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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Estimation theory"
~subject:"Prognoseverfahren"
~subject:"USA"
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Schätztheorie
Estimation theory
Prognoseverfahren
USA
Theorie
2,216
Theory
2,216
Time series analysis
375
Zeitreihenanalyse
375
Estimation
195
Schätzung
195
Nichtparametrisches Verfahren
155
Nonparametric statistics
155
Volatility
136
Volatilität
136
Statistical test
134
Statistischer Test
134
Stochastic process
132
Stochastischer Prozess
132
Forecasting model
128
Regression analysis
121
Regressionsanalyse
121
Statistical theory
109
Statistische Methodenlehre
109
United States
107
Bayes-Statistik
102
Bayesian inference
102
Markov chain
98
Markov-Kette
98
Monte Carlo simulation
96
Monte-Carlo-Simulation
96
Panel
95
Panel study
95
Statistical distribution
92
Statistische Verteilung
92
Ökonometrie
89
Econometrics
87
Method of moments
85
Momentenmethode
85
Cointegration
75
Kointegration
75
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Undetermined
68
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Article
551
Book / Working Paper
173
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Article in journal
551
Aufsatz in Zeitschrift
551
Arbeitspapier
167
Working Paper
167
Graue Literatur
165
Non-commercial literature
165
Amtsdruckschrift
141
Government document
141
Collection of articles of several authors
9
Sammelwerk
9
Konferenzschrift
4
Conference paper
3
Conference proceedings
3
Konferenzbeitrag
3
Statistics
1
Statistik
1
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English
717
French
7
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Gouriéroux, Christian
23
Robert, Christian P.
17
Zakoïan, Jean-Michel
11
Francq, Christian
10
Guégan, Dominique
10
Diebold, Francis X.
9
Jasiak, Joann
9
Koop, Gary
9
Swanson, Norman R.
9
Ghysels, Eric
8
Chib, Siddhartha
7
Darolles, Serge
7
Guerre, Emmanuel
7
Phillips, Peter C. B.
7
Comte, Fabienne
6
Granger, C. W. J.
6
Lee, Lung-fei
6
Li, Qi
6
Monfort, Alain
6
Patton, Andrew J.
6
Pesaran, M. Hashem
6
Scaillet, Olivier
6
Berred, Alexandre M.
5
Blundell, Richard W.
5
Delecroix, Michel
5
Elliott, Graham
5
Fermanian, Jean-David
5
Franses, Philip Hans
5
Gonzalo, Jesús
5
Hristache, Marian
5
Kohn, Robert
5
Linton, Oliver
5
Philippe, Anne
5
Robin, Jean-Marc
5
Rousseau, Judith
5
Steel, Mark F. J.
5
Timmermann, Allan
5
West, Kenneth D.
5
Baltagi, Badi H.
4
Bertail, Patrice
4
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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
Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
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
Econometric theory
302
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
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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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
9
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
Saved in:
10
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
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