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source:"econis"
subject:"Schätztheorie"
~isPartOf:"International economic review"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~subject:"Core"
~subject:"Estimation theory"
~subject:"Statistical distribution"
~subject:"Statistische Verteilung"
~subject:"USA"
~subject:"Volatilität"
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Subject
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Schätztheorie
Core
Estimation theory
Statistical distribution
Statistische Verteilung
USA
Volatilität
Theorie
5,050
Theory
5,050
Forecasting model
861
Prognoseverfahren
861
Time series analysis
722
Zeitreihenanalyse
722
Estimation
388
Schätzung
388
United States
333
Volatility
251
Geldpolitik
222
Monetary policy
222
Statistical test
176
Statistischer Test
176
Bayes-Statistik
173
Bayesian inference
173
Nichtparametrisches Verfahren
173
Nonparametric statistics
173
Regression analysis
166
Regressionsanalyse
165
Stochastic process
162
Stochastischer Prozess
162
VAR model
138
VAR-Modell
138
Forecast
133
Prognose
132
Business cycle
130
Capital income
129
Kapitaleinkommen
129
Konjunktur
129
Markov chain
125
Markov-Kette
125
Endogenes Wachstumsmodell
124
Endogenous growth model
124
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Online availability
All
Undetermined
206
Free
4
Type of publication
All
Article
1,065
Book / Working Paper
73
Type of publication (narrower categories)
All
Article in journal
1,062
Aufsatz in Zeitschrift
1,062
Arbeitspapier
63
Working Paper
63
Graue Literatur
34
Non-commercial literature
34
Collection of articles of several authors
16
Sammelwerk
16
Konferenzschrift
5
Conference proceedings
3
Conference paper
1
Festschrift
1
Konferenzbeitrag
1
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English
1,138
Author
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Franses, Philip Hans
23
Diebold, Francis X.
11
Dijk, Dick van
11
Linton, Oliver
9
McAleer, Michael
9
Swanson, Norman R.
9
Aït-Sahalia, Yacine
8
Dijk, Herman K. van
8
Li, Qi
8
Andersen, Torben
7
Bollerslev, Tim
7
Chib, Siddhartha
7
Gouriéroux, Christian
7
Koop, Gary
7
Phillips, Peter C. B.
7
Galbraith, John W.
6
Ghysels, Eric
6
Granger, C. W. J.
6
Kohn, Robert
6
Lee, Lung-fei
6
Lucas, André
6
Steel, Mark F. J.
6
Atkinson, Scott Estes
5
Dufour, Jean-Marie
5
Godfrey, L. G.
5
Gonzalo, Jesús
5
González-Rivera, Gloria
5
Haan, Laurens de
5
Kleibergen, Frank
5
Magnus, Jan R.
5
Maheu, John M.
5
Park, Joon Y.
5
Schmidt, Peter
5
Sentana, Enrique
5
Stern, Steven N.
5
Tauchen, George Eugene
5
West, Kenneth D.
5
Baltagi, Badi H.
4
Chan, Joshua
4
Chen, Songnian
4
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Institution
All
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
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
International economic review
International journal of forecasting
Journal of econometrics
Macroeconomic dynamics
Report / Econometric Institute, Erasmus University Rotterdam
Working paper / National Bureau of Economic Research, Inc.
1,586
Economics letters
680
Discussion paper / Centre for Economic Policy Research
456
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
405
European journal of operational research : EJOR
404
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
361
Econometric theory
331
The review of economics and statistics
328
The American economic review
327
Working paper
326
American journal of agricultural economics
297
Discussion paper / Tinbergen Institute
287
Applied economics
283
Journal of banking & finance
273
NBER working paper series
272
The review of financial studies
269
Journal of applied econometrics
258
The journal of finance : the journal of the American Finance Association
258
Journal of monetary economics
238
Discussion paper series / IZA
237
Econometric reviews
231
Computers & operations research : and their applications to problems of world concern ; an international journal
223
NBER Working Paper
220
Journal of economic dynamics & control
218
CESifo working papers
207
Journal of political economy
206
Finance and economics discussion series
199
Journal of financial economics
198
Insurance / Mathematics & economics
184
Série des documents de travail / Centre de Recherche en Économie et Statistique
183
Discussion paper / Center for Economic Research, Tilburg University
181
Southern economic journal
177
Journal of money, credit and banking : JMCB
172
International journal of production research
165
Economic modelling
161
The journal of futures markets
159
Applied economics letters
158
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ECONIS (ZBW)
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1
Co-integration with score-driven models : an application to US real GDP growth, US inflation rate, and effective federal funds rate
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Macroeconomic dynamics
27
(
2023
)
1
,
pp. 203-223
Persistent link: https://www.econbiz.de/10014247362
Saved in:
2
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
Saved in:
3
Inflation-linked bonds in incomplete markets with sunspots
Kang, Minwook
- In:
Macroeconomic dynamics
27
(
2023
)
4
,
pp. 928-944
Persistent link: https://www.econbiz.de/10014306673
Saved in:
4
Choked by red tape? : the political economy of wasteful trade barriers
Maggi, Giovanni
;
Mrázová, Monika
;
Neary, J. Peter
- In:
International economic review
63
(
2022
)
1
,
pp. 161-188
Persistent link: https://www.econbiz.de/10012820769
Saved in:
5
Time-varying volatility and the housing market
Higgins, C. Richard
;
Sapci, Ayse
- In:
Macroeconomic dynamics
28
(
2024
)
2
,
pp. 426-461
Persistent link: https://www.econbiz.de/10014485317
Saved in:
6
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
7
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
8
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
9
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
10
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:
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