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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Applied economics"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~isPartOf:"SFB 649 discussion paper"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Stochastischer Prozess
Estimation theory
772
Schätztheorie
772
Theorie
345
Theory
345
Zeitreihenanalyse
176
Estimation
149
Schätzung
149
Nichtparametrisches Verfahren
94
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94
Regression analysis
83
Regressionsanalyse
83
USA
51
United States
51
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42
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42
Statistical test
37
Statistischer Test
37
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33
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32
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25
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Franses, Philip Hans
8
Härdle, Wolfgang
8
Spokojnyj, Vladimir G.
8
Bibinger, Markus
6
Reiß, Markus
5
Dijk, Herman K. van
4
Haan, Laurens de
4
Küchler, Uwe
4
Yang, Fuyu
4
Blazsek, Szabolcs
3
Hautsch, Nikolaus
3
Hobijn, Bart
3
Kleibergen, Frank
3
Leon-Gonzalez, Roberto
3
Licht, Adrian
3
Lütkepohl, Helmut
3
Ooms, Marius
3
Stroeker, R. J.
3
Teräsvirta, Timo
3
Baillie, Richard
2
Breitung, Jörg
2
Breunig, Christoph
2
Chen, Haiqiang
2
Franke, Jürgen
2
Gupta, Y. P.
2
Hazewinkel, Michiel
2
Kapetanios, George
2
Kappus, Johanna
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Kim, Jong-Min
2
Koop, Gary
2
Li, Jing
2
Lucas, André
2
Moosa, Imad A.
2
Okhrin, Ostap
2
Okunade, Albert A.
2
Pesaran, M. Hashem
2
Salau, M. O.
2
Staszewska-Bystrova, Anna
2
Söhl, Jakob
2
Teyssière, Gilles
2
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Applied economics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of applied econometrics
Report / Econometric Institute, Erasmus University Rotterdam
SFB 649 discussion paper
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
366
Econometric theory
176
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
165
Economics letters
158
Discussion paper / Tinbergen Institute
122
Econometric reviews
105
International journal of forecasting
72
CREATES research paper
68
Working paper / Department of Econometrics and Business Statistics, Monash University
65
Journal of forecasting
58
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
57
Applied economics letters
52
Cowles Foundation discussion paper
51
Econometrics : open access journal
50
NBER Working Paper
49
Journal of the American Statistical Association : JASA
43
The econometrics journal
43
Economic modelling
42
Journal of time series econometrics
40
Computational economics
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Série des documents de travail / Centre de Recherche en Économie et Statistique
37
Discussion paper / Center for Economic Research, Tilburg University
35
Journal of empirical finance
33
EUI working paper / ECO
32
NBER working paper series
32
Discussion paper
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
European journal of operational research : EJOR
27
Working paper
27
Working paper series
27
Oxford bulletin of economics and statistics
26
Technical working paper / National Bureau of Economic Research
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ECONIS (ZBW)
213
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1
Outlier robust inference in the instrumental variable model with applications to causal effects
Klooster, Jens
;
Zhelonkin, Mikhail
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 86-106
Persistent link: https://www.econbiz.de/10014474440
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2
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
3
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 583-602
Persistent link: https://www.econbiz.de/10013186701
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4
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
5
Penalized sieve estimation of zero-inefficiency stochastic frontiers
Cai, Jun
;
Horrace, William C.
;
Parmeter, Christopher F.
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10014474436
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6
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
7
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
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8
Selecting between causal and noncausal models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
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9
Testing for multiple level shifts with an integrated or stationary noise component
Carrion i Silvestre, Josep Lluís
;
Gadea, María Dolores
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 801-819
Persistent link: https://www.econbiz.de/10014432113
Saved in:
10
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
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