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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"
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Schätztheorie
ARMA-Modell
Bootstrap approach
Diffusion index
Estimation theory
Statistische Verteilung
Volatilität
Ökonometrie
Theorie
2,216
Theory
2,216
Time series analysis
418
Zeitreihenanalyse
418
Estimation
308
Schätzung
308
Forecasting model
195
Prognoseverfahren
195
USA
191
United States
191
Volatility
158
Statistischer Test
155
Statistical test
154
Nichtparametrisches Verfahren
153
Nonparametric statistics
153
Regressionsanalyse
138
Regression analysis
137
Econometrics
125
Bayes-Statistik
117
Bayesian inference
117
Stochastic process
116
Stochastischer Prozess
116
Panel
115
Panel study
115
Statistical distribution
100
Cointegration
93
Kointegration
93
Monte Carlo simulation
89
Monte-Carlo-Simulation
89
VAR model
89
VAR-Modell
89
Method of moments
87
Momentenmethode
87
Markov chain
80
Markov-Kette
80
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Online availability
All
Undetermined
131
Free
4
Type of publication
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Article
870
Book / Working Paper
64
Type of publication (narrower categories)
All
Article in journal
887
Aufsatz in Zeitschrift
887
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
3
Textbook
3
Conference paper
2
Konferenzbeitrag
2
Systematic review
2
Übersichtsarbeit
2
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Language
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English
934
Author
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Ghysels, Eric
13
Swanson, Norman R.
13
Hsiao, Cheng
11
McAleer, Michael
11
Granger, C. W. J.
9
Pesaran, M. Hashem
9
Bollerslev, Tim
7
Chib, Siddhartha
7
Diebold, Francis X.
7
Gouriéroux, Christian
7
Horowitz, Joel
7
Lee, Lung-fei
7
Li, Qi
7
Newey, Whitney K.
7
Phillips, Peter C. B.
7
Andersen, Torben
6
Aït-Sahalia, Yacine
6
Blundell, Richard W.
6
Dijk, Herman K. van
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
Chen, Songnian
5
Corradi, Valentina
5
Dufour, Jean-Marie
5
Golan, Amos
5
Gonzalo, Jesús
5
Gonçalves, Sílvia
5
Linton, Oliver
5
Maheu, John M.
5
Nielsen, Morten Ørregaard
5
Paap, Richard
5
Schmidt, Peter
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
Published in...
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Econometric Society monographs
Essays in econometrics
Journal of applied econometrics
Journal of econometrics
Economics letters
547
Econometric theory
377
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
336
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
310
Working paper / National Bureau of Economic Research, Inc.
279
Econometric reviews
267
Discussion paper / Tinbergen Institute
223
NBER working paper series
208
NBER Working Paper
194
Série des documents de travail / Centre de Recherche en Économie et Statistique
181
Insurance / Mathematics & economics
160
International journal of forecasting
157
Journal of banking & finance
154
Journal of forecasting
153
Journal of quantitative economics : official journal of the Indian Econometric Society
152
The review of economics and statistics
147
Applied economics
144
Discussion paper / Center for Economic Research, Tilburg University
139
Journal of economic dynamics & control
133
Discussion paper / Centre for Economic Policy Research
129
Economic modelling
128
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
126
Working paper
123
Journal of empirical finance
122
Oxford bulletin of economics and statistics
121
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
113
Statistical papers
110
International journal of theoretical and applied finance
103
CORE discussion paper : DP
99
Finance research letters
98
SFB 649 discussion paper
92
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
91
American journal of agricultural economics
90
Discussion paper
88
Journal of international money and finance
88
International economic review
86
Journal of financial economics
85
Mathematical finance : an international journal of mathematics, statistics and financial theory
85
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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
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:
6
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:
7
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
8
Uniform inference for value functions
Firpo, Sérgio Pinheiro
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1680-1699
Persistent link: https://www.econbiz.de/10014471422
Saved in:
9
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
10
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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