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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Econometric reviews"
~subject:"Mathematische Optimierung"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
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Search: subject_exact:"Theory"
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Estimation theory
Schätzung
Mathematische Optimierung
Time series analysis
Theorie
564
Theory
564
Schätztheorie
131
Zeitreihenanalyse
125
Estimation
73
Statistical test
72
Statistischer Test
72
Stochastic process
57
Stochastischer Prozess
57
Volatility
51
Volatilität
51
Panel
50
Panel study
50
Statistical theory
48
Statistische Methodenlehre
48
Bayes-Statistik
44
Bayesian inference
44
Einheitswurzeltest
42
Unit root test
42
Nichtparametrisches Verfahren
41
Nonparametric statistics
41
Cointegration
38
Forecasting model
38
Kointegration
38
Prognoseverfahren
38
Regression analysis
37
Regressionsanalyse
37
Simulation
36
USA
36
United States
36
Econometrics
35
Ökonometrie
35
Modellierung
33
Scientific modelling
33
Bootstrap approach
32
Bootstrap-Verfahren
32
Monte Carlo simulation
32
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Online availability
All
Undetermined
59
Free
5
Type of publication
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Article
284
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Fallstudie
Aufsatz in Zeitschrift
285
Systematic review
2
Übersichtsarbeit
2
Bibliografie enthalten
1
Bibliography included
1
Collection of articles of several authors
1
Rezension
1
Sammelwerk
1
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Language
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English
285
Author
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Spanos, Aris
7
Maasoumi, Esfandiar
6
McAleer, Michael
6
Taylor, Robert
6
Ullah, Aman
6
Phillips, Peter C. B.
5
Andreou, Elena
4
Franses, Philip Hans
4
Kilian, Lutz
4
Kumbhakar, Subal
4
Psaradakis, Zacharias G.
4
Bera, Anil K.
3
Dagum, Estela Bee
3
Fiebig, Denzil G.
3
Harvey, David I.
3
Hendry, David F.
3
King, Maxwell L.
3
Leybourne, Stephen James
3
Pesaran, M. Hashem
3
Proietti, Tommaso
3
Steel, Mark F. J.
3
Ahn, Seung Chan
2
Asai, Manabu
2
Ashley, Richard A.
2
Audrino, Francesco
2
Baltagi, Badi H.
2
Bierens, Herman J.
2
Cavaliere, Giuseppe
2
Chan, Joshua
2
Chu, Chia-shang James
2
Godfrey, L. G.
2
González-Rivera, Gloria
2
Granger, C. W. J.
2
Greenaway-McGrevy, Ryan
2
Hamori, Shigeyuki
2
He, Changli
2
Herwartz, Helmut
2
Heshmati, Almas
2
Hodgson, Douglas J.
2
Jawadi, Fredj
2
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Published in...
All
Econometric reviews
European journal of operational research : EJOR
1,842
Computers & operations research : and their applications to problems of world concern ; an international journal
1,059
Economics letters
781
Journal of econometrics
745
Operations research letters
537
International journal of production research
504
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
472
Econometric theory
428
Applied economics
425
International journal of forecasting
372
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
334
INFORMS journal on computing : JOC
319
Mathematics of operations research
313
Journal of applied econometrics
307
Operations research
300
Economic modelling
298
Journal of forecasting
292
Journal of economic dynamics & control
285
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
263
The review of economics and statistics
235
Applied economics letters
230
Management science : journal of the Institute for Operations Research and the Management Sciences
229
International journal of production economics
200
Journal of international money and finance
192
Mathematical methods of operations research
187
Oxford bulletin of economics and statistics
186
Omega : the international journal of management science
174
Computational economics
161
Journal of banking & finance
160
Journal of quantitative economics : official journal of the Indian Econometric Society
160
Transportation research / E : an international journal
160
Journal of macroeconomics
158
Journal of the Operational Research Society : OR
158
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
149
Top : an official journal of the Spanish Society of Statistics and Operations Research
149
American journal of agricultural economics
147
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
145
Journal of empirical finance
143
Energy economics
142
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ECONIS (ZBW)
285
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285
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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
Forward detrending for heteroskedasticity-robust panel unit root testing
Herwartz, Helmut
;
Maxand, Simone
;
Yabibal Mulualem Walle
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 28-53
Persistent link: https://www.econbiz.de/10014305436
Saved in:
8
Smooth structural changes and common factors in nonstationary panel data : an analysis of healthcare expenditures†
Nazlıoğlu, Şaban
;
Lee, Junsoo
;
Tieslau, Margie A.
; …
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 78-97
Persistent link: https://www.econbiz.de/10014305439
Saved in:
9
A robust score-driven filter for multivariate time series
D'Innocenzo, Enzo
;
Luati, Alessandra
;
Mazzocchi, Mario
- In:
Econometric reviews
42
(
2023
)
5
,
pp. 441-470
Persistent link: https://www.econbiz.de/10014305555
Saved in:
10
Dynamic factor, leverage and realized covariances in multivariate stochastic volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
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