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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of urban economics"
~subject:"Bayes-Statistik"
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Estimation theory
Schätzung
Bayes-Statistik
Theorie
2,924
Theory
2,924
Schätztheorie
512
Time series analysis
457
Zeitreihenanalyse
457
Estimation
325
USA
236
United States
236
Statistical test
202
Statistischer Test
202
Nichtparametrisches Verfahren
182
Nonparametric statistics
182
Volatility
177
Volatilität
177
Forecasting model
167
Prognoseverfahren
167
Stochastic process
164
Stochastischer Prozess
164
Regression analysis
153
Regressionsanalyse
153
Panel
144
Panel study
144
Bayesian inference
132
Ökonometrie
126
Econometrics
124
Statistical distribution
117
Statistische Verteilung
117
Statistical theory
112
Statistische Methodenlehre
112
Method of moments
111
Momentenmethode
111
Cointegration
110
Kointegration
110
Einheitswurzeltest
107
Monte Carlo simulation
107
Monte-Carlo-Simulation
107
Unit root test
107
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Online availability
All
Undetermined
162
Free
5
Type of publication
All
Article
894
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
892
Aufsatz in Zeitschrift
892
Collection of articles of several authors
8
Sammelwerk
8
Conference proceedings
3
Konferenzschrift
3
Bibliografie enthalten
1
Bibliography included
1
Conference paper
1
Konferenzbeitrag
1
Systematic review
1
Übersichtsarbeit
1
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English
897
Author
All
Koop, Gary
13
Phillips, Peter C. B.
9
Steel, Mark F. J.
9
Chib, Siddhartha
8
Lee, Lung-fei
8
McMillen, Daniel P.
8
Schorfheide, Frank
8
Ullah, Aman
8
Baltagi, Badi H.
7
Gouriéroux, Christian
7
King, Maxwell L.
7
Kohn, Robert
7
Li, Qi
7
McAleer, Michael
7
Pesaran, M. Hashem
7
Jensen, Mark J.
6
Schmidt, Peter
6
Swanson, Norman R.
6
Zellner, Arnold
6
An, Sungbae
5
Bera, Anil K.
5
Chan, Joshua
5
Diebold, Francis X.
5
Franses, Philip Hans
5
Gallant, A. Ronald
5
Geweke, John
5
Horowitz, Joel
5
Lütkepohl, Helmut
5
Ohtani, Kazuhiro
5
Srivastava, Virendra K.
5
Ahn, Seung Chan
4
Andrews, Donald W. K.
4
Asai, Manabu
4
Aït-Sahalia, Yacine
4
Casarin, Roberto
4
Chen, Songnian
4
Dijk, Herman K. van
4
Ghysels, Eric
4
Godfrey, L. G.
4
Gonzalo, Jesús
4
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Published in...
All
Econometric reviews
Journal of econometrics
Journal of urban economics
Working paper / National Bureau of Economic Research, Inc.
631
Economics letters
605
NBER working paper series
470
NBER Working Paper
440
Discussion paper / Centre for Economic Policy Research
394
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
381
Applied economics
365
Discussion paper series / IZA
328
Econometric theory
305
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
298
Journal of applied econometrics
285
CESifo working papers
269
Discussion paper / Tinbergen Institute
258
Working paper
235
Economic modelling
225
The review of economics and statistics
220
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
211
Série des documents de travail / Centre de Recherche en Économie et Statistique
189
Applied economics letters
181
Journal of international money and finance
177
Journal of economic dynamics & control
174
Discussion paper
171
Europäische Hochschulschriften / 5
168
International journal of forecasting
163
Oxford bulletin of economics and statistics
158
IZA Discussion Paper
155
Discussion papers / CEPR
149
Journal of quantitative economics : official journal of the Indian Econometric Society
149
Journal of macroeconomics
144
Journal of forecasting
142
Journal of banking & finance
132
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
130
International review of economics & finance : IREF
127
American journal of agricultural economics
125
Journal of empirical finance
125
Working paper series
124
Journal of monetary economics
119
Discussion paper / Center for Economic Research, Tilburg University
113
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Source
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ECONIS (ZBW)
897
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1
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897
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1
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
2
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
3
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
4
Panel data nowcasting
Fosten, Jack
;
Greenaway-McGrevy, Ryan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 675-696
Persistent link: https://www.econbiz.de/10013364902
Saved in:
5
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
6
Testing for homogeneous treatment effects in linear and nonparametric instrumental variable models
Beyhum, Jad
;
Florens, Jean-Pierre
;
Lapenta, Elia
;
Van …
- In:
Econometric reviews
43
(
2024
)
7
,
pp. 540-557
Persistent link: https://www.econbiz.de/10014551832
Saved in:
7
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:
8
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:
9
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
Saved in:
10
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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