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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Annales d'économie et de statistique"
~isPartOf:"International economic journal"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of the Royal Statistical Society"
~isPartOf:"Schriften zur angewandten Ökonometrie"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~isPartOf:"Working paper"
~subject:"Capital income"
~subject:"Deutsche Mark"
~subject:"Fiscal policy"
~subject:"Kausalanalyse"
~subject:"Portfolio selection"
~subject:"Theory"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Non-commercial literature"
~type_genre:"Systematic review"
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Search: subject_exact:"Estimation theory"
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Subject
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Deutschland
Forecasting model
Capital income
Deutsche Mark
Fiscal policy
Kausalanalyse
Portfolio selection
Theory
United States
Estimation theory
549
Schätztheorie
549
Theorie
269
Schätzung
84
Estimation
83
Time series analysis
71
Zeitreihenanalyse
71
USA
54
Kapitaleinkommen
32
Volatility
32
Volatilität
32
Regression analysis
31
Regressionsanalyse
31
Nichtparametrisches Verfahren
29
Nonparametric statistics
29
Causality analysis
26
Prognoseverfahren
26
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Correlation
20
Korrelation
20
Börsenkurs
19
Share price
19
Stochastic process
19
Stochastischer Prozess
19
Panel
18
Panel study
18
Statistical test
17
Statistical theory
17
Statistische Methodenlehre
17
Statistischer Test
17
ARCH model
16
ARCH-Modell
16
Statistical distribution
16
Statistische Verteilung
16
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Online availability
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Free
75
Undetermined
36
Type of publication
All
Article
176
Book / Working Paper
163
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Non-commercial literature
Systematic review
Article in journal
178
Arbeitspapier
161
Graue Literatur
161
Working Paper
161
Hochschulschrift
10
Thesis
9
Bibliografie enthalten
5
Bibliography included
5
Collection of articles of several authors
2
Konferenzschrift
2
Sammelwerk
2
Übersichtsarbeit
2
Case study
1
Conference proceedings
1
Fallstudie
1
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Language
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English
310
French
29
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Imbens, Guido
9
Athey, Susan
7
Gouriéroux, Christian
6
Nielsen, Jens Perch
6
Diebold, Francis X.
5
Kapetanios, George
5
Baillie, Richard
4
Baltagi, Badi H.
4
Bekaert, Geert
4
Carroll, Raymond J.
4
Heckman, James J.
4
Honoré, Peter
4
Mairesse, Jacques
4
Robert, Christian P.
4
Schorfheide, Frank
4
Abadie, Alberto
3
Bahmani-Oskooee, Mohsen
3
Bauwens, Luc
3
Bertail, Patrice
3
Chaisemartin, Clément de
3
Engle, Robert F.
3
Hall, Bronwyn H.
3
Kiefer, Nicholas Maximilian
3
Mikkelsen, Hans Ole Æ.
3
Thomas, Alban
3
Wooldridge, Jeffrey M.
3
An, Mark Yuying
2
Bajari, Patrick L.
2
Bayer, Patrick J.
2
Belzil, Christian
2
Bollerslev, Tim
2
Boumahdi, Rachid
2
Brandt, Michael W.
2
Bruneau, Catherine
2
Campbell, John Y.
2
Card, David E.
2
Chetty, Raj
2
Christensen, Bent Jesper
2
Clark, Todd E.
2
Cochrane, John H.
2
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Institution
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Foerder Institute for Economic Research <Tēl-Āvîv>
1
HFDF <1, 1995, Zürich>
1
Sackler Institute of Economic Studies <Tēl-Āvîv>
1
University of Canterbury / Dept. of Economics and Finance
1
Published in...
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Annales d'économie et de statistique
International economic journal
Journal of empirical finance
Journal of the Royal Statistical Society
Schriften zur angewandten Ökonometrie
Working paper / National Bureau of Economic Research, Inc.
Working paper
Journal of econometrics
536
Economics letters
428
Econometric theory
298
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
288
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
247
Econometric reviews
158
Série des documents de travail / Centre de Recherche en Économie et Statistique
158
Journal of applied econometrics
153
Journal of quantitative economics : official journal of the Indian Econometric Society
138
The review of economics and statistics
133
International journal of forecasting
129
Oxford bulletin of economics and statistics
113
Discussion paper / Tinbergen Institute
107
Journal of forecasting
102
Discussion paper series / IZA
92
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
89
Discussion paper / Center for Economic Research, Tilburg University
86
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
82
Statistical papers
80
CORE discussion paper : DP
77
Applied economics
69
The review of economic studies
65
International economic review
62
American journal of agricultural economics
59
Metrika : international journal for theoretical and applied statistics
57
The econometrics journal
55
Working paper series
54
Technical working paper / National Bureau of Economic Research
53
CEMMAP working papers / Centre for Microdata Methods and Practice
51
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Cowles Foundation discussion paper
46
Journal of banking & finance
45
Discussion paper
44
Journal of economic dynamics & control
44
CESifo working papers
41
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Source
All
ECONIS (ZBW)
339
Showing
1
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339
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Monetary trends in the UK and the USA from 1874 to 2020 : a nonlinear approach to money demand
Escribano, Álvaro
;
Rodríguez, Juan-Andrés
-
2023
Persistent link: https://www.econbiz.de/10014320871
Saved in:
3
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
4
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
-
2021
Persistent link: https://www.econbiz.de/10012603081
Saved in:
5
Portfolio selection with a rank-deficient covariance matrix
Gulliksson, Mårten
;
Oleynik, Anna
;
Mazur, Stepan
-
2021
Persistent link: https://www.econbiz.de/10012605415
Saved in:
6
Mortality forecasting using stacked regression ensembles
Kessy, Salvatory R.
;
Sherris, Michael
;
Villegas, Andrés M.
-
2021
Persistent link: https://www.econbiz.de/10012616204
Saved in:
7
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
8
Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
Fuhrer, Adrian
;
Hock, Thorsten
- In:
Journal of empirical finance
72
(
2023
),
pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
Saved in:
9
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
10
A robust Glasso approach to portfolio selection in high dimensions
Ding, Wenliang
;
Shu, Lianjie
;
Gu, Xinhua
- In:
Journal of empirical finance
70
(
2023
),
pp. 22-37
Persistent link: https://www.econbiz.de/10014423577
Saved in:
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