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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Mathematische Optimierung"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Non-commercial literature"
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Estimation theory
Schätzung
Mathematische Optimierung
Theorie
857
Theory
857
Time series analysis
233
Zeitreihenanalyse
233
Schätztheorie
195
USA
187
United States
187
Estimation
167
Forecasting model
137
Prognoseverfahren
137
Volatility
75
Volatilität
75
Statistical test
68
Statistischer Test
68
Bayes-Statistik
67
Bayesian inference
67
Statistical theory
67
Statistische Methodenlehre
67
Capital income
60
Kapitaleinkommen
60
Nichtparametrisches Verfahren
60
Nonparametric statistics
60
Stochastic process
52
Stochastischer Prozess
52
Statistical distribution
48
Statistische Verteilung
48
Regression analysis
41
Regressionsanalyse
41
Markov chain
38
Markov-Kette
38
Simulation
38
Börsenkurs
33
Share price
33
VAR model
33
VAR-Modell
33
ARCH model
32
ARCH-Modell
32
Monte Carlo simulation
31
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All
Undetermined
69
Free
4
Type of publication
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Article
336
Type of publication (narrower categories)
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Article in journal
Bibliography included
Non-commercial literature
Aufsatz in Zeitschrift
336
Collection of articles of several authors
2
Sammelwerk
2
Bibliografie enthalten
1
Reprint
1
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Language
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English
336
Author
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Franses, Philip Hans
3
Ghysels, Eric
3
Granger, C. W. J.
3
Hall, Alastair R.
3
Lechner, Michael
3
Lucas, André
3
Pfeffermann, Danny
3
Sentana, Enrique
3
Steel, Mark F. J.
3
Andrews, Donald W. K.
2
Bauwens, Luc
2
Bera, Anil K.
2
Bollerslev, Tim
2
Burnside, Craig
2
Carrasco, Marine
2
Chan, Joshua
2
Cheung, Yin-Wong
2
Delle Monache, Davide
2
Diebold, Francis X.
2
Drost, Feike C.
2
Enders, Walter
2
Engle, Robert F.
2
Ericsson, Neil R.
2
Fiebig, Denzil G.
2
Gonzalo, Jesús
2
Gregory, Allan W.
2
Haldrup, Niels
2
Hamilton, James D.
2
Hansen, Bruce E.
2
Hansen, Christian Bailey
2
Hansen, Lars Peter
2
Harvey, Andrew C.
2
Higgins, Matthew Lawrence
2
Horváth, Lajos
2
Keane, Michael P.
2
King, Maxwell L.
2
Leybourne, Stephen James
2
Li, Qi
2
Lian, Heng
2
Maddala, Gangadharrao S.
2
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Published in...
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
European journal of operational research : EJOR
1,827
Computers & operations research : and their applications to problems of world concern ; an international journal
1,053
Economics letters
604
Working paper / National Bureau of Economic Research, Inc.
551
Operations research letters
533
Journal of econometrics
521
International journal of production research
489
Applied economics
360
Discussion paper / Centre for Economic Policy Research
353
Mathematics of operations research
321
Discussion paper series / IZA
315
INFORMS journal on computing : JOC
314
Operations research
303
Econometric theory
299
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
297
Journal of applied econometrics
264
Discussion paper / Tinbergen Institute
262
CESifo working papers
254
Journal of economic dynamics & control
248
Economic modelling
226
The review of economics and statistics
215
Working paper
211
Management science : journal of the Institute for Operations Research and the Management Sciences
207
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
201
Econometric reviews
198
Discussion paper / Center for Economic Research, Tilburg University
189
Mathematical methods of operations research
186
International journal of production economics
185
Applied economics letters
181
Série des documents de travail / Centre de Recherche en Économie et Statistique
175
Journal of international money and finance
174
Omega : the international journal of management science
172
Transportation research / E : an international journal
156
Journal of quantitative economics : official journal of the Indian Econometric Society
154
Oxford bulletin of economics and statistics
153
CORE discussion paper : DP
152
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
151
Journal of the Operational Research Society : OR
147
Discussion paper
145
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ECONIS (ZBW)
336
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1
Modeling extreme events : time-varying extreme tail shape
D'Innocenzo, Enzo
;
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10015053506
Saved in:
2
Modeling and forecasting macroeconomic downside risk
Delle Monache, Davide
;
De Polis, Andrea
;
Petrella, Ivan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 1010-1025
Persistent link: https://www.econbiz.de/10015053528
Saved in:
3
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
Saved in:
4
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
5
Homogeneity and sparsity analysis for high-dimensional panel data models
Wang, Wu
;
Zhu, Zhongyi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 26-35
Persistent link: https://www.econbiz.de/10014448669
Saved in:
6
On bivariate time-varying price staleness
Zhu, Haibin
;
Liu, Zhi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 229-242
Persistent link: https://www.econbiz.de/10014449902
Saved in:
7
Bootstrap inference for panel data quantile regression
Galvão Júnior, Antônio Fialho
;
Parker, Thomas
;
Xiao, …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 628-639
Persistent link: https://www.econbiz.de/10015053434
Saved in:
8
Powerful backtests for historical simulation expected shortfall models
Du, Zaichao
;
Pei, Pei
;
Wang, Xuhui
;
Yang, Tao
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 864-874
Persistent link: https://www.econbiz.de/10015053499
Saved in:
9
Tests for jumps in yield spreads
Winkelmann, Lars
;
Yao, Wenying
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 946-957
Persistent link: https://www.econbiz.de/10015053510
Saved in:
10
GDP solera : the ideal vintage mix
Almuzara, Martín
;
Amengual, Dante
;
Fiorentini, Gabriele
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 984-997
Persistent link: https://www.econbiz.de/10015053515
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