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subject:"Estimation theory"
subject:"Schätzung"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~subject:"Spieltheorie"
~subject:"Volatilität"
~subject:"Wohlfahrtsanalyse"
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Estimation theory
Schätzung
Spieltheorie
Volatilität
Wohlfahrtsanalyse
Theorie
346
Theory
346
Time series analysis
115
Zeitreihenanalyse
115
Estimation
76
Forecasting model
64
Prognoseverfahren
64
Statistical test
53
Statistischer Test
53
Nichtparametrisches Verfahren
50
Nonparametric statistics
50
Volatility
50
Bayes-Statistik
48
Bayesian inference
48
Stochastic process
42
Stochastischer Prozess
42
Statistical distribution
39
Statistische Verteilung
39
Panel
38
Panel study
38
Factor analysis
37
Faktorenanalyse
37
Capital income
31
Kapitaleinkommen
31
Regression analysis
31
Regressionsanalyse
31
Induktive Statistik
30
Statistical inference
30
Bootstrap approach
26
Bootstrap-Verfahren
26
VAR model
25
VAR-Modell
25
Method of moments
23
Momentenmethode
23
Börsenkurs
22
Share price
22
CAPM
21
Markov chain
21
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English
101
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Aït-Sahalia, Yacine
4
Hallin, Marc
4
Asai, Manabu
3
Barigozzi, Matteo
3
McAleer, Michael
3
Boswijk, Herman Peter
2
Cavaliere, Giuseppe
2
Chan, Joshua
2
Christensen, Kim
2
Diebold, Francis X.
2
Frühwirth-Schnatter, Sylvia
2
Herwartz, Helmut
2
Hong, Yongmiao
2
Marcellino, Massimiliano
2
Pelger, Markus
2
Phillips, Peter C. B.
2
Poon, Aubrey
2
Sasaki, Yuya
2
Schorfheide, Frank
2
Su, Liangjun
2
Thyrsgaard, Martin
2
Timmermann, Allan
2
Xiu, Dacheng
2
Zhang, Xinyu
2
Zhang, Zhengjun
2
Agudze, Komla M.
1
Andersen, Torben
1
Aruoba, S. Borağan
1
Babii, Andrii
1
Bai, Jushan
1
Bailey, Natalia
1
Ball, Ryan T.
1
Bandi, Federico M.
1
Barnett, William A.
1
Bianchi, Francesco
1
Billio, Monica
1
Bitto, Angela
1
Blasques, Francisco
1
Bognanni, Mark
1
Boot, Tom
1
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Journal of econometrics
Discussion paper / Centre for Economic Policy Research
626
Working paper / National Bureau of Economic Research, Inc.
309
Economic modelling
185
SpringerLink / Bücher
184
Discussion papers / CEPR
176
Economics letters
161
Applied economics
119
International review of economics & finance : IREF
116
Journal of economic dynamics & control
115
Finance research letters
108
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
98
Energy economics
95
Journal of empirical finance
90
International journal of forecasting
87
Journal of macroeconomics
84
Applied economics letters
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Macroeconomic dynamics
79
Journal of banking & finance
78
Journal of international money and finance
76
The North American journal of economics and finance : a journal of financial economics studies
76
International review of financial analysis
75
Journal of financial economics
72
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
70
Journal of international economics
60
Journal of monetary economics
57
Quantitative finance
56
European economic review : EER
53
Management science : journal of the Institute for Operations Research and the Management Sciences
48
Review of economic dynamics
45
Computational economics
44
Springer eBook Collection / Business and Economics
44
Journal of forecasting
43
Econometric reviews
41
Journal of economic behavior & organization : JEBO
41
European journal of operational research : EJOR
39
The European journal of finance
39
Journal of international financial markets, institutions & money
37
The American economic review
36
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ECONIS (ZBW)
101
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
3
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
4
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
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5
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
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6
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:
7
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
8
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
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9
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:
10
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
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