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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometric Society monographs"
~isPartOf:"Essays in econometrics"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~subject:"ARMA-Modell"
~subject:"Bootstrap approach"
~subject:"Diffusion index"
~subject:"Estimation theory"
~subject:"Nichtparametrisches Verfahren"
~subject:"Statistische Verteilung"
~subject:"Volatilität"
~subject:"Ökonometrie"
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| 14 applied filters
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Schätztheorie
ARMA-Modell
Bootstrap approach
Diffusion index
Estimation theory
Nichtparametrisches Verfahren
Statistische Verteilung
Volatilität
Ökonometrie
Theorie
2,221
Theory
2,221
Time series analysis
418
Zeitreihenanalyse
418
Estimation
309
Schätzung
309
Forecasting model
195
Prognoseverfahren
195
USA
191
United States
191
Volatility
159
Statistischer Test
155
Statistical test
154
Nonparametric statistics
153
Regressionsanalyse
138
Regression analysis
137
Econometrics
125
Bayes-Statistik
118
Bayesian inference
118
Stochastic process
118
Stochastischer Prozess
118
Panel
115
Panel study
115
Statistical distribution
101
Cointegration
93
Kointegration
93
Monte Carlo simulation
90
Monte-Carlo-Simulation
90
VAR model
90
VAR-Modell
90
Method of moments
89
Momentenmethode
89
Markov chain
81
Markov-Kette
81
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Undetermined
170
Free
4
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Article
975
Book / Working Paper
67
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Article in journal
993
Aufsatz in Zeitschrift
993
Collection of articles of several authors
55
Sammelwerk
55
Konferenzschrift
27
Conference proceedings
20
Festschrift
8
Mehrbändiges Werk
7
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3
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3
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3
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2
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English
1,042
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Ghysels, Eric
13
Phillips, Peter C. B.
13
Swanson, Norman R.
13
Linton, Oliver
12
McAleer, Michael
12
Hsiao, Cheng
11
Gouriéroux, Christian
9
Granger, C. W. J.
9
Pesaran, M. Hashem
9
Koop, Gary
8
Li, Qi
8
Aït-Sahalia, Yacine
7
Bollerslev, Tim
7
Chib, Siddhartha
7
Diebold, Francis X.
7
Hong, Yongmiao
7
Horowitz, Joel
7
Kohn, Robert
7
Lee, Lung-fei
7
Newey, Whitney K.
7
Robinson, Peter M.
7
Andersen, Torben
6
Barnett, William A.
6
Blundell, Richard W.
6
Dijk, Herman K. van
6
Franses, Philip Hans
6
King, Maxwell L.
6
MacKinnon, James G.
6
Magnus, Jan R.
6
Renault, Eric
6
Whang, Yoon-jae
6
Baltagi, Badi H.
5
Boswijk, Herman Peter
5
Chen, Songnian
5
Chen, Xiaohong
5
Corradi, Valentina
5
Dufour, Jean-Marie
5
Golan, Amos
5
Gonzalo, Jesús
5
Gonçalves, Sílvia
5
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Institution
All
Econometric Society
19
(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Conference on "Cross-Sectional Dependence in Panel Data" <2013, Cambridge>
1
Econometric Society / World Congress <11., 2015, Montréal>
1
Ragnar Frisch Centennial Symposium <1995, Oslo>
1
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Econometric Society monographs
Essays in econometrics
Journal of applied econometrics
Journal of econometrics
Economics letters
572
Econometric theory
417
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
375
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
357
Econometric reviews
296
Working paper / National Bureau of Economic Research, Inc.
287
Discussion paper / Tinbergen Institute
246
NBER working paper series
217
NBER Working Paper
208
Série des documents de travail / Centre de Recherche en Économie et Statistique
190
Insurance / Mathematics & economics
173
International journal of forecasting
173
Journal of forecasting
161
Journal of banking & finance
158
The review of economics and statistics
157
Applied economics
156
Discussion paper / Center for Economic Research, Tilburg University
154
Journal of quantitative economics : official journal of the Indian Econometric Society
154
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
145
Economic modelling
138
Working paper
138
Journal of economic dynamics & control
136
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
134
Discussion paper / Centre for Economic Policy Research
132
Journal of empirical finance
130
Oxford bulletin of economics and statistics
124
SFB 649 discussion paper
120
Finance research letters
114
Statistical papers
114
Discussion paper series / IZA
107
American journal of agricultural economics
106
International journal of theoretical and applied finance
104
CORE discussion paper : DP
100
CEMMAP working papers / Centre for Microdata Methods and Practice
98
Applied economics letters
96
European journal of operational research : EJOR
93
International economic review
93
The econometrics journal
93
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ECONIS (ZBW)
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1
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
2
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
Klein, Nadja
;
Smith, Michael S.
;
Nott, David J.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 493-511
Persistent link: https://www.econbiz.de/10014288014
Saved in:
3
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates
Gustafsson, Oskar
;
Villani, Mattias
;
Stockhammar, Pär
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 577-595
Persistent link: https://www.econbiz.de/10014288027
Saved in:
4
Forecasting low-frequency macroeconomic events with high-frequency data
Galvão, Ana Beatriz C.
;
Owyang, Michael T.
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1314-1333
Persistent link: https://www.econbiz.de/10013473971
Saved in:
5
Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture
Wu, Frank C. Z.
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 697-704
Persistent link: https://www.econbiz.de/10014562850
Saved in:
6
Exploring skill distribution tails through stochastic dominance
Besenhard, Petra
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 714-720
Persistent link: https://www.econbiz.de/10014562854
Saved in:
7
Partial identification and inference for conditional distributions of treatment effects
Lee, Sungwon
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 107-127
Persistent link: https://www.econbiz.de/10014474442
Saved in:
8
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
9
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
10
Spatial econometrics for misaligned data
Pouliot, Guillaume Allaire
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 168-190
Persistent link: https://www.econbiz.de/10013472883
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