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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Journal of econometrics"
~subject:"Risiko"
~subject:"Statistical distribution"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Handbuch"
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Search: subject_exact:"Estimation theory"
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Subject
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Deutschland
Forecasting model
Risiko
Statistical distribution
Estimation theory
1,601
Schätztheorie
1,601
Theorie
366
Theory
366
Nichtparametrisches Verfahren
312
Nonparametric statistics
312
Time series analysis
304
Zeitreihenanalyse
304
Regression analysis
264
Regressionsanalyse
264
Estimation
216
Schätzung
212
Panel
156
Panel study
156
Statistical test
148
Statistischer Test
148
Volatility
116
Volatilität
116
Method of moments
98
Momentenmethode
97
Induktive Statistik
82
Statistical inference
82
Maximum likelihood estimation
78
Maximum-Likelihood-Schätzung
78
Autocorrelation
76
Autokorrelation
76
Prognoseverfahren
73
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
68
Cointegration
63
Kointegration
62
Stochastic process
61
Stochastischer Prozess
61
Causality analysis
59
Kausalanalyse
59
Statistische Verteilung
59
IV-Schätzung
57
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Undetermined
82
Type of publication
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Article
133
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Handbuch
Article in journal
133
Conference paper
5
Konferenzbeitrag
5
Language
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English
133
Author
All
Lee, Ji Hyung
5
Corradi, Valentina
4
Rodrigues, Paulo M. M.
4
Taylor, Robert
4
White, Halbert
4
Demetrescu, Matei
3
Georgiev, Iliyan
3
Kim, Donggyu
3
Linton, Oliver
3
McCracken, Michael W.
3
Park, Joon Y.
3
Phillips, Peter C. B.
3
Swanson, Norman R.
3
Tu, Yundong
3
Andersen, Torben
2
Bollerslev, Tim
2
Cai, Zongwu
2
Clark, Todd E.
2
Fan, Jianqing
2
Fan, Rui
2
Fiorentini, Gabriele
2
Francq, Christian
2
Gonçalves, Sílvia
2
Hansen, Bruce E.
2
Häfke, Christian
2
Koopman, Siem Jan
2
Meddahi, Nour
2
Ng, Serena
2
Rossi, Barbara
2
Sekhposyan, Tatevik
2
Sentana, Enrique
2
Su, Liangjun
2
Todorov, Viktor
2
Veredas, David
2
Wang, Yulong
2
Zakoïan, Jean-Michel
2
Abadir, Karim Maher
1
Ai, Chunrong
1
Amengual, Dante
1
Athanasopoulos, George
1
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Published in...
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Journal of econometrics
International journal of forecasting
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Journal of forecasting
74
Insurance / Mathematics & economics
62
Economics letters
51
Econometric theory
38
Econometric reviews
33
Journal of the American Statistical Association : JASA
31
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Statistics in transition : an international journal of the Polish Statistical Association
27
The econometrics journal
26
European journal of operational research : EJOR
22
Finance research letters
22
Journal of empirical finance
21
Applied economics
20
Risks : open access journal
19
Journal of banking & finance
18
Computational economics
17
Econometrics : open access journal
16
Oxford bulletin of economics and statistics
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Journal of risk
15
Applied economics letters
14
Astin bulletin : the journal of the International Actuarial Association
14
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
14
Journal of financial econometrics
14
Quantitative finance
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Journal of risk and financial management : JRFM
13
Economic modelling
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Journal of applied econometrics
12
Statistical papers
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Scandinavian actuarial journal
10
Journal of economic dynamics & control
9
Journal of mathematical finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
8
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ECONIS (ZBW)
133
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1
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
9
A new robust inference for predictive quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 227-250
Persistent link: https://www.econbiz.de/10014364804
Saved in:
10
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
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