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subject:"Schätztheorie"
subject:"Zeitreihenanalyse"
~isPartOf:"CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute"
~isPartOf:"Econometric theory"
~isPartOf:"Economic modelling"
~isPartOf:"Handbook of macroeconomics ; Vol. 1C"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Asymmetric information"
~subject:"External balance"
~subject:"Forecasting model"
~subject:"Konjunktur"
~subject:"Migrant workers"
~subject:"Portfolio selection"
~subject:"Welfare analysis"
~type:"article"
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Schätztheorie
Zeitreihenanalyse
Asymmetric information
External balance
Forecasting model
Konjunktur
Migrant workers
Portfolio selection
Welfare analysis
Theorie
2,354
Theory
2,354
Time series analysis
302
Estimation theory
300
Estimation
213
Schätzung
213
Geldpolitik
148
Monetary policy
148
Endogenes Wachstumsmodell
107
Endogenous growth model
107
Economic growth
106
General equilibrium
106
Allgemeines Gleichgewicht
105
Wirtschaftswachstum
101
Prognoseverfahren
90
Volatility
90
Volatilität
89
Cointegration
88
Kointegration
88
Einheitswurzeltest
87
Unit root test
87
Regression analysis
84
Regressionsanalyse
84
Stochastic process
83
Stochastischer Prozess
83
Portfolio-Management
81
Nichtparametrisches Verfahren
80
Nonparametric statistics
80
Fiscal policy
76
Finanzpolitik
75
Welt
74
World
74
United States
73
USA
72
Risiko
68
Risk
68
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Undetermined
247
Free
5
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Article
Book / Working Paper
1,166
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Article in journal
841
Aufsatz in Zeitschrift
841
Conference paper
4
Konferenzbeitrag
4
Aufsatz im Buch
3
Book section
3
Collection of articles of several authors
2
Conference proceedings
2
Konferenzschrift
2
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2
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1
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1
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English
844
Author
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Phillips, Peter C. B.
16
Saikkonen, Pentti
12
Linton, Oliver
10
Jong, Robert M. de
8
Lee, Lung-fei
7
Lütkepohl, Helmut
7
Park, Joon Y.
7
Bierens, Herman J.
6
Chambers, Marcus J.
6
Hong, Yongmiao
6
Knight, John L.
6
White, Halbert
6
Hidalgo, Javier
5
Li, Qi
5
Perron, Pierre
5
Prigent, Jean-Luc
5
Robinson, Peter M.
5
Satchell, Stephen
5
Wooldridge, Jeffrey M.
5
Abadir, Karim Maher
4
Andrews, Donald W. K.
4
Anwar, Sajid
4
Caporale, Guglielmo Maria
4
Choi, In
4
Davidson, James E. H.
4
Fan, Yanqin
4
Florens, Jean-Pierre
4
Horváth, Lajos
4
Johansen, Søren
4
Lieberman, Offer
4
Nabeya, Seiji
4
Newey, Whitney K.
4
Pötscher, Benedikt M.
4
Tanaka, Katsuto
4
Wang, Qiying
4
Xiao, Zhijie
4
Yang, Chunpeng
4
Yao, Haixiang
4
Zinde-Walsh, Victoria
4
Chaudhuri, Sarbajit
3
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Published in...
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
Econometric theory
Economic modelling
Handbook of macroeconomics ; Vol. 1C
Working paper / National Bureau of Economic Research, Inc.
Economics letters
1,010
Journal of econometrics
743
International journal of forecasting
735
Journal of forecasting
517
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
487
Journal of economic dynamics & control
466
European journal of operational research : EJOR
443
Journal of banking & finance
383
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
380
Insurance / Mathematics & economics
336
Journal of economic theory
307
Applied economics
296
Econometric reviews
276
Finance research letters
274
Journal of applied econometrics
262
Management science : journal of the Institute for Operations Research and the Management Sciences
249
Journal of monetary economics
239
The review of financial studies
229
Journal of financial economics
228
Journal of empirical finance
210
Applied economics letters
206
European economic review : EER
206
International economic review
206
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
203
International review of economics & finance : IREF
203
The American economic review
203
The review of economics and statistics
196
The journal of finance : the journal of the American Finance Association
194
Computational economics
193
Economic theory : official journal of the Society for the Advancement of Economic Theory
192
Journal of international economics
184
Journal of economic behavior & organization : JEBO
182
Risks : open access journal
180
The review of economic studies
175
International journal of theoretical and applied finance
174
Journal of macroeconomics
173
Macroeconomic dynamics
172
Mathematical finance : an international journal of mathematics, statistics and financial theory
166
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ECONIS (ZBW)
844
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1
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10
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844
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1
Central limit theory for combined cross section and time series with an application to aggregate productivity shocks
Hahn, Jinyong
;
Kuersteiner, Guido M.
;
Mazzocco, Maurizio
- In:
Econometric theory
40
(
2024
)
1
,
pp. 162-212
Persistent link: https://www.econbiz.de/10014484602
Saved in:
2
Nonparametric prediction with spatial data
Gupta, Abhimanyu
;
Hidalgo, Javier
- In:
Econometric theory
39
(
2023
)
5
,
pp. 950-988
Persistent link: https://www.econbiz.de/10014436590
Saved in:
3
Unit root test with high-frequency data
Laurent, Sébastien
;
Shi, Shuping
- In:
Econometric theory
38
(
2022
)
1
,
pp. 113-171
Persistent link: https://www.econbiz.de/10013166119
Saved in:
4
Trend extraction from economic time series with missing observations by generalized Hodrick-Prescott filters
Yamada, Hiroshi
- In:
Econometric theory
38
(
2022
)
3
,
pp. 419-453
Persistent link: https://www.econbiz.de/10013269970
Saved in:
5
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
6
On the size control of the hybrid test for superior predictive ability
Kim, Deborah
- In:
Econometric theory
40
(
2024
)
1
,
pp. 213-232
Persistent link: https://www.econbiz.de/10014484605
Saved in:
7
Finite-sample size control of ivx-based tests in predictive regressions
Hosseinkouchack, Mehdi
;
Demetrescu, Matei
- In:
Econometric theory
37
(
2021
)
4
,
pp. 769-793
Persistent link: https://www.econbiz.de/10012618201
Saved in:
8
Do decreases in Distance-to-Default predict rating downgrades?
Aggarwal, Nidhi
;
Singh, Manish K.
;
Thomas, Susan
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472233
Saved in:
9
Portfolio liquidation with delayed information
Yan, Tingjin
;
Chiu, Mei Choi
;
Wong, Hoi Ying
- In:
Economic modelling
126
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014461590
Saved in:
10
Information and optimal trading strategies with dark pools
Bayona, Anna
;
Dumitrescu, Ariadna
;
Manzano Tovar, Carolina
- In:
Economic modelling
126
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462407
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