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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:"Statistische Verteilung"
~subject:"Stochastic process"
~subject:"USA"
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Subject
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Schätztheorie
Estimation theory
Statistische Verteilung
Stochastic process
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
Stochastischer Prozess
132
Forecasting model
128
Prognoseverfahren
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
Ökonometrie
89
Econometrics
87
Method of moments
85
Momentenmethode
85
Cointegration
75
Kointegration
75
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Undetermined
80
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Article
598
Book / Working Paper
201
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Article in journal
597
Aufsatz in Zeitschrift
597
Arbeitspapier
194
Working Paper
194
Graue Literatur
188
Non-commercial literature
188
Amtsdruckschrift
161
Government document
161
Collection of articles of several authors
10
Sammelwerk
10
Konferenzschrift
5
Conference proceedings
3
Conference paper
1
Festschrift
1
Konferenzbeitrag
1
Statistics
1
Statistik
1
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English
790
French
9
Author
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Gouriéroux, Christian
25
Robert, Christian P.
17
Phillips, Peter C. B.
13
Zakoïan, Jean-Michel
13
Francq, Christian
11
Guégan, Dominique
10
Jasiak, Joann
10
Scaillet, Olivier
9
Comte, Fabienne
8
Chib, Siddhartha
7
Darolles, Serge
7
Diebold, Francis X.
7
Guerre, Emmanuel
7
Koop, Gary
7
Monfort, Alain
7
Renault, Eric
7
Rousseau, Judith
7
Steel, Mark F. J.
7
Fermanian, Jean-David
6
Ghysels, Eric
6
Guay, Alain
6
Kohn, Robert
6
Lee, Lung-fei
6
Li, Qi
6
Swanson, Norman R.
6
Yu, Jun
6
Berred, Alexandre M.
5
Blundell, Richard W.
5
Delecroix, Michel
5
Franses, Philip Hans
5
Gonzalo, Jesús
5
Granger, C. W. J.
5
Hristache, Marian
5
Lardjane, Salim
5
Lieberman, Offer
5
Linton, Oliver
5
McAleer, Michael
5
Park, Joon Y.
5
Philippe, Anne
5
Pommeret, Denys
5
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Institution
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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...
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Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
Working paper / National Bureau of Economic Research, Inc.
1,496
European journal of operational research : EJOR
814
Economics letters
639
Discussion paper / Centre for Economic Policy Research
413
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
394
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
364
Computers & operations research : and their applications to problems of world concern ; an international journal
361
Econometric theory
358
The review of economics and statistics
327
The American economic review
313
Insurance / Mathematics & economics
306
American journal of agricultural economics
300
International journal of production research
284
Working paper
282
Discussion paper / Tinbergen Institute
270
The review of financial studies
250
Applied economics
247
Journal of applied econometrics
241
Econometric reviews
240
The journal of finance : the journal of the American Finance Association
238
Discussion paper series / IZA
235
Journal of economic dynamics & control
219
Journal of monetary economics
206
Journal of political economy
203
CESifo working papers
201
Journal of banking & finance
201
Finance and economics discussion series
185
Operations research letters
179
International economic review
178
Southern economic journal
175
International journal of production economics
167
Operations research
164
Journal of money, credit and banking : JMCB
163
International journal of theoretical and applied finance
157
Discussion paper / Center for Economic Research, Tilburg University
149
Journal of financial economics
149
Economic inquiry : journal of the Western Economic Association International
148
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
145
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ECONIS (ZBW)
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1
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:
2
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
3
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
4
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:
5
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:
6
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
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
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:
9
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:
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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