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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Journal of econometrics"
~isPartOf:"The review of economics and statistics"
~subject:"Prognoseverfahren"
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Schätztheorie
Prognoseverfahren
Theorie
2,656
Theory
2,656
Estimation theory
574
Time series analysis
427
Zeitreihenanalyse
427
USA
345
United States
345
Estimation
336
Schätzung
336
Nichtparametrisches Verfahren
200
Nonparametric statistics
200
Regression analysis
167
Regressionsanalyse
167
Statistical test
166
Statistischer Test
166
Forecasting model
165
Stochastic process
165
Stochastischer Prozess
165
Volatility
160
Volatilität
160
Statistical distribution
105
Statistische Verteilung
105
Cointegration
100
Kointegration
100
Panel
99
Panel study
99
Bayes-Statistik
96
Bayesian inference
96
Ökonometrie
95
Econometrics
93
Statistical theory
93
Statistische Methodenlehre
93
Method of moments
92
Momentenmethode
92
Bootstrap approach
87
Bootstrap-Verfahren
87
Einheitswurzeltest
87
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87
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Undetermined
77
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Article
638
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95
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Article in journal
639
Aufsatz in Zeitschrift
639
Arbeitspapier
88
Graue Literatur
88
Non-commercial literature
88
Working Paper
88
Collection of articles of several authors
12
Sammelwerk
12
Konferenzschrift
5
Conference proceedings
4
Conference paper
3
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2
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731
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2
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Härdle, Wolfgang
15
Diebold, Francis X.
11
Swanson, Norman R.
10
Spokojnyj, Vladimir G.
8
Chib, Siddhartha
7
Koop, Gary
7
Lee, Lung-fei
7
Lütkepohl, Helmut
7
Phillips, Peter C. B.
7
Breitung, Jörg
6
Elliott, Graham
6
Gouriéroux, Christian
6
Granger, C. W. J.
6
Horowitz, Joel
6
Li, Qi
6
Patton, Andrew J.
6
Ghysels, Eric
5
Godfrey, L. G.
5
Gonzalo, Jesús
5
King, Maxwell L.
5
Kohn, Robert
5
Timmermann, Allan
5
West, Kenneth D.
5
Andrews, Donald W. K.
4
Baltagi, Badi H.
4
Bollerslev, Tim
4
Chen, Songnian
4
Donald, Stephen G.
4
Geweke, John
4
Golan, Amos
4
Hsiao, Cheng
4
Kim, Woocheol
4
Küchler, Uwe
4
Linton, Oliver
4
Newey, Whitney K.
4
Pesaran, M. Hashem
4
Rieder, Helmut
4
Schmidt, Peter
4
Schorfheide, Frank
4
Shively, Thomas S.
4
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National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of econometrics
The review of economics and statistics
International journal of forecasting
718
Economics letters
458
Journal of forecasting
457
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
318
Econometric theory
294
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
254
Journal of applied econometrics
198
Econometric reviews
168
Working paper / National Bureau of Economic Research, Inc.
168
Discussion paper / Tinbergen Institute
162
Série des documents de travail / Centre de Recherche en Économie et Statistique
155
Journal of quantitative economics : official journal of the Indian Econometric Society
143
Applied economics
122
Oxford bulletin of economics and statistics
118
Discussion paper / Centre for Economic Policy Research
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
116
European journal of operational research : EJOR
110
Working paper
97
Economic modelling
94
Discussion paper / Center for Economic Research, Tilburg University
91
NBER working paper series
91
Journal of empirical finance
89
NBER Working Paper
89
Computational economics
88
Working paper / Department of Econometrics and Business Statistics, Monash University
87
Journal of economic dynamics & control
85
SFB 649 discussion paper
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Statistical papers
82
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
82
CORE discussion paper : DP
81
Management science : journal of the Institute for Operations Research and the Management Sciences
81
CESifo working papers
79
Working paper series
77
Europäische Hochschulschriften / 5
76
International economic review
76
Technological forecasting & social change : an international journal
75
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ECONIS (ZBW)
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1
Credible school value-added with undersubscribed school lotteries
Angrist, Joshua D.
;
Hull, Peter
;
Pathak, Parag A.
; …
- In:
The review of economics and statistics
106
(
2024
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014517349
Saved in:
2
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
3
Evaluating forecast performance with state dependence
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471799
Saved in:
4
Optimal model averaging based on forward-validation
Zhang, Xiaomeng
;
Zhang, Xinyu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
Saved in:
5
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
6
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
7
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
8
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
9
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
10
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
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