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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"The economic journal : the journal of the Royal Economic Society"
~subject:"Estimation theory"
~subject:"Monte-Carlo-Simulation"
~subject:"Stochastic process"
~subject:"USA"
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Schätztheorie
Estimation theory
Monte-Carlo-Simulation
Stochastic process
USA
Theorie
3,387
Theory
3,387
Time series analysis
349
Zeitreihenanalyse
349
Estimation
242
Schätzung
242
United States
210
Großbritannien
167
United Kingdom
167
Forecasting model
141
Nichtparametrisches Verfahren
141
Nonparametric statistics
141
Prognoseverfahren
141
Volatility
135
Volatilität
135
Statistical test
128
Statistischer Test
128
Regression analysis
115
Regressionsanalyse
115
Ökonometrie
109
Econometrics
107
Stochastischer Prozess
105
Panel
94
Panel study
94
Bayes-Statistik
92
Bayesian inference
92
History of economic thought
87
Ökonomische Ideengeschichte
87
Method of moments
82
Momentenmethode
82
Statistical distribution
82
Statistische Verteilung
82
Geldpolitik
80
Monetary policy
80
Economics
78
Wirtschaftswissenschaft
78
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Undetermined
65
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Article
717
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6
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Article in journal
665
Aufsatz in Zeitschrift
665
Rezension
48
Collection of articles of several authors
10
Sammelwerk
10
Konferenzschrift
4
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3
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2
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English
723
Author
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Phillips, Peter C. B.
13
Chib, Siddhartha
11
Koop, Gary
10
Yu, Jun
9
Gouriéroux, Christian
7
Kohn, Robert
7
Diebold, Francis X.
6
King, Maxwell L.
6
Lee, Lung-fei
6
Li, Qi
6
Pesaran, M. Hashem
6
Steel, Mark F. J.
6
Franses, Philip Hans
5
Gonzalo, Jesús
5
Granger, C. W. J.
5
Linton, Oliver
5
McAleer, Michael
5
Baltagi, Badi H.
4
Chen, Songnian
4
Paap, Richard
4
Schmidt, Peter
4
Swanson, Norman R.
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Asai, Manabu
3
Atkinson, Scott Estes
3
Blundell, Richard W.
3
Boswijk, Herman Peter
3
Chan, Joshua
3
Deschamps, Jean-Philippe
3
Donald, Stephen G.
3
Galbraith, John W.
3
Geweke, John
3
Godfrey, L. G.
3
Golan, Amos
3
Greenberg, Edward S.
3
Guay, Alain
3
Haldrup, Niels
3
Harvey, Andrew C.
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...
All
Journal of econometrics
The economic journal : the journal of the Royal Economic Society
Working paper / National Bureau of Economic Research, Inc.
1,477
European journal of operational research : EJOR
802
Economics letters
631
Discussion paper / Centre for Economic Policy Research
406
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
378
Computers & operations research : and their applications to problems of world concern ; an international journal
360
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
349
Econometric theory
340
The review of economics and statistics
326
The American economic review
313
American journal of agricultural economics
298
Working paper
290
International journal of production research
279
The review of financial studies
249
Discussion paper / Tinbergen Institute
248
Applied economics
237
Discussion paper series / IZA
237
The journal of finance : the journal of the American Finance Association
236
Journal of applied econometrics
234
Econometric reviews
230
Journal of economic dynamics & control
222
Série des documents de travail / Centre de Recherche en Économie et Statistique
208
Journal of monetary economics
207
CESifo working papers
196
Journal of political economy
195
Insurance / Mathematics & economics
193
Finance and economics discussion series
181
Journal of banking & finance
179
International economic review
176
Southern economic journal
176
Operations research letters
170
International journal of production economics
165
Journal of money, credit and banking : JMCB
164
Operations research
155
Economic inquiry : journal of the Western Economic Association International
149
Finance and stochastics
148
Journal of financial economics
145
Journal of quantitative economics : official journal of the Indian Econometric Society
145
International journal of theoretical and applied finance
144
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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
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
Saved in:
5
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
6
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
7
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
8
Spatial econometrics for misaligned data
Pouliot, Guillaume Allaire
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 168-190
Persistent link: https://www.econbiz.de/10013472883
Saved in:
9
Fast and accurate variational inference for models with many latent variables
Loiza-Maya, Ruben
;
Smith, Michael S.
;
Nott, David J.
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 339-362
Persistent link: https://www.econbiz.de/10013463884
Saved in:
10
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
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