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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Bootstrap approach"
~subject:"Monte Carlo simulation"
~subject:"USA"
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Schätztheorie
Bootstrap approach
Monte Carlo simulation
USA
Theorie
2,437
Theory
2,437
Estimation theory
392
Time series analysis
345
Zeitreihenanalyse
345
United States
307
Estimation
251
Schätzung
251
CAPM
203
Börsenkurs
180
Share price
179
Volatility
168
Volatilität
168
Nichtparametrisches Verfahren
143
Nonparametric statistics
143
Forecasting model
142
Prognoseverfahren
142
Capital income
138
Kapitaleinkommen
138
Statistical test
133
Statistischer Test
133
Portfolio selection
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Portfolio-Management
126
Stochastic process
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Stochastischer Prozess
116
Regression analysis
115
Regressionsanalyse
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Panel
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91
Bayes-Statistik
90
Bayesian inference
90
Statistical distribution
84
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84
Ökonometrie
84
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83
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83
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82
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782
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8
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778
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778
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11
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11
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7
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5
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English
790
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Chib, Siddhartha
11
Koop, Gary
9
Diebold, Francis X.
7
Horowitz, Joel
7
Lee, Lung-fei
7
Phillips, Peter C. B.
7
Gouriéroux, Christian
6
King, Maxwell L.
6
Kohn, Robert
6
Li, Qi
6
Schwartz, Eduardo S.
6
Swanson, Norman R.
6
Ferson, Wayne E.
5
Franses, Philip Hans
5
Gonçalves, Sílvia
5
Jagannathan, Ravi
5
O'Hara, Maureen
5
Steel, Mark F. J.
5
Stein, Jeremy C.
5
Andersen, Torben
4
Baltagi, Badi H.
4
Bollerslev, Tim
4
Chen, Songnian
4
Corradi, Valentina
4
Davidson, Russell
4
Granger, C. W. J.
4
Khalaf, Lynda
4
Linton, Oliver
4
Pesaran, M. Hashem
4
Pástor, Ľuboš
4
Savin, N. Eugene
4
Schmidt, Peter
4
Whaley, Robert E.
4
White, Halbert
4
Abrevaya, Jason
3
Aggarwal, Raj
3
Ali, Mukhtar M.
3
Allen, Franklin
3
Andrews, Donald W. K.
3
Ang, Andrew
3
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American Finance Association
3
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
The journal of finance : the journal of the American Finance Association
Working paper / National Bureau of Economic Research, Inc.
1,449
Economics letters
612
Discussion paper / Centre for Economic Policy Research
388
European journal of operational research : EJOR
377
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
355
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
345
The review of economics and statistics
327
Econometric theory
322
The American economic review
311
American journal of agricultural economics
288
Working paper
270
The review of financial studies
237
Applied economics
236
Journal of applied econometrics
233
Discussion paper series / IZA
229
Computers & operations research : and their applications to problems of world concern ; an international journal
218
Econometric reviews
217
Journal of monetary economics
204
Discussion paper / Tinbergen Institute
197
Journal of political economy
188
Série des documents de travail / Centre de Recherche en Économie et Statistique
187
Southern economic journal
176
CESifo working papers
173
Finance and economics discussion series
173
International economic review
173
International journal of production research
165
Journal of banking & finance
164
Journal of money, credit and banking : JMCB
158
Journal of economic dynamics & control
157
Journal of quantitative economics : official journal of the Indian Econometric Society
146
Economic inquiry : journal of the Western Economic Association International
144
Oxford bulletin of economics and statistics
138
Journal of financial economics
136
The economic journal : the journal of the Royal Economic Society
133
Discussion paper
131
Discussion paper / Center for Economic Research, Tilburg University
129
Journal of macroeconomics
127
Europäische Hochschulschriften / 5
125
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ECONIS (ZBW)
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1
Uniform inference for value functions
Firpo, Sérgio Pinheiro
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1680-1699
Persistent link: https://www.econbiz.de/10014471422
Saved in:
2
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
3
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:
4
Predictably unequal? : the effects of machine learning on credit markets
Fuster, Andreas
;
Goldsmith-Pinkham, Paul
;
Ramadorai, Tarun
- In:
The journal of finance : the journal of the American …
77
(
2022
)
1
,
pp. 5-47
Persistent link: https://www.econbiz.de/10012796507
Saved in:
5
Stock market and no-dividend stocks
Atmaz, Adem
;
Başak, Suleyman
- In:
The journal of finance : the journal of the American …
77
(
2022
)
1
,
pp. 545-599
Persistent link: https://www.econbiz.de/10012796522
Saved in:
6
Rising intangible capital, shrinking debt capacity, and the U.S. corporate savings glut
Falato, Antonio
;
Kadyrzhanova, Dalida
;
Sim, Jae W.
; …
- In:
The journal of finance : the journal of the American …
77
(
2022
)
5
,
pp. 2799-2852
Persistent link: https://www.econbiz.de/10013396286
Saved in:
7
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
Saved in:
8
Instrument-free identification and estimation of differentiated products models using cost data
Byrne, David P.
;
Imai, Susumu
;
Jain, Neelam
;
Sarafidis, …
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 278-301
Persistent link: https://www.econbiz.de/10013441750
Saved in:
9
Stationary vine copula models for multivariate time series
Nagler, Thomas
;
Krüger, Daniel
;
Min, Aleksey
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 305-324
Persistent link: https://www.econbiz.de/10013441987
Saved in:
10
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
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