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subject:"Deutschland"
subject:"Forecasting model"
~accessRights:"restricted"
~isPartOf:"Computational economics"
~isPartOf:"Journal of econometrics"
~subject:"Bayes-Statistik"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Subject
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Deutschland
Forecasting model
Bayes-Statistik
Volatilität
Estimation theory
774
Schätztheorie
774
Time series analysis
182
Zeitreihenanalyse
182
Nichtparametrisches Verfahren
181
Nonparametric statistics
181
Regression analysis
175
Regressionsanalyse
175
Estimation
166
Schätzung
162
Panel
99
Panel study
99
Statistical test
91
Statistischer Test
91
Volatility
80
Maximum likelihood estimation
58
Maximum-Likelihood-Schätzung
58
Bootstrap approach
57
Bootstrap-Verfahren
57
Induktive Statistik
56
Statistical inference
56
Prognoseverfahren
55
Method of moments
54
Momentenmethode
53
Autocorrelation
52
Autokorrelation
52
Stochastic process
50
Stochastischer Prozess
50
Capital income
46
Correlation
46
Instrumental variables
46
Kapitaleinkommen
46
Korrelation
46
Causality analysis
43
Kausalanalyse
43
Bayesian inference
42
Panel data
42
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5
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Article
156
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Article in journal
156
Aufsatz in Zeitschrift
156
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English
156
Author
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Todorov, Viktor
8
Andersen, Torben
5
Kim, Donggyu
5
Li, Jia
5
Li, Yingying
5
Tauchen, George Eugene
5
Taylor, Robert
5
Lee, Ji Hyung
4
Mykland, Per A.
4
Bollerslev, Tim
3
Demetrescu, Matei
3
Fan, Jianqing
3
Georgiev, Iliyan
3
Koopman, Siem Jan
3
Rodrigues, Paulo M. M.
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Zhang, Lan
3
Zhang, Xinyu
3
Aït-Sahalia, Yacine
2
Baltagi, Badi H.
2
Bauwens, Luc
2
Clinet, Simon
2
Fan, Rui
2
Francq, Christian
2
Fulop, Andras
2
Gallant, A. Ronald
2
Hong, Han
2
Hounyo, Ulrich
2
Kong, Xin-Bing
2
Laurent, Sébastien
2
Li, Guodong
2
Li, Junye
2
Li, Wai Keung
2
Liao, Jun
2
Meddahi, Nour
2
Park, Joon Y.
2
Petrova, Katerina
2
Potiron, Yoann
2
Shi, Zhentao
2
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Published in...
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Computational economics
Journal of econometrics
International journal of forecasting
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
Economics letters
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Journal of forecasting
24
Finance research letters
21
Discussion papers / CEPR
20
Econometric reviews
20
Economic modelling
17
Quantitative finance
17
Journal of financial econometrics
16
Econometric theory
15
European journal of operational research : EJOR
15
Insurance / Mathematics & economics
15
Journal of empirical finance
15
Journal of quantitative economics
15
The econometrics journal
13
The North American journal of economics and finance : a journal of financial economics studies
12
Journal of economic dynamics & control
10
Discussion paper / Centre for Economic Policy Research
9
Applied economics letters
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
Journal of banking & finance
8
Journal of mathematical finance
8
Journal of time series econometrics
8
Scandinavian actuarial journal
8
Energy economics
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of risk
7
Astin bulletin : the journal of the International Actuarial Association
6
International journal of production economics
6
Oxford bulletin of economics and statistics
6
SpringerLink / Bücher
6
The journal of risk model validation
6
Applied economics
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Finance and stochastics
5
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ECONIS (ZBW)
156
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1
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156
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date (oldest first)
1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
4
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
5
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
6
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
7
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
8
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
9
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
10
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
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