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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of econometrics"
~subject:"Estimation theory"
~subject:"Prognoseverfahren"
~subject:"USA"
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Search: subject_exact:"Theory"
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Subject
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Schätztheorie
Estimation theory
Prognoseverfahren
USA
Theorie
2,322
Theory
2,322
Time series analysis
516
Zeitreihenanalyse
516
Nichtparametrisches Verfahren
204
Nonparametric statistics
204
Statistical test
188
Statistischer Test
188
Estimation
187
Schätzung
187
Regression analysis
178
Regressionsanalyse
178
Stochastic process
146
Stochastischer Prozess
146
Forecasting model
139
Volatility
138
Volatilität
138
Einheitswurzeltest
120
Unit root test
120
Cointegration
112
Kointegration
112
Panel
110
Panel study
110
Ökonometrie
110
Econometrics
108
United States
107
Statistical distribution
106
Statistische Verteilung
106
Statistical theory
100
Statistische Methodenlehre
100
Method of moments
96
Momentenmethode
96
Bayes-Statistik
94
Bayesian inference
94
ARCH model
93
ARCH-Modell
93
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Undetermined
75
Free
2
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Article
853
Book / Working Paper
6
Type of publication (narrower categories)
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Article in journal
853
Aufsatz in Zeitschrift
853
Collection of articles of several authors
11
Sammelwerk
11
Konferenzschrift
6
Conference proceedings
5
Conference paper
3
Konferenzbeitrag
3
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English
859
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Lee, Lung-fei
13
Linton, Oliver
13
Phillips, Peter C. B.
13
Diebold, Francis X.
10
Koop, Gary
9
Li, Qi
9
Saikkonen, Pentti
9
Swanson, Norman R.
9
Gouriéroux, Christian
8
Andrews, Donald W. K.
7
Chen, Songnian
7
Chib, Siddhartha
7
Ghysels, Eric
7
Lütkepohl, Helmut
7
Newey, Whitney K.
7
Baltagi, Badi H.
6
Chambers, Marcus J.
6
Chen, Xiaohong
6
Donald, Stephen G.
6
Franses, Philip Hans
6
Granger, C. W. J.
6
Jong, Robert M. de
6
Park, Joon Y.
6
Patton, Andrew J.
6
Pesaran, M. Hashem
6
Whang, Yoon-jae
6
White, Halbert
6
Wooldridge, Jeffrey M.
6
Zinde-Walsh, Victoria
6
Davidson, James E. H.
5
Elliott, Graham
5
Fan, Yanqin
5
Gonzalo, Jesús
5
Hallin, Marc
5
Horowitz, Joel
5
Hsiao, Cheng
5
Kohn, Robert
5
Perron, Pierre
5
Schorfheide, Frank
5
Steel, Mark F. J.
5
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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 theory
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
Discussion paper / Centre for Economic Policy Research
446
European journal of operational research : EJOR
446
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
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
Econometric reviews
195
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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859
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1
Nonparametric prediction with spatial data
Gupta, Abhimanyu
;
Hidalgo, Javier
- In:
Econometric theory
39
(
2023
)
5
,
pp. 950-988
Persistent link: https://www.econbiz.de/10014436590
Saved in:
2
On the size control of the hybrid test for superior predictive ability
Kim, Deborah
- In:
Econometric theory
40
(
2024
)
1
,
pp. 213-232
Persistent link: https://www.econbiz.de/10014484605
Saved in:
3
Finite-sample size control of ivx-based tests in predictive regressions
Hosseinkouchack, Mehdi
;
Demetrescu, Matei
- In:
Econometric theory
37
(
2021
)
4
,
pp. 769-793
Persistent link: https://www.econbiz.de/10012618201
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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