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subject:"Prognoseverfahren"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international money and finance"
~subject:"Causality analysis"
~subject:"Statistical distribution"
~subject:"United Kingdom"
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Prognoseverfahren
Causality analysis
Statistical distribution
United Kingdom
Estimation
1,287
Schätzung
1,281
Theorie
481
Theory
481
Estimation theory
357
Schätztheorie
357
Time series analysis
234
Zeitreihenanalyse
234
Volatility
231
Volatilität
231
USA
229
United States
228
Nichtparametrisches Verfahren
173
Nonparametric statistics
173
Capital income
150
Kapitaleinkommen
150
Forecasting model
148
Panel
140
Panel study
140
Welt
129
World
129
Regression analysis
127
Regressionsanalyse
127
Exchange rate
124
Wechselkurs
124
Börsenkurs
118
Share price
118
VAR model
79
VAR-Modell
78
Bayes-Statistik
73
Bayesian inference
73
Stochastic process
73
Stochastischer Prozess
73
Geldpolitik
72
Kaufkraftparität
72
Monetary policy
72
Purchasing power parity
72
Schock
71
Shock
71
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Undetermined
177
Free
5
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Article
296
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295
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295
Conference paper
2
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2
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English
296
Author
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Bollerslev, Tim
5
Ghysels, Eric
5
Hsu, Yu-Chin
5
Callaway, Brantly
4
Diebold, Francis X.
4
Kim, Donggyu
4
Koop, Gary
4
Linton, Oliver
4
Ravazzolo, Francesco
4
Todorov, Viktor
4
Bekaert, Geert
3
Cheung, Yin-Wong
3
Chinn, Menzie David
3
Fan, Jianqing
3
Harvey, Andrew C.
3
Lee, Tae-hwy
3
Marcellino, Massimiliano
3
Pesaran, M. Hashem
3
Rossi, Barbara
3
Sant'Anna, Pedro H. C.
3
Taamouti, Abderrahim
3
Tu, Yundong
3
Andersen, Torben
2
Andreou, Elena
2
Bandi, Federico M.
2
Beckmann, Joscha
2
Bertanha, Marinho
2
Carrasco, Marine
2
Chan, Joshua
2
Chen, Heng
2
Chiang, Harold D.
2
Demetrescu, Matei
2
Dijk, Herman K. van
2
Fosten, Jack
2
Frölich, Markus
2
Gonzalo, Jesús
2
Gutknecht, Daniel
2
Hollstein, Fabian
2
Hong, Yongmiao
2
Huber, Florian
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of international money and finance
Discussion paper series / IZA
306
Applied economics
241
Discussion paper / Centre for Economic Policy Research
167
International journal of forecasting
157
Working paper / National Bureau of Economic Research, Inc.
144
NBER working paper series
136
Economic modelling
127
NBER Working Paper
127
Applied economics letters
121
IZA Discussion Paper
117
Finance research letters
115
Journal of forecasting
111
CESifo working papers
110
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
99
Working paper
98
Economics letters
97
Journal of banking & finance
97
Energy economics
90
International review of financial analysis
90
International review of economics & finance : IREF
86
Applied financial economics
82
Discussion paper
79
Journal of empirical finance
78
Journal of financial economics
71
The North American journal of economics and finance : a journal of financial economics studies
65
The European journal of finance
63
Discussion paper / Tinbergen Institute
60
Journal of applied econometrics
59
International Journal of Energy Economics and Policy : IJEEP
56
Oxford bulletin of economics and statistics
55
Discussion papers in economics
54
The journal of futures markets
49
Journal of international financial markets, institutions & money
48
International journal of finance & economics : IJFE
47
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
45
Working papers / Bank of England
45
Discussion papers / CEPR
44
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ECONIS (ZBW)
296
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296
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1
Estimating density ratio of marginals to joint : applications to causal inference
Matsushita, Yukitoshi
;
Otsu, Taisuke
;
Takahata, Keisuke
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 467-481
Persistent link: https://www.econbiz.de/10014448247
Saved in:
2
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
3
Local polynomial order in regression discontinuity designs
Pei, Zhuan
;
Lee, David S.
;
Card, David E.
;
Weber, Andrea
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1259-1267
Persistent link: https://www.econbiz.de/10013539508
Saved in:
4
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
Saved in:
5
Local composite quantile regression for regression discontinuity
Huang, Xiao
;
Zhan, Zhaoguo
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1863-1875
Persistent link: https://www.econbiz.de/10013540525
Saved in:
6
Is the Bank of Canada concerned about inflation or the state of the economy?
Pang, Ke
;
Shiamptanis, Christos
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451379
Saved in:
7
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:
8
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
9
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:
10
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
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