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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~isPartOf:"Macroeconomic dynamics"
~person:"Diebold, Francis X."
~person:"Franses, Philip Hans"
~person:"Galbraith, John W."
~person:"Gonzalo, Jesús"
~person:"Linton, Oliver"
~person:"Schmidt, Peter"
~person:"Steel, Mark F. J."
~subject:"Estimation theory"
~subject:"Statistical distribution"
~subject:"Statistische Verteilung"
~subject:"USA"
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Schätztheorie
Estimation theory
Statistical distribution
Statistische Verteilung
USA
Theorie
97
Theory
97
Time series analysis
25
Zeitreihenanalyse
25
Forecasting model
24
Prognoseverfahren
24
United States
15
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Stochastic process
9
Stochastischer Prozess
9
Estimation
8
Regression analysis
8
Regressionsanalyse
8
Schätzung
8
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8
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7
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Method of moments
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Article
42
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43
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43
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1
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English
43
Author
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Diebold, Francis X.
Franses, Philip Hans
Galbraith, John W.
Gonzalo, Jesús
Linton, Oliver
Schmidt, Peter
Steel, Mark F. J.
Andrews, Donald W. K.
22
Newey, Whitney K.
17
Phillips, Peter C. B.
15
Horowitz, Joel
11
Imbens, Guido
11
Stock, James H.
9
Swanson, Norman R.
9
Chernozhukov, Victor
8
Robinson, Peter M.
8
Dufour, Jean-Marie
7
Gouriéroux, Christian
7
Lewbel, Arthur
7
Li, Qi
7
White, Halbert
7
Chib, Siddhartha
6
Gallant, A. Ronald
6
Hamilton, James D.
6
Kitamura, Yuichi
6
Lee, Lung-fei
6
Manski, Charles F.
6
Nelson, Daniel B.
6
Perron, Pierre
6
Pesaran, M. Hashem
6
Powell, James
6
Bai, Jushan
5
Chen, Songnian
5
Granger, C. W. J.
5
Hahn, Jinyong
5
Hausman, Jerry A.
5
Hong, Yongmiao
5
Honoré, Bo E.
5
Kohn, Robert
5
Koop, Gary
5
Park, Joon Y.
5
Ploberger, Werner
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
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
International journal of forecasting
Journal of econometrics
Macroeconomic dynamics
Report / Econometric Institute, Erasmus University Rotterdam
15
Discussion paper / Center for Economic Research, Tilburg University
12
Econometric theory
11
Economics letters
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Working paper / National Bureau of Economic Research, Inc.
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Econometric reviews
7
Discussion paper / Tinbergen Institute
6
International economic review
6
Journal of applied econometrics
6
Working papers / Financial Institutions Center
6
Working papers / Rodney L. White Center for Financial Research
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Journal of productivity analysis
5
The review of economics and statistics
5
Financial Institutions Center
4
Oxford bulletin of economics and statistics
4
Technical working paper / National Bureau of Economic Research
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
CFS working paper series
3
CORE discussion paper : DP
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
Working papers / Federal Reserve Bank of Philadelphia, Research Department
3
Working papers / Penn Institute for Economic Research
3
Econometric Institute research papers
2
Econometrics papers
2
NBER Working Paper
2
NBER working paper series
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
Report / Erasmus Center for Financial Research, Erasmus University
2
Testing integration and cointegration
2
The journal of finance : the journal of the American Finance Association
2
Annales d'économie et de statistique
1
CIRANO - Scientific Publications
1
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ECONIS (ZBW)
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1
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:
2
Trends in distributional characteristics : existence of global warming
Gadea, María Dolores
;
Gonzalo, Jesús
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10012438316
Saved in:
3
A nonparametric test of a strong leverage hypothesis
Linton, Oliver
;
Whang, Yoon-jae
;
Yen, Yu-min
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 153-186
Persistent link: https://www.econbiz.de/10011705075
Saved in:
4
Better to give than to receive : predictive directional measurement of volatility spillovers
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 57-66
Persistent link: https://www.econbiz.de/10009581397
Saved in:
5
Efficient semiparametric estimation of the Fama-French model and extensions
Connor, Gregory
;
Hagmann, Matthias
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 713-754
Persistent link: https://www.econbiz.de/10009534943
Saved in:
6
A generalized asymmetric Student-t distribution with application to financial econometrics
Zhu, Dongming
;
Galbraith, John W.
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 297-305
Persistent link: https://www.econbiz.de/10008663016
Saved in:
7
Testing for stochastic monotonicity
Lee, Sokbae
;
Linton, Oliver
;
Whang, Yoon-jae
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
2
,
pp. 585-602
Persistent link: https://www.econbiz.de/10003841300
Saved in:
8
Nonparametric matching and efficient estimators of homothetically separable functions
Lewbel, Arthur
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
4
,
pp. 1209-1227
Persistent link: https://www.econbiz.de/10003507404
Saved in:
9
Modeling the diffusion of scientific publications
Fok, Dennis
;
Franses, Philip Hans
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 376-390
Persistent link: https://www.econbiz.de/10003485373
Saved in:
10
Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers
Ferreira, José T. A. S.
;
Steel, Mark F. J.
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 641-673
Persistent link: https://www.econbiz.de/10003442034
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