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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Journal of applied econometrics"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Statistik"
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Search: subject_exact:"Theory"
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Estimation theory
Schätzung
United States
Theorie
562
Theory
562
Estimation
143
Schätztheorie
136
USA
92
Time series analysis
89
Zeitreihenanalyse
89
Forecasting model
64
Prognoseverfahren
64
Volatility
34
Volatilität
34
Bayes-Statistik
30
Bayesian inference
30
Großbritannien
30
United Kingdom
30
VAR model
28
VAR-Modell
28
Statistical test
26
Statistischer Test
26
ARCH model
23
ARCH-Modell
23
Panel
22
Panel study
22
Welt
22
World
22
Cointegration
20
Kointegration
20
Regression analysis
20
Regressionsanalyse
20
Statistical distribution
20
Statistische Verteilung
20
Capital income
16
Exchange rate
16
Kapitaleinkommen
16
Microeconometrics
16
Mikroökonometrie
16
Private consumption
16
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Online availability
All
Undetermined
28
Free
7
Type of publication
All
Article
304
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Statistik
Article in journal
304
Collection of articles of several authors
6
Sammelwerk
6
Conference proceedings
1
Country report
1
Konferenzschrift
1
Länderbericht
1
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Language
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English
304
Author
All
Pesaran, M. Hashem
5
Clark, Todd E.
4
Franses, Philip Hans
4
Kilian, Lutz
3
Lucas, André
3
Marcellino, Massimiliano
3
Pagan, Adrian R.
3
Palm, Franz C.
3
Phillips, Peter C. B.
3
Trivedi, Pravin K.
3
Baillie, Richard
2
Baltagi, Badi H.
2
Banerjee, Anindya
2
Bianchi, Marco
2
Blundell, Richard W.
2
Carriero, Andrea
2
Deb, Partha
2
Deschamps, Jean-Philippe
2
Fair, Ray C.
2
Fleissig, Adrian R.
2
Hall, Stephen G.
2
Hodgson, Douglas J.
2
Jäger, Albert
2
Kodde, David A.
2
Koenker, Roger
2
Koop, Gary
2
Koopman, Siem Jan
2
Kooreman, Peter
2
Kuan, Chung-ming
2
Kunst, Robert M.
2
Lee, Lung-fei
2
Lee, Myoung-jae
2
MacKinnon, James G.
2
Martin, Gael M.
2
McAleer, Michael
2
Monfort, Alain
2
Nielsen, Morten Ørregaard
2
Osborn, Denise R.
2
Paap, Richard
2
Praag, Bernard M. S. van
2
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Published in...
All
Journal of applied econometrics
Economics letters
718
Journal of econometrics
561
Applied economics
463
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
402
European journal of operational research : EJOR
360
The review of economics and statistics
350
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
340
The American economic review
325
American journal of agricultural economics
313
Econometric theory
306
Applied economics letters
256
Journal of monetary economics
256
Economic modelling
252
The review of financial studies
242
Journal of banking & finance
239
The journal of finance : the journal of the American Finance Association
236
Journal of economic dynamics & control
233
Econometric reviews
218
Journal of international money and finance
217
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
214
Journal of macroeconomics
213
Computers & operations research : and their applications to problems of world concern ; an international journal
210
Journal of political economy
202
Journal of financial economics
196
Journal of money, credit and banking : JMCB
190
International economic review
184
Oxford bulletin of economics and statistics
175
Journal of urban economics
166
Southern economic journal
162
Journal of quantitative economics : official journal of the Indian Econometric Society
153
European economic review : EER
152
Economic inquiry : journal of the Western Economic Association International
151
International journal of production research
150
Journal of forecasting
143
Macroeconomic dynamics
143
The economic journal : the journal of the Royal Economic Society
143
The journal of futures markets
143
International review of economics & finance : IREF
142
Journal of empirical finance
142
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ECONIS (ZBW)
304
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21
Inattention and the impact of monetary policy
An, Zidong
;
Abo-Zaid, Salem
;
Sheng, Xuguang
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 623-643
Persistent link: https://www.econbiz.de/10014288031
Saved in:
22
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
23
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
24
Reevaluating the evidence on seasonality in housing market match quality : replication of Ngai and Tenreyro (2014)
Scrimgeour, Dean
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1403-1409
Persistent link: https://www.econbiz.de/10013473988
Saved in:
25
Identifying factor-augmented vector autoregression models via changes in shock variances
Yamamoto, Yohei
;
Hara, Naoko
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 722-745
Persistent link: https://www.econbiz.de/10013332683
Saved in:
26
Modeling financial sector joint tail risk in the Euro Area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 171-191
Persistent link: https://www.econbiz.de/10011688510
Saved in:
27
Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane
;
Killian, Lutz
;
Lee, Thomas
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011689781
Saved in:
28
Weak and strong cross-sectional dependence : a panel data analysis of international technology diffusion
Ertur, Kamil C.
;
Musolesi, Antonio
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 477-503
Persistent link: https://www.econbiz.de/10011690519
Saved in:
29
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
30
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
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