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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Journal of economic dynamics & control"
~subject:"State space model"
~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
State space model
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
CAPM
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Modellierung
5
Scientific modelling
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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7
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Article
10
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Article in journal
Biografie
Book section
Systematic review
Aufsatz in Zeitschrift
10
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English
10
Author
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Boudreault, Mathieu
2
Amaya, Diego
1
Angelini, Elena
1
Blenman, Lloyd P.
1
Böhl, Gregor
1
Chen, Baoline
1
Chiaromonte, Francesca
1
Gauthier, Geneviève
1
Giachini, Daniele
1
Henry, Jérôme
1
Lamperti, Francesco
1
Lux, Thomas
1
Magnus, Jan R.
1
Marcellino, Massimiliano
1
McLeish, Don L.
1
Morris, Stephen D.
1
Pijls, Henk G. J.
1
Sentana, Enrique
1
Strobel, Felix
1
Thomassin, Tommy
1
Vandin, Andrea
1
Zadrozny, Peter A.
1
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Published in...
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Journal of economic dynamics & control
Journal of econometrics
71
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Economics letters
44
Econometric reviews
42
Econometric theory
31
Statistics in transition : an international journal of the Polish Statistical Association
16
Computational economics
14
Econometrics : open access journal
12
International economic review
12
International journal of forecasting
12
Journal of the American Statistical Association : JASA
12
European journal of operational research : EJOR
11
Insurance / Mathematics & economics
11
Journal of quantitative economics : official journal of the Indian Econometric Society
11
Order statistics: applications
11
Oxford bulletin of economics and statistics
11
American journal of agricultural economics
10
The econometrics journal
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
The review of economic studies
9
The review of economics and statistics
9
Annales d'économie et de statistique
8
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
8
Statistical papers
8
Jahrbücher für Nationalökonomie und Statistik
7
Journal of forecasting
7
Applied economics letters
6
Journal of applied econometrics
6
Journal of the Royal Statistical Society
6
Operations research letters
6
Quantitative economics : QE ; journal of the Econometric Society
6
Special section on small-sample properties of generalized method of moments (GMM)
6
Applied economics
5
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
5
Journal of quantitative economics
5
Metrika : international journal for theoretical and applied statistics
5
Risks : open access journal
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
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ECONIS (ZBW)
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1
Estimation of DSGE models with the effective lower bound
Böhl, Gregor
;
Strobel, Felix
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532192
Saved in:
2
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:
3
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:
4
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:
5
Estimation of agent-based models using sequential Monte Carlo methods
Lux, Thomas
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 391-408
Persistent link: https://www.econbiz.de/10011974212
Saved in:
6
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:
7
Estimation of correlations in portfolio credit risk models based on noisy security prices
Boudreault, Mathieu
;
Gauthier, Geneviève
;
Thomassin, Tommy
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 334-349
Persistent link: https://www.econbiz.de/10011589542
Saved in:
8
Estimated US manufacturing production capital and technology based on an estimated dynamic structural economic model
Chen, Baoline
;
Zadrozny, Peter A.
- In:
Journal of economic dynamics & control
33
(
2009
)
7
,
pp. 1398-1418
Persistent link: https://www.econbiz.de/10003846767
Saved in:
9
Interpolation and backdating with a large information set
Angelini, Elena
;
Henry, Jérôme
;
Marcellino, Massimiliano
- In:
Journal of economic dynamics & control
30
(
2006
)
12
,
pp. 2693-2724
Persistent link: https://www.econbiz.de/10003395622
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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