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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"
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Subject
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Schätztheorie
Estimation theory
Statistische Verteilung
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
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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Online availability
All
Undetermined
43
Type of publication
All
Article
510
Book / Working Paper
178
Type of publication (narrower categories)
All
Article in journal
510
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
681
French
7
Author
All
Gouriéroux, Christian
23
Robert, Christian P.
17
Zakoïan, Jean-Michel
12
Francq, Christian
10
Guégan, Dominique
10
Jasiak, Joann
9
Scaillet, Olivier
8
Comte, Fabienne
7
Darolles, Serge
7
Guerre, Emmanuel
7
Chib, Siddhartha
6
Diebold, Francis X.
6
Ghysels, Eric
6
Lee, Lung-fei
6
Li, Qi
6
Monfort, Alain
6
Phillips, Peter C. B.
6
Rousseau, Judith
6
Steel, Mark F. J.
6
Berred, Alexandre M.
5
Blundell, Richard W.
5
Delecroix, Michel
5
Fermanian, Jean-David
5
Franses, Philip Hans
5
Guay, Alain
5
Hristache, Marian
5
Kohn, Robert
5
Koop, Gary
5
Philippe, Anne
5
Robin, Jean-Marc
5
Swanson, Norman R.
5
Baltagi, Badi H.
4
Bertail, Patrice
4
Billio, Monica
4
Bosq, Denis
4
Broze, Laurence
4
Butucea, Cristina
4
Chen, Songnian
4
Dufour, Jean-Marie
4
Gonzalo, Jesús
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
Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
Working paper / National Bureau of Economic Research, Inc.
1,470
Economics letters
592
Discussion paper / Centre for Economic Policy Research
395
European journal of operational research : EJOR
381
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
357
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
339
The review of economics and statistics
325
Econometric theory
316
The American economic review
311
American journal of agricultural economics
289
Working paper
258
The review of financial studies
238
Journal of applied econometrics
232
Applied economics
231
The journal of finance : the journal of the American Finance Association
229
Discussion paper series / IZA
227
Computers & operations research : and their applications to problems of world concern ; an international journal
221
Discussion paper / Tinbergen Institute
207
Journal of monetary economics
203
Journal of political economy
196
Econometric reviews
191
Journal of banking & finance
180
CESifo working papers
179
Finance and economics discussion series
177
Southern economic journal
175
International economic review
173
Insurance / Mathematics & economics
167
International journal of production research
164
Journal of money, credit and banking : JMCB
158
Journal of economic dynamics & control
152
Journal of quantitative economics : official journal of the Indian Econometric Society
144
Economic inquiry : journal of the Western Economic Association International
143
Journal of financial economics
139
The economic journal : the journal of the Royal Economic Society
134
Discussion paper
132
The journal of futures markets
130
Journal of macroeconomics
129
Oxford bulletin of economics and statistics
129
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ECONIS (ZBW)
Showing
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688
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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
Annals issue: Time series analysis of higher moments and distributions of financial data
Andersen, Torben
(
ed.
);
Chang, Chia-Lin
(
ed.
); …
-
Association of Asia-Pacific Business School's Academic …
-
2022
Persistent link: https://www.econbiz.de/10013440599
Saved in:
10
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
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