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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"USA"
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Schätztheorie
Estimation theory
Forecasting model
USA
Theorie
2,178
Theory
2,178
Time series analysis
457
Zeitreihenanalyse
457
Estimation
239
Schätzung
239
Statistical test
200
Statistischer Test
200
Nichtparametrisches Verfahren
181
Nonparametric statistics
181
Volatility
176
Volatilität
176
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
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111
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111
Cointegration
110
Kointegration
110
Einheitswurzeltest
107
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107
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107
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107
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89
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3
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745
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7
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745
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745
Collection of articles of several authors
10
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10
Konferenzschrift
4
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3
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3
Konferenzbeitrag
3
Bibliografie enthalten
1
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1
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1
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English
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Diebold, Francis X.
10
Swanson, Norman R.
10
Koop, Gary
9
Franses, Philip Hans
8
Li, Qi
8
Steel, Mark F. J.
8
Baltagi, Badi H.
7
Chib, Siddhartha
7
King, Maxwell L.
7
Lee, Lung-fei
7
Pesaran, M. Hashem
7
Phillips, Peter C. B.
7
Ullah, Aman
7
Gouriéroux, Christian
6
Granger, C. W. J.
6
Kohn, Robert
6
Linton, Oliver
6
Lütkepohl, Helmut
6
Maasoumi, Esfandiar
6
Patton, Andrew J.
6
Schmidt, Peter
6
Timmermann, Allan
6
West, Kenneth D.
6
Elliott, Graham
5
Geweke, John
5
Ghysels, Eric
5
Gonzalo, Jesús
5
Inoue, Atsushi
5
Ohtani, Kazuhiro
5
Slottje, Daniel Jonathan
5
Srivastava, Virendra K.
5
Zellner, Arnold
5
Ahn, Seung Chan
4
Andrews, Donald W. K.
4
Atkinson, Scott Estes
4
Bera, Anil K.
4
Chen, Songnian
4
Dijk, Herman K. van
4
Godfrey, L. G.
4
Hendry, David F.
4
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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...
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Econometric reviews
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
1,508
International journal of forecasting
728
Economics letters
617
Journal of forecasting
473
European journal of operational research : EJOR
446
Discussion paper / Centre for Economic Policy Research
445
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
414
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
336
The review of economics and statistics
334
The American economic review
323
Working paper
305
Econometric theory
302
American journal of agricultural economics
287
Applied economics
275
Journal of applied econometrics
267
The review of financial studies
244
The journal of finance : the journal of the American Finance Association
235
Computers & operations research : and their applications to problems of world concern ; an international journal
231
Discussion paper series / IZA
231
Discussion paper / Tinbergen Institute
226
Journal of monetary economics
216
CESifo working papers
215
Journal of banking & finance
202
Finance and economics discussion series
198
Journal of political economy
189
International journal of production research
187
Journal of economic dynamics & control
183
International economic review
181
Southern economic journal
178
NBER working paper series
169
Série des documents de travail / Centre de Recherche en Économie et Statistique
167
Journal of money, credit and banking : JMCB
166
Journal of financial economics
165
Applied economics letters
159
Discussion paper
157
Economic modelling
150
Europäische Hochschulschriften / 5
149
Journal of quantitative economics : official journal of the Indian Econometric Society
148
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ECONIS (ZBW)
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752
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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
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:
4
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
5
Evaluating forecast performance with state dependence
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471799
Saved in:
6
Optimal model averaging based on forward-validation
Zhang, Xiaomeng
;
Zhang, Xinyu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
Saved in:
7
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
8
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
9
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
10
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
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