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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:"Statistische Verteilung"
~subject:"Volatilität"
~subject:"Ökonometrie"
~type_genre:"Article in journal"
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Subject
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Schätztheorie
ARMA-Modell
Bootstrap approach
Diffusion index
Estimation theory
Statistische Verteilung
Volatilität
Ökonometrie
Theorie
2,150
Theory
2,150
Time series analysis
412
Zeitreihenanalyse
412
Estimation
308
Schätzung
308
Forecasting model
190
Prognoseverfahren
190
USA
184
United States
184
Volatility
158
Statistical test
153
Statistischer Test
153
Nichtparametrisches Verfahren
151
Nonparametric statistics
151
Regression analysis
133
Regressionsanalyse
133
Bayes-Statistik
117
Bayesian inference
117
Stochastic process
117
Stochastischer Prozess
117
Panel
113
Panel study
113
Statistical distribution
98
Cointegration
92
Kointegration
92
Econometrics
91
VAR model
89
VAR-Modell
89
Monte Carlo simulation
87
Monte-Carlo-Simulation
87
Method of moments
85
Momentenmethode
85
Markov chain
81
Markov-Kette
81
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Online availability
All
Undetermined
131
Free
4
Type of publication
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Article
866
Book / Working Paper
23
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
889
Collection of articles of several authors
53
Sammelwerk
53
Konferenzschrift
27
Conference proceedings
20
Festschrift
7
Mehrbändiges Werk
7
Multi-volume publication
7
Aufsatzsammlung
3
Bibliografie enthalten
3
Bibliography included
3
Lehrbuch
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Textbook
3
Conference paper
2
Konferenzbeitrag
2
Systematic review
2
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2
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English
889
Author
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McAleer, Michael
10
Swanson, Norman R.
10
Ghysels, Eric
9
Hsiao, Cheng
9
Bollerslev, Tim
7
Chib, Siddhartha
7
Diebold, Francis X.
7
Gouriéroux, Christian
7
Granger, C. W. J.
7
Horowitz, Joel
7
Lee, Lung-fei
7
Li, Qi
7
Pesaran, M. Hashem
7
Phillips, Peter C. B.
7
Aït-Sahalia, Yacine
6
Franses, Philip Hans
6
Hong, Yongmiao
6
King, Maxwell L.
6
Kohn, Robert
6
Koop, Gary
6
MacKinnon, James G.
6
Magnus, Jan R.
6
Renault, Eric
6
Baltagi, Badi H.
5
Barnett, William A.
5
Corradi, Valentina
5
Dijk, Herman K. van
5
Dufour, Jean-Marie
5
Golan, Amos
5
Gonçalves, Sílvia
5
Linton, Oliver
5
Maheu, John M.
5
Nielsen, Morten Ørregaard
5
Paap, Richard
5
Schmidt, Peter
5
White, Halbert
5
Aigner, Dennis J.
4
Andersen, Torben
4
Andrews, Donald W. K.
4
Baillie, Richard
4
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Institution
All
(EC)2 Conference <1, 1990; 2, 1991>
1
Conference on "Cross-Sectional Dependence in Panel Data" <2013, Cambridge>
1
Published in...
All
Econometric Society monographs
Essays in econometrics
Journal of applied econometrics
Journal of econometrics
Economics letters
542
Econometric theory
375
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
330
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
309
Econometric reviews
262
International journal of forecasting
162
Insurance / Mathematics & economics
160
Journal of banking & finance
154
Journal of forecasting
152
Journal of quantitative economics : official journal of the Indian Econometric Society
152
The review of economics and statistics
148
Applied economics
143
Journal of economic dynamics & control
133
Economic modelling
128
Journal of empirical finance
122
Oxford bulletin of economics and statistics
119
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
113
Finance research letters
113
Statistical papers
110
International journal of theoretical and applied finance
103
Journal of international money and finance
89
American journal of agricultural economics
88
Risks : open access journal
87
International economic review
85
Journal of financial economics
85
Mathematical finance : an international journal of mathematics, statistics and financial theory
85
International review of financial analysis
83
The European journal of finance
83
Applied economics letters
80
The review of financial studies
79
Computational economics
77
The review of economic studies
75
The econometrics journal
74
European journal of operational research : EJOR
72
International review of economics & finance : IREF
71
The journal of finance : the journal of the American Finance Association
71
Annales d'économie et de statistique
70
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
69
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Source
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ECONIS (ZBW)
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10
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889
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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
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
Saved in:
10
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
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