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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of econometrics"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The review of financial studies"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
Estimation theory
2,508
Schätztheorie
2,508
Theorie
749
Theory
749
Zeitreihenanalyse
493
Time series analysis
492
Nichtparametrisches Verfahren
421
Nonparametric statistics
421
Regression analysis
363
Regressionsanalyse
363
Estimation
262
Schätzung
258
Statistical test
194
Statistischer Test
194
Panel
180
Panel study
180
Volatility
138
Volatilität
138
Method of moments
125
Momentenmethode
124
Autocorrelation
108
Autokorrelation
108
Induktive Statistik
105
Statistical inference
105
Maximum likelihood estimation
90
Maximum-Likelihood-Schätzung
90
Cointegration
88
Kointegration
87
Statistical distribution
87
Statistische Verteilung
87
ARCH model
86
ARCH-Modell
86
Forecasting model
86
Instrumental variables
85
Bootstrap approach
84
Bootstrap-Verfahren
84
Stochastic process
77
Stochastischer Prozess
77
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60
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4
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Article
149
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13
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149
Aufsatz in Zeitschrift
149
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13
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13
Graue Literatur
11
Non-commercial literature
11
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3
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3
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English
162
Author
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Lee, Ji Hyung
5
Abadie, Alberto
4
Andersen, Torben
4
Angrist, Joshua D.
4
McCracken, Michael W.
4
Taylor, Robert
4
Cai, Zongwu
3
Corradi, Valentina
3
Demetrescu, Matei
3
Diebold, Francis X.
3
Georgiev, Iliyan
3
Kim, Donggyu
3
Pesaran, M. Hashem
3
Rodrigues, Paulo M. M.
3
Tu, Yundong
3
Baltagi, Badi H.
2
Bollerslev, Tim
2
Christoffersen, Peter F.
2
Clark, Todd E.
2
Fan, Jianqing
2
Fan, Rui
2
Hansen, Bruce E.
2
Imbens, Guido
2
Kao, Chihwa
2
Koopman, Siem Jan
2
Krueger, Alan B.
2
LaFrance, Jeffrey T.
2
Mayer, Walter James
2
Mroz, Thomas A.
2
Ng, Lilian K.
2
Ng, Serena
2
Nimalendran, Mahendrarajah
2
Park, Joon Y.
2
Pope, Rulon D.
2
Rossi, Barbara
2
Sekhposyan, Tatevik
2
Swanson, Norman R.
2
Timmermann, Allan
2
Varneskov, Rasmus Tangsgaard
2
Wang, Yazhen
2
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Econometric theory
Journal of econometrics
Technical working paper / National Bureau of Economic Research
The journal of finance : the journal of the American Finance Association
The review of financial studies
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
132
International journal of forecasting
119
Journal of forecasting
77
The review of economics and statistics
45
Economics letters
40
Working paper / National Bureau of Economic Research, Inc.
35
Journal of applied econometrics
29
Discussion paper / Tinbergen Institute
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
23
Working paper / Department of Econometrics and Business Statistics, Monash University
21
Applied economics
20
American journal of agricultural economics
19
Journal of empirical finance
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
NBER working paper series
18
CREATES research paper
17
Journal of banking & finance
17
Journal of financial and quantitative analysis : JFQA
17
Journal of the American Statistical Association : JASA
16
The econometrics journal
16
Discussion paper
15
Discussion paper series / IZA
15
Econometric reviews
15
Oxford bulletin of economics and statistics
15
The journal of futures markets
15
Working paper
15
Journal of macroeconomics
14
Discussion paper / Centre for Economic Policy Research
13
Finance research letters
13
Insurance / Mathematics & economics
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Working papers / Rutgers University, Department of Economics
12
Applied economics letters
11
CESifo working papers
11
Discussion papers / CEPR
11
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ECONIS (ZBW)
162
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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
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
4
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
5
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:
6
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:
7
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
8
A new robust inference for predictive quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 227-250
Persistent link: https://www.econbiz.de/10014364804
Saved in:
9
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
Saved in:
10
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
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