//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Econometric theory"
~isPartOf:"Special section on small-sample properties of generalized method of moments (GMM)"
~isPartOf:"Working papers / Federal Reserve Bank of Philadelphia, Economic Research Division"
~person:"Andersen, Torben"
~person:"Diebold, Francis X."
~person:"Ing, Ching-kang"
~subject:"Strukturbruch"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 10 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
USA
Strukturbruch
Volatilität
Estimation theory
10
Schätztheorie
10
Forecasting model
4
Time series analysis
4
Zeitreihenanalyse
4
Estimation
3
Schätzung
3
Cointegration
2
Exchange rate
2
Kointegration
2
Theorie
2
Theory
2
Wechselkurs
2
Autocorrelation
1
Autokorrelation
1
Business cycle
1
Capital income
1
Cattle market
1
Dynamic equilibrium
1
Dynamische Wirtschaftstheorie
1
Dynamisches Gleichgewicht
1
Economic dynamics
1
Induktive Statistik
1
Kapitaleinkommen
1
Konjunktur
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Regression analysis
1
Regressionsanalyse
1
Rindermarkt
1
Statistical inference
1
Statistical theory
1
Statistische Methodenlehre
1
Volatility
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
5
Author
All
Andersen, Torben
Diebold, Francis X.
Ing, Ching-kang
Christoffersen, Peter F.
2
Harvey, David I.
2
Leybourne, Stephen James
2
Li, Jia
2
Park, Joon Y.
2
Taylor, Robert
2
Bao, Yong
1
Breitung, Jörg
1
Cai, Zongwu
1
Camponovo, Lorenzo
1
Cavaliere, Giuseppe
1
Chambers, Marcus J.
1
Chen, Xiaohong
1
Christiano, Lawrence J.
1
Christopeit, Norbert
1
Den Haan, Wouter J.
1
Feng, Yuanhua
1
Francq, Christian
1
Ghysels, Eric
1
Greenaway-McGrevy, Ryan
1
Hahn, Sang B.
1
Hansen, Bruce E.
1
Harris, David
1
Hidalgo, Javier
1
Jing, Bingyi
1
Kanaya, Shin
1
Kim, Jihyun
1
Kong, Xinbing
1
Koo, Bonsoo
1
Kristensen, Dennis
1
Le Quyen Thieu
1
Levine, Michael
1
Li, Jinguang
1
Linton, Oliver
1
Liu, Yunxiao
1
Liu, Zhi
1
MacGarry, Joanne
1
more ...
less ...
Published in...
All
Econometric theory
Special section on small-sample properties of generalized method of moments (GMM)
Working papers / Federal Reserve Bank of Philadelphia, Economic Research Division
Journal of econometrics
7
NBER working paper series
5
Working paper / National Bureau of Economic Research, Inc.
4
NBER Working Paper
3
Technical working paper / National Bureau of Economic Research
3
CREATES research paper
2
Financial Institutions Center
2
Research paper / Federal Reserve Bank of New York
2
The journal of finance : the journal of the American Finance Association
2
The review of economic studies
2
Working papers / Rodney L. White Center for Financial Research
2
Business cycles, indicators, and forecasting
1
Global COE Hi-Stat discussion paper series
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
NBER technical working paper series
1
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
1
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
Saved in:
2
Prediction errors in nonstationary autoregressions of infinite order
Ing, Ching-kang
;
Sin, Chor-yiu
;
Yu, Shu-hui
- In:
Econometric theory
26
(
2010
)
3
,
pp. 774-803
Persistent link: https://www.econbiz.de/10003992431
Saved in:
3
Optimal prediction under asymmetric loss
Christoffersen, Peter F.
- In:
Econometric theory
13
(
1997
)
6
,
pp. 808-817
Persistent link: https://www.econbiz.de/10001236164
Saved in:
4
Optimal prediction under asymmetric loss
Christoffersen, Peter F.
;
Diebold, Francis X.
-
1997
Persistent link: https://www.econbiz.de/10000968816
Saved in:
5
GMM estimation of a stochastic volatility model : a Monte Carlo study
Andersen, Torben
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 328-352
Persistent link: https://www.econbiz.de/10001334392
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->