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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:"USA"
~type_genre:"Article in journal"
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Subject
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Schätztheorie
Estimation theory
Statistische Verteilung
USA
Theorie
1,588
Theory
1,588
Time series analysis
323
Zeitreihenanalyse
323
Estimation
165
Schätzung
165
Nichtparametrisches Verfahren
139
Nonparametric statistics
139
Statistical test
127
Statistischer Test
127
Forecasting model
126
Prognoseverfahren
126
Volatility
124
Volatilität
124
Regression analysis
113
Regressionsanalyse
113
Stochastic process
103
Stochastischer Prozess
103
United States
92
Panel
91
Panel study
91
Bayes-Statistik
87
Bayesian inference
87
Ökonometrie
81
Econometrics
80
Statistical distribution
78
Method of moments
77
Momentenmethode
77
Cointegration
72
Kointegration
72
Monte Carlo simulation
72
Monte-Carlo-Simulation
72
Markov chain
71
Markov-Kette
71
Bootstrap approach
68
Bootstrap-Verfahren
68
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Online availability
All
Undetermined
43
Type of publication
All
Article
505
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
510
Arbeitspapier
171
Working Paper
171
Graue Literatur
167
Non-commercial literature
167
Amtsdruckschrift
143
Government document
143
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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Language
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English
510
Author
All
Chib, Siddhartha
6
Diebold, Francis X.
6
Gouriéroux, Christian
6
Lee, Lung-fei
6
Li, Qi
6
Phillips, Peter C. B.
6
Steel, Mark F. J.
6
Franses, Philip Hans
5
Kohn, Robert
5
Koop, Gary
5
Swanson, Norman R.
5
Baltagi, Badi H.
4
Gonzalo, Jesús
4
Granger, C. W. J.
4
King, Maxwell L.
4
Linton, Oliver
4
Magnus, Jan R.
4
Park, Joon Y.
4
Schmidt, Peter
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Atkinson, Scott Estes
3
Chen, Songnian
3
Corradi, Valentina
3
Deo, Rohit S.
3
Dijk, Herman K. van
3
Donald, Stephen G.
3
Dufour, Jean-Marie
3
Galbraith, John W.
3
Ghysels, Eric
3
Godfrey, L. G.
3
Golan, Amos
3
Greenberg, Edward S.
3
Guay, Alain
3
Haldrup, Niels
3
Harvey, Andrew C.
3
Hausman, Jerry A.
3
Horowitz, Joel
3
Hsiao, Cheng
3
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Institution
All
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
Economics letters
587
European journal of operational research : EJOR
370
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
351
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
323
Econometric theory
316
The American economic review
289
American journal of agricultural economics
277
The review of financial studies
238
Journal of applied econometrics
230
The journal of finance : the journal of the American Finance Association
224
Applied economics
223
Computers & operations research : and their applications to problems of world concern ; an international journal
221
Journal of monetary economics
197
Journal of political economy
194
Econometric reviews
191
Journal of banking & finance
175
International economic review
170
Insurance / Mathematics & economics
167
International journal of production research
164
Journal of money, credit and banking : JMCB
150
Journal of economic dynamics & control
148
Southern economic journal
148
Journal of quantitative economics : official journal of the Indian Econometric Society
144
Economic inquiry : journal of the Western Economic Association International
142
Journal of financial economics
139
Journal of macroeconomics
128
Oxford bulletin of economics and statistics
128
The journal of futures markets
124
Applied economics letters
119
The quarterly journal of economics
119
Journal of urban economics
118
The review of economic studies
113
Public choice
110
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
108
Journal of forecasting
106
Statistical papers
105
International journal of forecasting
102
Journal of public economics
101
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Source
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ECONIS (ZBW)
Showing
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510
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1
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:
2
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:
3
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:
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
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:
6
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:
7
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
Saved in:
8
Modeling realized covariance measures with heterogeneous liquidity : a generalized matrix-variate Wishart state-space model
Gribisch, Bastian
;
Hartkopf, Jan Patrick
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014434377
Saved in:
9
LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise
Zhang, Xingfa
;
Zhang, Rongmao
;
Li, Yuan
;
Ling, Shiqing
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 228-240
Persistent link: https://www.econbiz.de/10013441651
Saved in:
10
Infinite Markov pooling of predictive distributions
Jin, Xin
;
Maheu, John M.
;
Yang, Qiao
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 302-321
Persistent link: https://www.econbiz.de/10013441752
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