sylvia
3
Fulop, Andras
3
Gallant, A. Ronald
3
Ghysels, Eric
3
Hau, Liya
3
Hong, Yongmiao
3
Ji, Qiang
3
Kang, Sang Hoon
3
Kim, Donggyu
3
Mensi, Walid
3
Paolella, Marc S.
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Pierdzioch, Christian
3
Ravazzolo, Francesco
3
Rombouts, Jeroen V. K.
3
Steel, Mark F. J.
3
Xuan Vinh Vo
3
Yang, Chunpeng
3
Yoon, Seong-min
3
Zhang, Xinyu
3
Zhou, Liyun
3
Zhu, Huiming
3
Andreou, Elena
2
Billio, Monica
2
Casarin, Roberto
2
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
625
NBER working paper series
527
NBER Working Paper
481
Applied economics
448
Discussion paper / Centre for Economic Policy Research
382
Economic modelling
314
Discussion paper series / IZA
298
CESifo working papers
283
Applied economics letters
266
Economics letters
266
Working paper
254
International review of economics & finance : IREF
237
Journal of banking & finance
232
Finance research letters
231
Journal of international money and finance
207
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
204
International review of financial analysis
199
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
191
Journal of empirical finance
189
Applied financial economics
188
Energy economics
170
Journal of financial economics
170
Discussion paper
163
Journal of applied econometrics
163
Discussion paper / Tinbergen Institute
161
IZA Discussion Paper
157
Discussion papers / CEPR
150
Journal of economic dynamics & control
148
Journal of macroeconomics
134
Europäische Hochschulschriften / 5
133
Journal of international financial markets, institutions & money
125
International journal of finance & economics : IJFE
119
International journal of forecasting
118
The European journal of finance
118
The review of economics and statistics
116
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
110
The journal of finance : the journal of the American Finance Association
104
Journal of monetary economics
102
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
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
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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7
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:
8
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
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
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
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