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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Journal of economic dynamics & control"
~subject:"CAPM"
~type_genre:"Article in journal"
~type_genre:"Biografie"
~type_genre:"Book section"
~type_genre:"Systematic review"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
CAPM
Estimation theory
88
Schätztheorie
88
Theorie
36
Theory
36
Estimation
15
Time series analysis
13
Zeitreihenanalyse
13
Schätzung
11
Bayes-Statistik
9
Bayesian inference
9
Dynamic equilibrium
9
Dynamisches Gleichgewicht
9
Rational expectations
9
Rationale Erwartung
9
VAR model
9
VAR-Modell
9
Agent-based modeling
8
Agentenbasierte Modellierung
8
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Simulation
7
Bayesian estimation
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Modellierung
5
Scientific modelling
5
State space model
5
Zustandsraummodell
5
ARCH model
4
ARCH-Modell
4
Capital income
4
DSGE model
4
Identification
4
Kapitaleinkommen
4
Learning process
4
Lernprozess
4
Option pricing theory
4
Optionspreistheorie
4
Schock
4
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10
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Article in journal
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English
10
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Amaya, Diego
1
Blenman, Lloyd P.
1
Boudreault, Mathieu
1
Cabrales, Antonio
1
Chiaromonte, Francesca
1
Giachini, Daniele
1
Hoshi, Takeo
1
Khalaf, Lynda
1
Lamperti, Francesco
1
Li, Minqiang
1
Lof, Matthijs
1
Magnus, Jan R.
1
McLeish, Don L.
1
Miranda, Mario J.
1
Morris, Stephen D.
1
Pijls, Henk G. J.
1
Rui, Xiongwen
1
Schaller, Huntley
1
Sentana, Enrique
1
Vandin, Andrea
1
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Journal of economic dynamics & control
Journal of econometrics
77
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
Economics letters
43
Econometric reviews
38
Econometric theory
33
Statistics in transition : an international journal of the Polish Statistical Association
17
Journal of financial economics
15
The journal of finance : the journal of the American Finance Association
14
European journal of operational research : EJOR
12
International economic review
12
Oxford bulletin of economics and statistics
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Insurance / Mathematics & economics
11
Journal of quantitative economics : official journal of the Indian Econometric Society
11
Order statistics: applications
11
The review of economic studies
11
American journal of agricultural economics
9
Finance research letters
9
International journal of forecasting
9
Jahrbücher für Nationalökonomie und Statistik
8
Journal of applied econometrics
8
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
8
Statistical papers
8
The econometrics journal
8
The review of economics and statistics
8
Annales d'économie et de statistique
7
Journal of empirical finance
7
Journal of the American Statistical Association : JASA
7
Quantitative economics : QE ; journal of the Econometric Society
7
Review of quantitative finance and accounting
7
Special section on small-sample properties of generalized method of moments (GMM)
7
Econometrics : open access journal
6
Journal of financial and quantitative analysis : JFQA
6
Journal of financial econometrics
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of the Royal Statistical Society
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Operations research letters
6
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ECONIS (ZBW)
10
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1
Automated and distributed statistical analysis of economic agent-based models
Vandin, Andrea
;
Giachini, Daniele
;
Lamperti, Francesco
; …
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-33
Persistent link: https://www.econbiz.de/10013542997
Saved in:
2
The Jacobian of the exponential function
Magnus, Jan R.
;
Pijls, Henk G. J.
;
Sentana, Enrique
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012668907
Saved in:
3
Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias
Amaya, Diego
;
Boudreault, Mathieu
;
McLeish, Don L.
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 297-313
Persistent link: https://www.econbiz.de/10012130974
Saved in:
4
DSGE pileups
Morris, Stephen D.
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 56-86
Persistent link: https://www.econbiz.de/10011740475
Saved in:
5
Identification and inference in two-pass asset pricing models
Khalaf, Lynda
;
Schaller, Huntley
- In:
Journal of economic dynamics & control
70
(
2016
),
pp. 165-177
Persistent link: https://www.econbiz.de/10011708673
Saved in:
6
Heterogeneity in stock prices : a STAR model with multivariate transition function
Lof, Matthijs
- In:
Journal of economic dynamics & control
36
(
2012
)
12
,
pp. 1845-1854
Persistent link: https://www.econbiz.de/10009701922
Saved in:
7
A damped diffusion framework for financial modeling and closed-form maximum likelihood estimation
Li, Minqiang
- In:
Journal of economic dynamics & control
34
(
2010
)
2
,
pp. 132-157
Persistent link: https://www.econbiz.de/10003947634
Saved in:
8
Maximum likelihood estimation of the nonlinear rational expectations asset pricing model
Miranda, Mario J.
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1493-1510
Persistent link: https://www.econbiz.de/10001222034
Saved in:
9
Heterogeneous beliefs, wealth accumulation, and asset price dynamics
Cabrales, Antonio
- In:
Journal of economic dynamics & control
20
(
1996
)
6
,
pp. 1073-1100
Persistent link: https://www.econbiz.de/10001200765
Saved in:
10
An alternative approach to stochastic calculus for economic and financial models
Blenman, Lloyd P.
(
contributor
)
- In:
Journal of economic dynamics & control
19
(
1995
)
3
,
pp. 553-568
Persistent link: https://www.econbiz.de/10001172924
Saved in:
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