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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~subject:"Cointegration"
~subject:"Monte-Carlo-Simulation"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Cointegration
Monte-Carlo-Simulation
Theory
Estimation theory
699
Schätztheorie
699
Nichtparametrisches Verfahren
172
Nonparametric statistics
172
Regression analysis
162
Regressionsanalyse
162
Time series analysis
158
Zeitreihenanalyse
158
Estimation
151
Schätzung
148
Panel
93
Panel study
93
Statistical test
87
Statistischer Test
87
Volatility
74
Volatilität
74
Induktive Statistik
55
Statistical inference
55
Bootstrap approach
53
Bootstrap-Verfahren
53
Maximum likelihood estimation
53
Maximum-Likelihood-Schätzung
53
Autocorrelation
51
Autokorrelation
51
Method of moments
51
Forecasting model
50
Momentenmethode
50
Prognoseverfahren
50
Instrumental variables
43
Stochastic process
43
Stochastischer Prozess
43
Capital income
41
Causality analysis
41
Correlation
41
Kapitaleinkommen
41
Kausalanalyse
41
Korrelation
41
Panel data
40
Bayes-Statistik
36
Bayesian inference
36
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Article
65
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65
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65
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English
65
Author
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Phillips, Peter C. B.
5
Tu, Yundong
3
Dufour, Jean-Marie
2
Fulop, Andras
2
Gao, Jiti
2
Horowitz, Joel
2
Lee, Ji Hyung
2
Li, Degui
2
Li, Junye
2
Li, Yong
2
Varneskov, Rasmus Tangsgaard
2
Wang, Qiying
2
Xiao, Zhijie
2
Yu, Jun
2
Ahsan, Nazmul
1
Akker, Ramon van den
1
Andersen, Torben
1
Aruoba, S. Borağan
1
Barigozzi, Matteo
1
Bergamelli, Michele
1
Bianchi, Annamaria
1
Borowska, Agnieszka
1
Breunig, Christoph
1
Busch, Marie
1
Carrion i Silvestre, Josep Lluís
1
Chambers, Marcus J.
1
Chaudhuri, Saraswata
1
Chen, Jiaqi
1
Chen, Xiaohong
1
Cho, Jin Seo
1
Choi, Seungmoon
1
Christensen, Bent Jesper
1
Delgado, Miguel A.
1
Dhaene, Geert
1
Dijk, Herman K. van
1
Doko Tchatoka, Firmin
1
Dominicy, Yves
1
Fan, Rui
1
Forneron, Jean-Jacques
1
Francq, Christian
1
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Journal of econometrics
Econometric reviews
31
Discussion paper / Centre for Economic Policy Research
27
Economics letters
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Computational economics
21
Working paper / National Bureau of Economic Research, Inc.
20
SpringerLink / Bücher
18
Econometric theory
15
International journal of forecasting
15
European journal of operational research : EJOR
14
Economic modelling
11
Applied economics
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Jahrbücher für Nationalökonomie und Statistik
10
The econometrics journal
10
The review of economics and statistics
10
Journal of time series econometrics
9
Applied economics letters
8
Discussion papers / CEPR
8
Insurance / Mathematics & economics
8
Journal of quantitative economics
8
Quantitative finance
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Journal of economic dynamics & control
7
Essays in honor of Joon Y. Park : econometric theory
6
Finance research letters
6
Operations research letters
6
Operations research
5
Oxford bulletin of economics and statistics
5
The journal of computational finance
4
BestMasters
3
Computational Management Science : CMS
3
Energy economics
3
Finance and economics discussion series
3
International journal of computational economics and econometrics : IJCEE
3
International journal of economics and finance
3
Journal of econometric methods
3
Mathematics of operations research
3
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ECONIS (ZBW)
65
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1
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
2
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
3
Improved marginal likelihood estimation via power posteriors and importance sampling
Li, Yong
;
Wang, Nianling
;
Yu, Jun
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
Saved in:
4
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
5
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
6
Estimation and inference about tail features with tail censored data
Wang, Yulong
;
Xiao, Zhijie
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 363-387
Persistent link: https://www.econbiz.de/10013463894
Saved in:
7
Nonparametric inference for quantile cointegrations with stationary covariates
Tu, Yundong
;
Liang, Han-Ying
;
Wang, Qiying
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 453-482
Persistent link: https://www.econbiz.de/10013464076
Saved in:
8
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
9
SVARs with occasionally-binding constraints
Aruoba, S. Borağan
;
Mlikota, Marko
;
Schorfheide, Frank
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 477-499
Persistent link: https://www.econbiz.de/10013464897
Saved in:
10
Bayesian estimation of long-run risk models using sequential Monte Carlo
Fulop, Andras
;
Heng, Jeremy
;
Li, Junye
;
Liu, Hening
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 62-84
Persistent link: https://www.econbiz.de/10013441725
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