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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Essays in econometrics"
~isPartOf:"Journal of econometrics"
~person:"Deo, Rohit S."
~person:"Gonzalo, Jesús"
~person:"Granger, C. W. J."
~person:"Hsiao, Cheng"
~person:"Schmidt, Peter"
~person:"Swanson, Norman R."
~subject:"ARMA-Modell"
~subject:"Bootstrap approach"
~subject:"Diffusion index"
~subject:"Estimation theory"
~subject:"Produktionsfunktion"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"Volatilität"
~subject:"Ökonometrie"
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Schätztheorie
ARMA-Modell
Bootstrap approach
Diffusion index
Estimation theory
Produktionsfunktion
Statistische Verteilung
USA
Volatilität
Ökonometrie
Theorie
59
Theory
59
Time series analysis
16
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10
Prognoseverfahren
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Deo, Rohit S.
Gonzalo, Jesús
Granger, C. W. J.
Hsiao, Cheng
Schmidt, Peter
Swanson, Norman R.
Ghysels, Eric
11
McAleer, Michael
9
Diebold, Francis X.
8
Koop, Gary
8
Aït-Sahalia, Yacine
7
Chib, Siddhartha
7
Gouriéroux, Christian
7
Horowitz, Joel
7
Lee, Lung-fei
7
Li, Qi
7
Phillips, Peter C. B.
7
Steel, Mark F. J.
7
Dufour, Jean-Marie
6
Hong, Yongmiao
6
King, Maxwell L.
6
Magnus, Jan R.
6
Renault, Eric
6
Andersen, Torben
5
Barnett, William A.
5
Bollerslev, Tim
5
Chen, Songnian
5
Corradi, Valentina
5
Dijk, Herman K. van
5
Franses, Philip Hans
5
Golan, Amos
5
Gonçalves, Sílvia
5
Kohn, Robert
5
Linton, Oliver
5
Park, Joon Y.
5
Pesaran, M. Hashem
5
Whang, Yoon-jae
5
White, Halbert
5
Aigner, Dennis J.
4
Andrews, Donald W. K.
4
Atkinson, Scott Estes
4
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Essays in econometrics
Journal of econometrics
Working papers / Rutgers University, Department of Economics
32
Discussion paper / Department of Economics, University of California San Diego
8
Econometric reviews
6
Economics letters
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of productivity analysis
5
Econometric theory
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
International journal of forecasting
4
Journal of applied econometrics
4
Working papers / Federal Reserve Bank of Philadelphia, Research Department
4
Econometric Society monographs
3
Handbooks in economics
3
International economic review
3
Oxford bulletin of economics and statistics
3
CORE discussion paper : DP
2
Cowles Foundation discussion paper
2
DAE working paper
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Econometric Society Monographs
2
Jingji-lunwen
2
Journal of empirical finance
2
Macroeconomic dynamics
2
Publikationen / Center for Applied Statistics and Economics
2
The review of economic studies
2
Advanced texts in econometrics
1
Advances in econometrics : a research annual
1
Advances in econometrics, income distribution and scientific methodology : essays in honor of Camilo Dagum : with 31 tables
1
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Annals of economics and finance
1
Applied financial economics
1
Applied quantitative finance : theory and computational tools
1
Blackwell handbooks in economics
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Causality
1
Contributions to econometric methodology in honor of T. W. Anderson
1
Discussion paper / Center for Economic Research, Tilburg University
1
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ECONIS (ZBW)
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1
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:
2
Advance in theoretical econometrics : essays in honor of Takeshi Amemiya
Cai, Zongwu
;
Hong, Yongmiao
;
Hsiao, Cheng
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 279-281
Persistent link: https://www.econbiz.de/10012110380
Saved in:
3
Special issue on advances in econometric theory : essays in honor of Takeshi Amemiya
Cai, Zongwu
(
ed.
);
Hong, Yongmiao
(
ed.
);
Hsiao, Cheng
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10012110385
Saved in:
4
Endogenous environmental variables in stochastic frontier models
Amsler, Christine Elaine
;
Prokhorov, Artem
;
Schmidt, Peter
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 131-140
Persistent link: https://www.econbiz.de/10011897659
Saved in:
5
Endogeneity problems in econometrics
Kumbhakar, Subal
(
ed.
);
Schmidt, Peter
(
ed.
)
-
2016
Persistent link: https://www.econbiz.de/10011592255
Saved in:
6
Endogeneity in stochastic frontier models
Amsler, Christine Elaine
;
Prokhorov, Artem
;
Schmidt, Peter
- In:
Journal of econometrics
190
(
2016
)
2
,
pp. 280-288
Persistent link: https://www.econbiz.de/10011592266
Saved in:
7
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
8
Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 352-367
Persistent link: https://www.econbiz.de/10010256842
Saved in:
9
Testing for structural stability of factor augmented forecasting models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 100-118
Persistent link: https://www.econbiz.de/10010497112
Saved in:
10
Forecasting a long memory process subject to structural breaks
Wang, Cindy Shin Huei
;
Bauwens, Luc
;
Hsiao, Cheng
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 171-184
Persistent link: https://www.econbiz.de/10010254878
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