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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Southern economic journal"
~subject:"Regression analysis"
~subject:"USA"
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Schätztheorie
Regression analysis
USA
Theorie
2,694
Theory
2,694
Estimation theory
376
Time series analysis
332
Zeitreihenanalyse
332
United States
262
Estimation
210
Schätzung
210
Nichtparametrisches Verfahren
141
Nonparametric statistics
141
Forecasting model
132
Prognoseverfahren
132
Statistical test
128
Statistischer Test
128
Volatility
128
Volatilität
128
Regressionsanalyse
114
Stochastic process
104
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104
Panel
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Panel study
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85
Method of moments
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81
Statistical distribution
81
Statistische Verteilung
81
Monte Carlo simulation
76
Monte-Carlo-Simulation
76
Cointegration
74
Kointegration
74
Markov chain
71
Markov-Kette
71
Bootstrap approach
68
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English
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Phillips, Peter C. B.
12
Lee, Lung-fei
7
Chen, Songnian
6
Chib, Siddhartha
6
Gouriéroux, Christian
6
Koop, Gary
6
Li, Qi
6
Linton, Oliver
6
Swanson, Norman R.
6
Baltagi, Badi H.
5
Diebold, Francis X.
5
Franses, Philip Hans
5
Galvão Júnior, Antônio Fialho
5
King, Maxwell L.
5
Kohn, Robert
5
Steel, Mark F. J.
5
Andrews, Donald W. K.
4
Atkinson, Scott Estes
4
Ghysels, Eric
4
Granger, C. W. J.
4
Magnus, Jan R.
4
Powell, James
4
Schmidt, Peter
4
Slottje, Daniel Jonathan
4
Turkington, Darrell A.
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Aït-Sahalia, Yacine
3
Bai, Jushan
3
Banerjee, Anurag Narayan
3
Blundell, Richard W.
3
Donald, Stephen G.
3
Dufour, Jean-Marie
3
Godfrey, L. G.
3
Golan, Amos
3
Gonzalo, Jesús
3
Gozalo, Pedro L.
3
Greenberg, Edward S.
3
Haldrup, Niels
3
Hidalgo, Javier
3
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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...
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Journal of econometrics
Southern economic journal
Working paper / National Bureau of Economic Research, Inc.
1,458
Economics letters
597
Discussion paper / Centre for Economic Policy Research
392
European journal of operational research : EJOR
362
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
353
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
345
Econometric theory
340
The review of economics and statistics
326
The American economic review
313
American journal of agricultural economics
285
Working paper
252
Discussion paper series / IZA
239
The review of financial studies
237
Journal of applied econometrics
229
Applied economics
228
The journal of finance : the journal of the American Finance Association
228
Computers & operations research : and their applications to problems of world concern ; an international journal
213
Journal of monetary economics
204
Econometric reviews
193
Journal of political economy
188
CESifo working papers
176
Finance and economics discussion series
174
International economic review
172
Série des documents de travail / Centre de Recherche en Économie et Statistique
171
Discussion paper / Tinbergen Institute
161
International journal of production research
159
Journal of banking & finance
159
Journal of money, credit and banking : JMCB
157
Journal of quantitative economics : official journal of the Indian Econometric Society
150
Economic inquiry : journal of the Western Economic Association International
145
Journal of economic dynamics & control
143
Journal of financial economics
140
Oxford bulletin of economics and statistics
140
Discussion paper
136
The economic journal : the journal of the Royal Economic Society
134
Journal of macroeconomics
132
Europäische Hochschulschriften / 5
124
The journal of futures markets
123
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ECONIS (ZBW)
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716
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1
Approximate factor models with weaker loadings
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
Saved in:
2
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:
3
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 758-776
Persistent link: https://www.econbiz.de/10014434367
Saved in:
4
Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic
Guo, Xu
;
Li, Runze
;
Liu, Jingyuan
;
Zeng, Mudong
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 166-179
Persistent link: https://www.econbiz.de/10014434388
Saved in:
5
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
6
GMM quantile regression
Firpo, Sérgio Pinheiro
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 432-452
Persistent link: https://www.econbiz.de/10013464059
Saved in:
7
Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity
Norets, Andriy
;
Pelenis, Justinas
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 62-82
Persistent link: https://www.econbiz.de/10013441915
Saved in:
8
Semiparametric testing with highly persistent predictors
Werker, Bas J. M.
;
Zhou, Bo
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 347-370
Persistent link: https://www.econbiz.de/10013442061
Saved in:
9
Residual-augmented IVX predictive regression
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 429-460
Persistent link: https://www.econbiz.de/10013442118
Saved in:
10
Testing continuity of a density via g-order statistics in the regression discontinuity design
Bugni, Federico A.
;
Canay, Ivan A.
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 138-159
Persistent link: https://www.econbiz.de/10012618809
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