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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~isPartOf:"Applied economics"
~isPartOf:"Journal of quantitative economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Forecasting model"
~subject:"Sampling"
~subject:"Statistical distribution"
~subject:"Stichprobenerhebung"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliografie"
~type_genre:"Thesis"
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Search: subject_exact:"Estimation theory"
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Regressionsanalyse
Ökonometrie
Forecasting model
Sampling
Statistical distribution
Stichprobenerhebung
Estimation theory
317
Schätztheorie
317
Time series analysis
91
Zeitreihenanalyse
91
Estimation
84
Schätzung
83
Theorie
51
Theory
51
Regression analysis
36
ARCH model
28
ARCH-Modell
28
Volatility
28
Volatilität
28
Cointegration
25
Kointegration
25
Monte Carlo simulation
23
Monte-Carlo-Simulation
23
Prognoseverfahren
23
Nichtparametrisches Verfahren
21
Nonparametric statistics
21
Panel
19
Panel study
19
Statistical test
18
Statistischer Test
18
Einheitswurzeltest
16
Statistische Verteilung
16
USA
16
Unit root test
16
United States
16
Bayes-Statistik
14
Bayesian inference
14
Capital income
14
Kapitaleinkommen
14
Structural break
14
Strukturbruch
14
Maximum likelihood estimation
12
Maximum-Likelihood-Schätzung
12
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Undetermined
60
Free
1
Type of publication
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Article
76
Type of publication (narrower categories)
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Article in journal
Aufsatz im Buch
Aufsatzsammlung
Bibliografie
Thesis
Aufsatz in Zeitschrift
76
Festschrift
1
Language
All
English
76
Author
All
Giles, David E. A.
2
Moosa, Imad A.
2
Abbara, Omar
1
Al-Amin, A. K. M. Abdullah
1
Altman, Edward I.
1
Anatolyev, Stanislav
1
Anjoy, Priyanka
1
Aoki, Takaaki
1
Atems, Bebonchu
1
Badade, Meena
1
Banerjee, Andy
1
Bekiros, Stelios
1
Bera, Anil K.
1
Bergtold, Jason
1
Blazsek, Szabolcs
1
Burns, Kelly
1
Cantarero-Prieto, David
1
Carnero, M. Angeles
1
Carter, Randy L.
1
Ceffer, Attila
1
Chan, Jennifer So Kuen
1
Chang, Sheng-kai
1
Chen, Haiqiang
1
Chen, Sixia
1
Chiu, Yen-Chen
1
Choi, Pilsun
1
Chong, Terence Tai-Leung
1
Chu, Ba
1
Chuang, I-Yuan
1
Dark, Jonathan Graeme
1
De Angelis, Luca
1
De Jongh, Riaan
1
Do Santos, Isabelle
1
Donayre, Luiggi
1
Donfack, Morvan Nongni
1
Dufays, Arnaud
1
Dufour, Jean-Marie
1
Díaz Hernández, Adán
1
Eo, Yunjong
1
Escribano, Álvaro
1
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Published in...
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Applied economics
Journal of quantitative economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
408
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
156
Economics letters
153
Journal of the American Statistical Association : JASA
133
Econometric theory
125
International journal of forecasting
119
Econometric reviews
117
The econometrics journal
80
Journal of forecasting
78
Insurance / Mathematics & economics
68
Statistics in transition : an international journal of the Polish Statistical Association
62
European journal of operational research : EJOR
51
Econometrics : open access journal
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
46
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
38
Applied economics letters
35
Computational economics
35
Economic modelling
32
Journal of applied econometrics
30
Journal of risk and financial management : JRFM
30
Statistical papers
29
Quantitative economics : QE ; journal of the Econometric Society
25
Empirical economics : a quarterly journal of the Institute for Advanced Studies
24
Journal of empirical finance
24
Finance research letters
23
Risks : open access journal
23
Oxford bulletin of economics and statistics
22
Journal of financial econometrics
21
The empirical economics letters : a monthly international journal of economics
19
Journal of econometric methods
18
Journal of quantitative economics : official journal of the Indian Econometric Society
18
Journal of banking & finance
16
Astin bulletin : the journal of the International Actuarial Association
15
Metrika : international journal for theoretical and applied statistics
15
The review of economics and statistics
15
Advances in econometrics
13
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
13
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ECONIS (ZBW)
76
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1
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:
2
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:
3
On the estimation of a class of threshold regression models
Ramamohan Rao, T. V. S.
- In:
Journal of quantitative economics
22
(
2024
)
1
,
pp. 199-209
Persistent link: https://www.econbiz.de/10014518790
Saved in:
4
Hierarchical bayes measurement error small area model for estimation of disaggregated level workers mobility pattern in India
Anjoy, Priyanka
- In:
Journal of quantitative economics
21
(
2023
)
2
,
pp. 339-361
Persistent link: https://www.econbiz.de/10014330247
Saved in:
5
Applying sample selection methods for panel data to analyse determinants of foreign direct divestment
Nguyen, Anh T. N.
- In:
Applied economics
55
(
2023
)
49
,
pp. 5737-5749
Persistent link: https://www.econbiz.de/10014335777
Saved in:
6
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
Saved in:
7
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
8
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
9
Semiparametric estimation of a sample selection model with a binary endogenous regressor : the effect of chronicity in labour supply
Moreno-Mencía, Patricia
;
Cantarero-Prieto, David
; …
- In:
Applied economics
55
(
2023
)
15
,
pp. 1682-1699
Persistent link: https://www.econbiz.de/10013554970
Saved in:
10
Time-specific average estimation of dynamic panel regressions
Chu, Ba
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
4
,
pp. 581-616
Persistent link: https://www.econbiz.de/10013453781
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