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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of forecasting"
~subject:"Regression analysis"
~subject:"Statistical theory"
~type_genre:"Aufsatz in Zeitschrift"
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Subject
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Schätztheorie
Regression analysis
Statistical theory
Theorie
1,152
Theory
1,152
Forecasting model
473
Prognoseverfahren
473
Time series analysis
348
Zeitreihenanalyse
348
Estimation theory
176
Estimation
148
Schätzung
148
Volatility
106
Volatilität
106
Statistical test
84
Statistischer Test
84
Bayes-Statistik
79
Bayesian inference
79
USA
78
United States
78
Stochastic process
71
Stochastischer Prozess
71
Capital income
69
Kapitaleinkommen
69
Regressionsanalyse
65
ARCH model
64
ARCH-Modell
64
Statistical distribution
58
Statistische Methodenlehre
58
Statistische Verteilung
58
Cointegration
54
Kointegration
54
Börsenkurs
52
Nichtparametrisches Verfahren
52
Nonparametric statistics
52
Panel
52
Panel study
52
Share price
52
Einheitswurzeltest
50
Unit root test
50
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Online availability
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Undetermined
12
Free
3
Type of publication
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Article
269
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
270
Collection of articles of several authors
3
Sammelwerk
3
Bibliografie enthalten
1
Bibliography included
1
Systematic review
1
Übersichtsarbeit
1
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Language
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English
270
Author
All
Baltagi, Badi H.
6
King, Maxwell L.
4
Bera, Anil K.
3
Cribari-Neto, Francisco
3
Geweke, John
3
Godfrey, L. G.
3
Hendry, David F.
3
Jensen, Mark J.
3
Leybourne, Stephen James
3
Li, Qi
3
Maasoumi, Esfandiar
3
McAleer, Michael
3
Ravishanker, Nalini
3
Ullah, Aman
3
Zellner, Arnold
3
Banerjee, Anurag Narayan
2
Bierens, Herman J.
2
Breitung, Jörg
2
Brännäs, Kurt
2
Chen, Cathy W. S.
2
Chu, Chia-shang James
2
Clark, Todd E.
2
Fiebig, Denzil G.
2
Ghysels, Eric
2
Harrison, P. Jeff
2
Harvey, David I.
2
Johansen, Søren
2
Kao, Chihwa
2
Kapetanios, George
2
Knight, John L.
2
Lee, Jack C.
2
Lee, Myoung-jae
2
Lütkepohl, Helmut
2
McCullough, Bruce D.
2
McKenzie, Colin
2
Moon, Hyungsik Roger
2
Ohtani, Kazuhiro
2
Park, Joon Y.
2
Pesaran, M. Hashem
2
Phillips, Peter C. B.
2
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Published in...
All
Econometric reviews
Journal of forecasting
Journal of econometrics
506
Economics letters
472
Econometric theory
352
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
303
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
272
Journal of applied econometrics
160
Journal of quantitative economics : official journal of the Indian Econometric Society
152
The review of economics and statistics
140
Oxford bulletin of economics and statistics
121
Statistical papers
101
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
83
International economic review
75
Applied economics
72
International journal of forecasting
68
Annales d'économie et de statistique
67
The review of economic studies
67
Metrika : international journal for theoretical and applied statistics
63
Journal of the Royal Statistical Society
62
American journal of agricultural economics
59
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
54
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
54
Journal of economic dynamics & control
53
The econometrics journal
51
Economic modelling
39
The Indian economic journal
37
European journal of operational research : EJOR
36
International economic journal
36
Journal of productivity analysis
36
Revue de statistique appliquée
33
Applied economics letters
32
Journal of empirical finance
32
Journal of international money and finance
31
The journal of finance : the journal of the American Finance Association
30
Jahrbücher für Nationalökonomie und Statistik
29
Economie & prévision : EP
28
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Journal of regional science
26
The Indian journal of economics
26
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ECONIS (ZBW)
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270
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1
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:
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
Mixed membership nearest neighbor model with feature difference
Cheung, Simon K. C.
;
Cheung, Tommy K. Y.
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1578-1594
Persistent link: https://www.econbiz.de/10013465722
Saved in:
4
Forecasting CPI with multisource data : the value of media and internet information
Zheng, Tingguo
;
Fan, Xinyue
;
Jin, Wei
;
Fang, Kuangnan
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 702-753
Persistent link: https://www.econbiz.de/10014532380
Saved in:
5
Fama-French three versus five, which model is better? : a machine learning approach
Diallo, Boubacar
;
Bagudu, Aliyu
;
Zhang, Qi
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1461-1475
Persistent link: https://www.econbiz.de/10014338932
Saved in:
6
Semiparametric estimation of expected shortfall and its application in finance
Fang, Yan
;
Li, Jian
;
Liu, Yinglin
;
Zhao, Yunfan
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 835-851
Persistent link: https://www.econbiz.de/10014292830
Saved in:
7
Investigating the predictive ability of ONS big data-based indicators
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 252-258
Persistent link: https://www.econbiz.de/10012817730
Saved in:
8
A novel robust structural quadratic forecasting model and applications
Jiang, He
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1156-1180
Persistent link: https://www.econbiz.de/10013465690
Saved in:
9
Forecasting chlorophyll-a concentration using empirical wavelet transform and support vector regression
Yu, Jin-Won
;
Kim, Ju-Song
;
Jong, Yun-Chol
;
Li, Xia
; …
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1691-1700
Persistent link: https://www.econbiz.de/10013465740
Saved in:
10
Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions
Demetrescu, Matei
;
Leppin, Julian Sebastian
;
Reitz, Stefan
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 177-196
Persistent link: https://www.econbiz.de/10012483806
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