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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometric reviews"
~isPartOf:"Essays in econometrics"
~isPartOf:"Journal of econometrics"
~subject:"ARMA-Modell"
~subject:"Diffusion index"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"Volatilität"
~subject:"Ökonometrie"
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Search: subject_exact:"Theory"
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| 11 applied filters
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Subject
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Schätztheorie
ARMA-Modell
Diffusion index
Statistische Verteilung
USA
Volatilität
Ökonometrie
Theorie
2,182
Theory
2,182
Estimation theory
499
Time series analysis
457
Zeitreihenanalyse
457
Estimation
239
Schätzung
239
Statistical test
200
Statistischer Test
200
Nichtparametrisches Verfahren
181
Nonparametric statistics
181
Volatility
176
Forecasting model
167
Prognoseverfahren
167
Stochastic process
161
Stochastischer Prozess
161
Regression analysis
151
Regressionsanalyse
151
Panel
141
Panel study
141
Bayes-Statistik
132
Bayesian inference
132
United States
130
Econometrics
124
Statistical distribution
113
Statistical theory
112
Statistische Methodenlehre
112
Method of moments
111
Momentenmethode
111
Cointegration
110
Kointegration
110
Einheitswurzeltest
107
Monte Carlo simulation
107
Monte-Carlo-Simulation
107
Unit root test
107
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Online availability
All
Undetermined
130
Free
3
Type of publication
All
Article
939
Book / Working Paper
31
Type of publication (narrower categories)
All
Article in journal
952
Aufsatz in Zeitschrift
952
Collection of articles of several authors
39
Sammelwerk
39
Konferenzschrift
12
Conference proceedings
10
Festschrift
6
Systematic review
5
Übersichtsarbeit
5
Bibliografie enthalten
4
Bibliography included
4
Aufsatzsammlung
2
Conference paper
2
Konferenzbeitrag
2
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Language
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English
970
Author
All
McAleer, Michael
18
Maasoumi, Esfandiar
13
Ghysels, Eric
12
Swanson, Norman R.
12
Li, Qi
10
Gouriéroux, Christian
9
Hsiao, Cheng
9
King, Maxwell L.
9
Phillips, Peter C. B.
9
Steel, Mark F. J.
9
Chib, Siddhartha
8
Diebold, Francis X.
8
Geweke, John
8
Koop, Gary
8
Schmidt, Peter
8
Asai, Manabu
7
Aït-Sahalia, Yacine
7
Baltagi, Badi H.
7
Dijk, Herman K. van
7
Granger, C. W. J.
7
Lee, Lung-fei
7
Renault, Eric
7
Bollerslev, Tim
6
Cavaliere, Giuseppe
6
Franses, Philip Hans
6
Golan, Amos
6
Hong, Yongmiao
6
Horowitz, Joel
6
Kohn, Robert
6
Magnus, Jan R.
6
Park, Joon Y.
6
Pesaran, M. Hashem
6
Taylor, Robert
6
Ullah, Aman
6
Andersen, Torben
5
Andrews, Donald W. K.
5
Barnett, William A.
5
Chen, Songnian
5
Dufour, Jean-Marie
5
Gonzalo, Jesús
5
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Institution
All
(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Econometric reviews
Essays in econometrics
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
1,594
Economics letters
681
Discussion paper / Centre for Economic Policy Research
461
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
421
European journal of operational research : EJOR
399
Econometric theory
366
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
366
The review of economics and statistics
333
The American economic review
332
Working paper
327
American journal of agricultural economics
316
Applied economics
288
NBER working paper series
285
Discussion paper / Tinbergen Institute
282
Journal of banking & finance
276
The review of financial studies
270
Journal of applied econometrics
269
The journal of finance : the journal of the American Finance Association
258
Discussion paper series / IZA
245
Journal of monetary economics
239
NBER Working Paper
234
Journal of economic dynamics & control
228
Computers & operations research : and their applications to problems of world concern ; an international journal
223
Journal of political economy
209
CESifo working papers
206
Finance and economics discussion series
199
Journal of financial economics
198
Série des documents de travail / Centre de Recherche en Économie et Statistique
190
International economic review
186
Insurance / Mathematics & economics
183
Discussion paper
180
Southern economic journal
179
International journal of forecasting
175
Journal of money, credit and banking : JMCB
174
Journal of forecasting
173
Economic modelling
171
International journal of production research
167
The economic journal : the journal of the Royal Economic Society
167
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Source
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ECONIS (ZBW)
Showing
1
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10
of
970
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date (oldest first)
1
In memory of Michael McAleer : special issue of Econometric Reviews
Maasoumi, Esfandiar
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 700-702
Persistent link: https://www.econbiz.de/10014420353
Saved in:
2
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
3
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
4
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:
5
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:
6
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
Saved in:
7
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
8
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
Saved in:
9
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
10
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
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