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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"The review of financial studies"
~subject:"Estimation theory"
~subject:"Panel"
~subject:"USA"
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Schätztheorie
Estimation theory
Panel
USA
Theorie
2,475
Theory
2,475
Time series analysis
333
Zeitreihenanalyse
333
United States
322
Estimation
206
Schätzung
206
CAPM
184
Volatility
182
Volatilität
182
Börsenkurs
169
Share price
169
Forecasting model
155
Prognoseverfahren
155
Nichtparametrisches Verfahren
142
Nonparametric statistics
142
Statistical test
135
Statistischer Test
135
Capital income
130
Kapitaleinkommen
130
Portfolio selection
130
Portfolio-Management
130
Stochastic process
129
Stochastischer Prozess
129
Regression analysis
118
Regressionsanalyse
118
Panel study
91
Bayes-Statistik
90
Bayesian inference
90
Statistical distribution
85
Statistische Verteilung
85
Ökonometrie
84
Econometrics
82
Method of moments
82
Momentenmethode
82
Monte Carlo simulation
78
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Undetermined
104
Free
1
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Article
750
Book / Working Paper
7
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Article in journal
753
Aufsatz in Zeitschrift
753
Collection of articles of several authors
11
Sammelwerk
11
Konferenzschrift
5
Conference proceedings
4
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1
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English
757
Author
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Phillips, Peter C. B.
12
Gouriéroux, Christian
8
Lee, Lung-fei
8
Pesaran, M. Hashem
8
Li, Qi
7
Schmidt, Peter
7
Chib, Siddhartha
6
Baltagi, Badi H.
5
Chen, Songnian
5
Diebold, Francis X.
5
Franses, Philip Hans
5
Hsiao, Cheng
5
Kohn, Robert
5
Koop, Gary
5
Steel, Mark F. J.
5
Ahn, Seung Chan
4
Andrews, Donald W. K.
4
Ghysels, Eric
4
Granger, C. W. J.
4
Hansen, Lars Peter
4
King, Maxwell L.
4
Shin, Yongcheol
4
Westerlund, Joakim
4
Yu, Jun
4
Zhou, Guofu
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Arellano, Manuel
3
Atkinson, Scott Estes
3
Aït-Sahalia, Yacine
3
Bakshi, Gurdip S.
3
Bekaert, Geert
3
Chabi-Yo, Fousseni
3
Donald, Stephen G.
3
Engle, Robert F.
3
Gagliardini, Patrick
3
Galvão Júnior, Antônio Fialho
3
Geweke, John
3
Godfrey, L. G.
3
Golan, Amos
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 review of financial studies
Working paper / National Bureau of Economic Research, Inc.
1,455
Economics letters
609
Discussion paper / Centre for Economic Policy Research
391
European journal of operational research : EJOR
340
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
339
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
331
The review of economics and statistics
320
Econometric theory
311
The American economic review
310
American journal of agricultural economics
285
Working paper
261
Discussion paper series / IZA
249
Journal of applied econometrics
235
Applied economics
231
The journal of finance : the journal of the American Finance Association
227
Computers & operations research : and their applications to problems of world concern ; an international journal
210
Econometric reviews
204
Journal of monetary economics
203
CESifo working papers
201
Journal of political economy
188
Finance and economics discussion series
176
Southern economic journal
176
International economic review
171
Série des documents de travail / Centre de Recherche en Économie et Statistique
169
Discussion paper / Tinbergen Institute
162
Journal of money, credit and banking : JMCB
159
Journal of banking & finance
154
International journal of production research
148
Oxford bulletin of economics and statistics
145
Journal of quantitative economics : official journal of the Indian Econometric Society
144
Economic inquiry : journal of the Western Economic Association International
143
Journal of economic dynamics & control
137
Journal of financial economics
136
The economic journal : the journal of the Royal Economic Society
136
Discussion paper
130
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
129
Journal of macroeconomics
128
Europäische Hochschulschriften / 5
126
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ECONIS (ZBW)
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757
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1
Inflating away the public debt? : an empirical assessment
Hilscher, Jens
;
Raviv, Alon
;
Reis, Ricardo
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1553-1595
Persistent link: https://www.econbiz.de/10012879000
Saved in:
2
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
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
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:
5
The design of macroprudential stress tests
Orlov, Dmitry
;
Zryumov, Pavel
;
Skrzypacz, Andrzej
- In:
The review of financial studies
36
(
2023
)
11
,
pp. 4460-4501
Persistent link: https://www.econbiz.de/10014392056
Saved in:
6
Macroprudential policy with liquidity panics
Garcia-Macia, Daniel
;
Villacorta, Alonso
- In:
The review of financial studies
36
(
2023
)
5
,
pp. 2046-2090
Persistent link: https://www.econbiz.de/10014320604
Saved in:
7
Illiquidity and higher cumulants
Glebkin, Sergei
;
Malamud, Semyon
;
Teguia, Alberto
- In:
The review of financial studies
36
(
2023
)
5
,
pp. 2131-2173
Persistent link: https://www.econbiz.de/10014320614
Saved in:
8
A wavelet method for panel models with jump discontinuities in the parameters
Bada, Oualid
;
Kneip, Alois
;
Liebl, Dominik
;
Mensinger, Tim
- In:
Journal of econometrics
226
(
2022
)
2
,
pp. 399-422
Persistent link: https://www.econbiz.de/10013461818
Saved in:
9
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 281-298
Persistent link: https://www.econbiz.de/10013463814
Saved in:
10
Subjective bond returns and belief aggregation
Buraschi, Andrea
;
Piatti, Ilaria
;
Whelan, Paul
- In:
The review of financial studies
35
(
2022
)
8
,
pp. 3710-3741
Persistent link: https://www.econbiz.de/10013350117
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