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subject:"Deutschland"
subject:"Forecasting model"
~person:"Demetrescu, Matei"
~person:"Lopes, Hedibert Freitas"
~subject:"Bayes-Statistik"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Deutschland
Forecasting model
Bayes-Statistik
Estimation theory
19
Schätztheorie
19
Time series analysis
9
Zeitreihenanalyse
9
Regression analysis
7
Regressionsanalyse
7
Prognoseverfahren
6
Statistical test
6
Statistischer Test
6
Bayesian inference
5
Capital income
4
Estimation
4
Kapitaleinkommen
4
Schätzung
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Cointegration
3
Einheitswurzeltest
3
Endogeneity
3
Heteroscedasticity
3
Heteroskedastizität
3
Kointegration
3
Persistence
3
Unit root test
3
(Un)conditional heteroskedasticity
2
Autocorrelation
2
Autokorrelation
2
IV estimation
2
IV-Schätzung
2
IVX estimation
2
Instrumental variables
2
Modellierung
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Predictive regression
2
Scientific modelling
2
State space model
2
Structural break
2
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Article
11
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Article in journal
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11
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English
11
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Demetrescu, Matei
Lopes, Hedibert Freitas
Tsionas, Efthymios G.
16
Zhang, Xinyu
12
Kumar, Dilip
10
Zhang, Xibin
9
Baltagi, Badi H.
8
Koop, Gary
8
Lütkepohl, Helmut
8
Shang, Han Lin
8
Cai, Zongwu
7
Lahiri, Kajal
7
Swanson, Norman R.
7
Allenby, Greg M.
6
Han, Xiaoyi
6
Kapetanios, George
6
Lesage, James P.
6
Taylor, James W.
6
Teräsvirta, Timo
6
Tsay, Ruey S.
6
Ardia, David
5
Baillie, Richard
5
Chevillon, Guillaume
5
Fosten, Jack
5
Gao, Jiti
5
Lechner, Michael
5
Lee, Ji Hyung
5
McCracken, Michael W.
5
Phillips, Peter C. B.
5
Rossi, Barbara
5
Simoni, Anna
5
Tu, Yundong
5
Ullah, Aman
5
Winkelmann, Rainer
5
Wolters, Jürgen
5
Bauwens, Luc
4
Bratu, Mihaela
4
Chaturvedi, Anoop
4
Cheng, Tingting
4
Clark, Todd E.
4
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Journal of econometrics
4
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Econometric reviews
1
Economics letters
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of forecasting
1
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ECONIS (ZBW)
11
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11
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1
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
2
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:
3
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:
4
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
5
Parsimony inducing priors for large scale state-space models
Lopes, Hedibert Freitas
;
McCulloch, Robert E.
;
Tsay, Ruey S.
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441913
Saved in:
6
Bias corrections for exponentially transformed forecasts : are they worth the effort?
Demetrescu, Matei
;
Golosnoy, Vasyl
;
Titova, Anna
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012496846
Saved in:
7
Bayesian factor model shrinkage for linear IV regression with many instruments
Hahn, P. Richard
;
He, Jingyu
;
Lopes, Hedibert Freitas
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 278-287
Persistent link: https://www.econbiz.de/10011894982
Saved in:
8
Bayesian mixture of parametric and nonparametric density estimation : a misspecification problem
Lopes, Hedibert Freitas
;
Dias, Ronaldo
- In:
Brazilian review of econometrics : BRE ; the review of …
31
(
2011
)
1
,
pp. 19-44
Persistent link: https://www.econbiz.de/10009705453
Saved in:
9
Enhancing the local power of IVX-based tests in predictive regressions
Demetrescu, Matei
- In:
Economics letters
124
(
2014
)
2
,
pp. 269-273
Persistent link: https://www.econbiz.de/10010493640
Saved in:
10
Bayesian instrumental variables : priors and likelihoods
Lopes, Hedibert Freitas
;
Polson, Nicholas G.
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 100-121
Persistent link: https://www.econbiz.de/10010358369
Saved in:
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