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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Statistical papers"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~subject:"Bayesian inference"
~subject:"Forecasting model"
~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
Bayesian inference
Forecasting model
Estimation theory
214
Schätztheorie
214
Theorie
97
Theory
97
Time series analysis
41
Zeitreihenanalyse
41
Estimation
36
Schätzung
36
Regression analysis
27
Volatility
23
Volatilität
23
Capital income
22
Kapitaleinkommen
22
Statistical distribution
19
Statistische Verteilung
19
Prognoseverfahren
17
ARCH model
16
ARCH-Modell
16
Börsenkurs
15
Share price
15
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Sampling
13
Stichprobenerhebung
13
Autocorrelation
12
Autokorrelation
12
Portfolio selection
12
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Yield curve
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Zinsstruktur
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USA
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8
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Aufsatz im Buch
Aufsatzsammlung
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46
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Sapra, Sunil K.
4
Baillie, Richard
3
Gough, O.
2
Kaçıranlar, Selahattin
2
Nowman, Kalid Ben
2
Toutenburg, Helge
2
Van Dellen, S.
2
Wan, Alan T. K.
2
Akay, Ebru Caglayan
1
Akinkugbe, Oluyele F.
1
Albuquerque Sendin, Francisco
1
Amba, Claude Oyon Marius
1
Amihud, Yakov
1
Amorin, Anderson Luis Walker
1
Anastasiou, Andreas G.
1
Anastasiou, Athanasios
1
Ango, Simplicio do
1
Asgharzadeh, A.
1
Azar, Samih Antoine
1
Bachmaier, Martin
1
Bauwens, Luc
1
Bekaert, Geert
1
Berens, Tobias
1
Chiang, I-Hsuan Ethan
1
Cho, Dooyeon
1
Creel, Michael D.
1
C̨ağlayan, Ebru
1
Dacorogna, Michel M.
1
Dark, Jonathan
1
Dayıoğlu, Tuğba
1
De Backer, Bruno
1
Dufays, Arnaud
1
Fieger, Andreas
1
Fuhrer, Adrian
1
Geng, W. J.
1
Gillen, Benjamin J.
1
Griffiths, William E.
1
Hock, Thorsten
1
Hurvich, Clifford M.
1
Jayetileke, Harshanie L.
1
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HFDF <1, 1995, Zürich>
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Journal of empirical finance
Statistical papers
The empirical economics letters : a monthly international journal of economics
Journal of econometrics
363
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
139
Economics letters
125
International journal of forecasting
119
Journal of the American Statistical Association : JASA
109
Econometric theory
104
Econometric reviews
94
Journal of forecasting
79
The econometrics journal
68
European journal of operational research : EJOR
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
Econometrics : open access journal
40
Economic modelling
39
Insurance / Mathematics & economics
32
Quantitative economics : QE ; journal of the Econometric Society
32
Computational economics
31
Applied economics letters
29
Journal of applied econometrics
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Empirical economics : a quarterly journal of the Institute for Advanced Studies
25
Journal of risk and financial management : JRFM
25
Applied economics
24
Finance research letters
21
Journal of quantitative economics
21
Statistics in transition : an international journal of the Polish Statistical Association
20
Risks : open access journal
17
Journal of econometric methods
16
Journal of quantitative economics : official journal of the Indian Econometric Society
16
Oxford bulletin of economics and statistics
15
Journal of economic dynamics & control
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Journal of banking & finance
13
Advances in econometrics
12
Journal of time series econometrics
12
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
11
Energy economics
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ECONIS (ZBW)
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
3
Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
Fuhrer, Adrian
;
Hock, Thorsten
- In:
Journal of empirical finance
72
(
2023
),
pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
Saved in:
4
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
5
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
6
Hypothesis testing when the same variable appears on both sides of the regression
Azar, Samih Antoine
- In:
The empirical economics letters : a monthly …
19
(
2020
)
3
,
pp. 221-225
Persistent link: https://www.econbiz.de/10012596236
Saved in:
7
Multivariate adaptive regression splines for modelling and prediction of wages
Sapra, Sunil K.
- In:
The empirical economics letters : a monthly …
19
(
2020
)
10
,
pp. 1145-1153
Persistent link: https://www.econbiz.de/10012597926
Saved in:
8
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
9
Some propositions in the maximum likelihood estimation of truncated regression models
Kouassi, Eugène
;
Akinkugbe, Oluyele F.
;
Lexi, Sethlare
; …
- In:
The empirical economics letters : a monthly …
18
(
2019
)
6
,
pp. 671-689
Persistent link: https://www.econbiz.de/10012314706
Saved in:
10
Indian stock return and macroeconomic variables: a study with monthly level data
Mukhopadhyay, Debabrata
- In:
The empirical economics letters : a monthly …
18
(
2019
)
11
,
pp. 1117-1124
Persistent link: https://www.econbiz.de/10012372773
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