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subject:"Produktivität"
type_genre:"Graue Literatur"
~isPartOf:"Journal of econometrics"
~subject:"Prognoseverfahren"
~type_genre:"Advisory report"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Produktivität
Prognoseverfahren
Estimation
464
Schätzung
459
Estimation theory
216
Schätztheorie
216
Theorie
165
Theory
165
Time series analysis
115
Zeitreihenanalyse
115
Nichtparametrisches Verfahren
106
Nonparametric statistics
106
Volatility
102
Volatilität
102
Panel
93
Panel study
93
Regression analysis
81
Regressionsanalyse
81
Forecasting model
63
Börsenkurs
54
Share price
54
Capital income
53
Kapitaleinkommen
53
USA
53
United States
53
Stochastic process
46
Stochastischer Prozess
46
Factor analysis
38
Faktorenanalyse
38
Panel data
38
Bayes-Statistik
34
Bayesian inference
34
Statistical test
32
Statistischer Test
32
ARCH model
31
ARCH-Modell
31
Statistical distribution
29
Statistische Verteilung
29
Markov chain
27
Markov-Kette
27
Causality analysis
26
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Undetermined
51
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Article
68
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1
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Graue Literatur
Advisory report
Article in journal
Aufsatz in Zeitschrift
69
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1
Conference paper
1
Konferenzbeitrag
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Sammelwerk
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English
69
Author
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Barnett, William A.
3
Fan, Jianqing
3
Kim, Donggyu
3
Koop, Gary
3
Andersen, Torben
2
Andreou, Elena
2
Bollerslev, Tim
2
Fernández, Carmen
2
Ghysels, Eric
2
Hong, Yongmiao
2
Lee, Tae-hwy
2
Patton, Andrew J.
2
Steel, Mark F. J.
2
Todorov, Viktor
2
Tu, Yundong
2
Valkanov, Rossen I.
2
Aruoba, S. Borağan
1
Asai, Manabu
1
Atkinson, Scott Estes
1
Aït-Sahalia, Yacine
1
Bakalli, Gaetan
1
Baltagi, Badi H.
1
Bandi, Federico M.
1
Bekaert, Geert
1
Bennedsen, Mikkel
1
Billio, Monica
1
Bitto, Angela
1
Boot, Tom
1
Casarin, Roberto
1
Catania, Leopoldo
1
Chan, Joshua C. C.
1
Chauvet, Marcelle
1
Chen, Liang
1
Chen, Ying
1
Cho, Dongchul
1
Choi, Yongok
1
Corradi, Valentina
1
Cui, Liyuan
1
Cui, Xiangyu
1
Demetrescu, Matei
1
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Journal of econometrics
International journal of forecasting
157
Applied economics
136
Working paper / National Bureau of Economic Research, Inc.
133
Discussion paper / Centre for Economic Policy Research
111
Journal of forecasting
108
CESifo working papers
99
Discussion paper series / IZA
98
Finance research letters
98
Economic modelling
94
Applied economics letters
93
Journal of banking & finance
81
Economics letters
76
Working paper
75
Energy economics
67
Journal of empirical finance
66
International review of economics & finance : IREF
65
International review of financial analysis
65
Discussion paper
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
Journal of financial economics
59
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
Kiel working paper
50
The North American journal of economics and finance : a journal of financial economics studies
49
Journal of international money and finance
44
Discussion papers / CEPR
41
Discussion paper / Tinbergen Institute
40
Finance and economics discussion series
35
Journal of applied econometrics
35
Pacific-Basin finance journal
35
Discussion paper / Deutsche Bundesbank
31
Discussion papers / Deutsches Institut für Wirtschaftsforschung
31
Journal of international financial markets, institutions & money
31
Journal of macroeconomics
31
The European journal of finance
31
European journal of operational research : EJOR
29
Journal of international economics
29
Journal of productivity analysis
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
27
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ECONIS (ZBW)
69
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1
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
4
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
5
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
6
Inference and forecasting for continuous-time integer-valued trawl processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014365470
Saved in:
7
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
8
Probabilistic prediction for binary treatment choice : with focus on personalized medicine
Manski, Charles F.
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 647-663
Persistent link: https://www.econbiz.de/10014434356
Saved in:
9
How should parameter estimation be tailored to the objective?
Hansen, Peter Reinhard
;
Dumitrescu, Elena-Ivona
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 535-558
Persistent link: https://www.econbiz.de/10013464115
Saved in:
10
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
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