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subject:"Forecasting model"
subject:"Theorie"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Search: subject_exact:"Estimation theory"
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Forecasting model
Theorie
Estimation theory
984
Schätztheorie
984
Theory
311
Estimation
235
Schätzung
235
Time series analysis
177
Zeitreihenanalyse
177
Nichtparametrisches Verfahren
171
Nonparametric statistics
171
Regression analysis
155
Regressionsanalyse
155
USA
113
United States
112
Panel
85
Panel study
85
Causality analysis
63
Kausalanalyse
63
Statistical test
60
Statistischer Test
60
Prognoseverfahren
58
Induktive Statistik
52
Statistical inference
52
Volatility
46
Volatilität
46
Simulation
45
Correlation
44
Korrelation
44
Monte Carlo simulation
42
Monte-Carlo-Simulation
42
Bayes-Statistik
38
Bayesian inference
38
Bootstrap approach
37
Bootstrap-Verfahren
37
Maximum likelihood estimation
36
Maximum-Likelihood-Schätzung
36
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35
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35
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34
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55
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24
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298
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297
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Lechner, Michael
5
Vella, Francis
5
Bauwens, Luc
4
Heckman, James J.
4
Pesaran, M. Hashem
4
Baltagi, Badi H.
3
Cai, Zongwu
3
Cheung, Yin-Wong
3
Franses, Philip Hans
3
Ghysels, Eric
3
Hall, Alastair R.
3
Hansen, Christian Bailey
3
Imbens, Guido
3
Keane, Michael P.
3
Klein, Roger W.
3
Koop, Gary
3
Krämer, Walter
3
Pfeffermann, Danny
3
Winkelmann, Rainer
3
Bera, Anil K.
2
Bollerslev, Tim
2
Brücker, Herbert
2
Burnside, Craig
2
Conniffe, Denis
2
Drost, Feike C.
2
Dustmann, Christian
2
Ericsson, Neil R.
2
Farré, Lídia
2
Fiebig, Denzil G.
2
Fredriksson, Peter
2
Granger, C. W. J.
2
Gregory, Allan W.
2
Hansen, Bruce E.
2
Hansen, Lars Peter
2
Hassler, Uwe
2
Hendry, David F.
2
Higgins, Matthew Lawrence
2
Hill, Rufus Carter
2
Johansson, Per-Olov
2
King, Maxwell L.
2
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Forschungsinstitut zur Zukunft der Arbeit
9
Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
1
Universität Konstanz
1
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Discussion paper series / IZA
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
437
Economics letters
403
Econometric theory
294
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
241
Série des documents de travail / Centre de Recherche en Économie et Statistique
156
Journal of applied econometrics
140
Econometric reviews
139
Journal of quantitative economics : official journal of the Indian Econometric Society
138
International journal of forecasting
127
The review of economics and statistics
123
Oxford bulletin of economics and statistics
105
Journal of forecasting
96
Discussion paper / Tinbergen Institute
95
Working paper / National Bureau of Economic Research, Inc.
86
Discussion paper / Center for Economic Research, Tilburg University
85
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Statistical papers
79
CORE discussion paper : DP
77
The review of economic studies
60
International economic review
59
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Applied economics
56
Technical working paper / National Bureau of Economic Research
55
Working paper series
53
American journal of agricultural economics
50
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Europäische Hochschulschriften / 5
44
The econometrics journal
43
Cowles Foundation discussion paper
41
Journal of the Royal Statistical Society
41
Working paper
41
SFB 649 discussion paper
40
Journal of economic dynamics & control
39
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Report / Econometric Institute, Erasmus University Rotterdam
39
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ECONIS (ZBW)
353
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1
Combining p-values for multivariate predictive ability testing
Spreng, Lars
;
Urga, Giovanni
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 765-777
Persistent link: https://www.econbiz.de/10014448433
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2
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
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3
Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu
;
Liu, Huihang
;
Wei, Yizheng
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
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4
Predicting the global minimum variance portfolio
Reh, Laura
;
Krüger, Fabian
;
Liesenfeld, Roman
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 440-452
Persistent link: https://www.econbiz.de/10014448239
Saved in:
5
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
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6
Testing for structural change of predictive regression model to threshold predictive regression model
Zhu, Fukang
;
Liu, Mengya
;
Ling, Shiqing
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 228-240
Persistent link: https://www.econbiz.de/10013540808
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7
A Bayesian quantile time series model for asset returns
Griffin, Jim E.
;
Mitrodima, Gelly
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 16-27
Persistent link: https://www.econbiz.de/10012804077
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8
Nonparametric estimation and conformal inference of the sufficient forecasting with a diverging number of factors
Yu, Xiufan
;
Yao, Jiawei
;
Xue, Lingzhou
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 342-354
Persistent link: https://www.econbiz.de/10012804117
Saved in:
9
Targeting predictors via partial distance correlation with applications to financial forecasting
Yousuf, Kashif
;
Yang, Feng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1007-1019
Persistent link: https://www.econbiz.de/10013539410
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10
Robust inference for diffusion-index forecasts with cross-sectionally dependent data
Kim, Min Seong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1153-1167
Persistent link: https://www.econbiz.de/10013539471
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