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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"USA"
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Schätztheorie
Estimation theory
Estimation
USA
Theorie
2,178
Theory
2,178
Time series analysis
457
Zeitreihenanalyse
457
Schätzung
239
Statistical test
200
Statistischer Test
200
Nichtparametrisches Verfahren
181
Nonparametric statistics
181
Volatility
176
Volatilität
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
Ökonometrie
124
Econometrics
122
Statistical distribution
113
Statistische Verteilung
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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All
Undetermined
113
Free
5
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Article
777
Book / Working Paper
6
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Article in journal
779
Aufsatz in Zeitschrift
779
Collection of articles of several authors
10
Sammelwerk
10
Konferenzschrift
4
Conference proceedings
3
Bibliografie enthalten
1
Bibliography included
1
Conference paper
1
Konferenzbeitrag
1
Systematic review
1
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1
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English
783
Author
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Phillips, Peter C. B.
9
Steel, Mark F. J.
9
Lee, Lung-fei
8
Li, Qi
8
Pesaran, M. Hashem
8
Ullah, Aman
8
Baltagi, Badi H.
7
Franses, Philip Hans
7
Gouriéroux, Christian
7
King, Maxwell L.
7
Koop, Gary
7
Maasoumi, Esfandiar
7
McAleer, Michael
7
Chib, Siddhartha
6
Diebold, Francis X.
6
Kohn, Robert
6
Schmidt, Peter
6
Kumbhakar, Subal
5
Lütkepohl, Helmut
5
Ohtani, Kazuhiro
5
Slottje, Daniel Jonathan
5
Srivastava, Virendra K.
5
Swanson, Norman R.
5
West, Kenneth D.
5
Ahn, Seung Chan
4
Andrews, Donald W. K.
4
Asai, Manabu
4
Atkinson, Scott Estes
4
Aït-Sahalia, Yacine
4
Bera, Anil K.
4
Chen, Songnian
4
Ghysels, Eric
4
Godfrey, L. G.
4
Gonzalo, Jesús
4
Granger, C. W. J.
4
Haldrup, Niels
4
Hendry, David F.
4
Horowitz, Joel
4
Linton, Oliver
4
Lucas, André
4
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Institution
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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
Published in...
All
Econometric reviews
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
1,698
Economics letters
730
Discussion paper / Centre for Economic Policy Research
615
NBER working paper series
528
Applied economics
471
NBER Working Paper
464
Discussion paper series / IZA
453
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
408
Working paper
402
European journal of operational research : EJOR
370
CESifo working papers
365
The review of economics and statistics
354
The American economic review
347
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
344
American journal of agricultural economics
326
Econometric theory
306
Journal of applied econometrics
306
Journal of monetary economics
262
Applied economics letters
256
Discussion paper / Tinbergen Institute
251
Economic modelling
251
Journal of banking & finance
244
The journal of finance : the journal of the American Finance Association
243
The review of financial studies
242
Discussion paper
241
Journal of economic dynamics & control
238
Europäische Hochschulschriften / 5
231
Journal of international money and finance
221
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
214
Journal of macroeconomics
214
Computers & operations research : and their applications to problems of world concern ; an international journal
210
Finance and economics discussion series
206
Journal of political economy
204
Journal of money, credit and banking : JMCB
198
Journal of financial economics
196
The economic journal : the journal of the Royal Economic Society
196
Southern economic journal
192
Série des documents de travail / Centre de Recherche en Économie et Statistique
190
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ECONIS (ZBW)
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1
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
2
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
3
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:
4
Panel data nowcasting
Fosten, Jack
;
Greenaway-McGrevy, Ryan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 675-696
Persistent link: https://www.econbiz.de/10013364902
Saved in:
5
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:
6
Testing for homogeneous treatment effects in linear and nonparametric instrumental variable models
Beyhum, Jad
;
Florens, Jean-Pierre
;
Lapenta, Elia
;
Van …
- In:
Econometric reviews
43
(
2024
)
7
,
pp. 540-557
Persistent link: https://www.econbiz.de/10014551832
Saved in:
7
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:
8
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
Saved in:
9
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
Saved in:
10
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
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