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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:"USA"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Theory"
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Subject
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Schätztheorie
Estimation theory
Monte-Carlo-Simulation
USA
Zeitreihenanalyse
Theorie
3,387
Theory
3,387
Time series analysis
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
Stochastic process
105
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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All
Undetermined
137
Type of publication
All
Article
897
Book / Working Paper
12
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All
Article in journal
845
Aufsatz in Zeitschrift
845
Rezension
54
Collection of articles of several authors
18
Sammelwerk
18
Konferenzschrift
9
Conference proceedings
6
Book review
4
Festschrift
3
Aufsatzsammlung
1
Conference paper
1
Konferenzbeitrag
1
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English
909
Author
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Phillips, Peter C. B.
20
Koop, Gary
13
Chib, Siddhartha
11
Yu, Jun
10
Gouriéroux, Christian
9
Swanson, Norman R.
8
Diebold, Francis X.
7
Granger, C. W. J.
7
Kohn, Robert
7
Lee, Lung-fei
7
Linton, Oliver
7
Pesaran, M. Hashem
7
Franses, Philip Hans
6
Hallin, Marc
6
King, Maxwell L.
6
Li, Qi
6
Mariano, Roberto S.
6
Steel, Mark F. J.
6
Teräsvirta, Timo
6
Xiao, Zhijie
6
Chen, Xiaohong
5
Gonzalo, Jesús
5
Haldrup, Niels
5
Park, Joon Y.
5
Schmidt, Peter
5
Smith, Richard J.
5
Taylor, Robert
5
Andersen, Torben
4
Baltagi, Badi H.
4
Barigozzi, Matteo
4
Bauwens, Luc
4
Bierens, Herman J.
4
Chen, Songnian
4
Davidson, James E. H.
4
Fan, Yanqin
4
Harvey, Andrew C.
4
Hendry, David F.
4
Herwartz, Helmut
4
Hong, Yongmiao
4
Hsiao, Cheng
4
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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
Sir Clive Granger Memorial Conference <2010, Nottingham>
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.
1,475
Economics letters
785
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
479
Econometric theory
430
Discussion paper / Centre for Economic Policy Research
413
European journal of operational research : EJOR
412
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
357
International journal of forecasting
347
The review of economics and statistics
337
Working paper
323
The American economic review
318
Discussion paper / Tinbergen Institute
317
Applied economics
309
American journal of agricultural economics
296
Econometric reviews
293
Journal of forecasting
281
Journal of applied econometrics
273
The review of financial studies
238
Discussion paper series / IZA
232
The journal of finance : the journal of the American Finance Association
231
Computers & operations research : and their applications to problems of world concern ; an international journal
225
Journal of monetary economics
216
Journal of economic dynamics & control
213
CESifo working papers
212
Série des documents de travail / Centre de Recherche en Économie et Statistique
211
Journal of political economy
189
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
183
International economic review
183
Economic modelling
182
Journal of banking & finance
182
Finance and economics discussion series
181
Southern economic journal
180
International journal of production research
174
Applied economics letters
169
Journal of money, credit and banking : JMCB
168
Oxford bulletin of economics and statistics
168
Journal of quantitative economics : official journal of the Indian Econometric Society
153
Discussion paper
150
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ECONIS (ZBW)
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909
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
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:
3
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:
4
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:
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
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
7
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:
8
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
Saved in:
9
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:
10
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
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