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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Journal of econometrics"
~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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Subject
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Estimation theory
Schätzung
Mathematische Optimierung
Time series analysis
Theorie
1,588
Theory
1,588
Schätztheorie
366
Zeitreihenanalyse
323
Estimation
165
Nichtparametrisches Verfahren
139
Nonparametric statistics
139
Statistical test
127
Statistischer Test
127
Forecasting model
126
Prognoseverfahren
126
Volatility
124
Volatilität
124
Regression analysis
113
Regressionsanalyse
113
Stochastic process
103
Stochastischer Prozess
103
USA
92
United States
92
Panel
91
Panel study
91
Bayes-Statistik
87
Bayesian inference
87
Ökonometrie
81
Econometrics
80
Statistical distribution
78
Statistische Verteilung
78
Method of moments
77
Momentenmethode
77
Cointegration
72
Kointegration
72
Monte Carlo simulation
72
Monte-Carlo-Simulation
72
Markov chain
71
Markov-Kette
71
Bootstrap approach
68
Bootstrap-Verfahren
68
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Online availability
All
Undetermined
158
Type of publication
All
Article
737
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
Fallstudie
Aufsatz in Zeitschrift
745
Collection of articles of several authors
15
Sammelwerk
15
Konferenzschrift
8
Conference proceedings
6
Festschrift
3
Conference paper
2
Konferenzbeitrag
2
Aufsatzsammlung
1
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Language
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English
745
Author
All
Phillips, Peter C. B.
22
Koop, Gary
12
Gouriéroux, Christian
9
Swanson, Norman R.
8
Chib, Siddhartha
7
Kohn, Robert
7
Lee, Lung-fei
7
Pesaran, M. Hashem
7
Teräsvirta, Timo
7
Yu, Jun
7
Li, Qi
6
Mariano, Roberto S.
6
Steel, Mark F. J.
6
Xiao, Zhijie
6
Aït-Sahalia, Yacine
5
Chen, Xiaohong
5
Diebold, Francis X.
5
Ghysels, Eric
5
Gonzalo, Jesús
5
Granger, C. W. J.
5
Hallin, Marc
5
Hong, Yongmiao
5
Linton, Oliver
5
Scaillet, Olivier
5
Schmidt, Peter
5
Bai, Jushan
4
Baltagi, Badi H.
4
Barigozzi, Matteo
4
Bierens, Herman J.
4
Breitung, Jörg
4
Chen, Songnian
4
Fan, Yanqin
4
Franses, Philip Hans
4
Haldrup, Niels
4
Herwartz, Helmut
4
Hsiao, Cheng
4
Jong, Robert M. de
4
King, Maxwell L.
4
Liao, Yuan
4
Lütkepohl, Helmut
4
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Institution
All
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Published in...
All
Journal of econometrics
European journal of operational research : EJOR
1,812
Computers & operations research : and their applications to problems of world concern ; an international journal
1,059
Economics letters
781
Operations research letters
537
International journal of production research
492
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
472
Econometric theory
428
Applied economics
424
International journal of forecasting
357
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
Journal of applied econometrics
306
Mathematics of operations research
305
Operations research
296
Economic modelling
294
Journal of forecasting
291
Econometric reviews
284
Journal of economic dynamics & control
284
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
263
The review of economics and statistics
232
Applied economics letters
224
Management science : journal of the Institute for Operations Research and the Management Sciences
224
International journal of production economics
200
Journal of international money and finance
187
Mathematical methods of operations research
187
Oxford bulletin of economics and statistics
186
Omega : the international journal of management science
167
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 the Operational Research Society : OR
158
Journal of macroeconomics
157
Computational economics
156
Top : an official journal of the Spanish Society of Statistics and Operations Research
149
American journal of agricultural economics
147
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
146
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
141
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Source
All
ECONIS (ZBW)
745
Showing
1
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10
of
745
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date (oldest first)
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
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:
4
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
5
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
6
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
Saved in:
7
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
8
Optimal model averaging based on forward-validation
Zhang, Xiaomeng
;
Zhang, Xinyu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
Saved in:
9
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:
10
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
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