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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:"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
722
Theory
722
Estimation theory
285
Time series analysis
190
Nichtparametrisches Verfahren
64
Nonparametric statistics
64
Regression analysis
64
Regressionsanalyse
64
Statistical test
60
Statistischer Test
60
Einheitswurzeltest
55
Unit root test
55
Stochastic process
42
Stochastischer Prozess
42
Cointegration
40
Kointegration
40
ARCH model
37
ARCH-Modell
37
Statistical theory
36
Statistische Methodenlehre
36
Autocorrelation
26
Autokorrelation
26
Econometrics
25
Statistical distribution
25
Statistische Verteilung
25
Ökonometrie
25
Bootstrap approach
24
Bootstrap-Verfahren
24
Heteroscedasticity
23
Heteroskedastizität
23
Estimation
22
Schätzung
22
Panel
19
Panel study
19
VAR model
19
VAR-Modell
19
Correlation
16
Korrelation
16
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Online availability
All
Undetermined
28
Free
5
Type of publication
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Article
Book / Working Paper
1,166
Type of publication (narrower categories)
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Article in journal
431
Aufsatz in Zeitschrift
431
Aufsatz im Buch
3
Book section
3
Collection of articles of several authors
2
Conference paper
2
Conference proceedings
2
Konferenzbeitrag
2
Konferenzschrift
2
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2
Systematic review
1
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1
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English
434
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
White, Halbert
6
Hidalgo, Javier
5
Knight, John L.
5
Li, Qi
5
Perron, Pierre
5
Robinson, Peter M.
5
Wooldridge, Jeffrey M.
5
Abadir, Karim Maher
4
Andrews, Donald W. K.
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
Satchell, Stephen
4
Tanaka, Katsuto
4
Wang, Qiying
4
Xiao, Zhijie
4
Zinde-Walsh, Victoria
4
Chen, Bin
3
Chen, Songnian
3
Chen, Xiaohong
3
Donald, Stephen G.
3
Francq, Christian
3
Gao, Jiti
3
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Published in...
All
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
Econometric theory
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
Economic modelling
410
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)
434
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1
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434
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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
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:
6
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:
7
Generalized laplace inference in multiple change-points models
Casini, Alessandro
;
Perron, Pierre
- In:
Econometric theory
38
(
2022
)
1
,
pp. 35-65
Persistent link: https://www.econbiz.de/10013166116
Saved in:
8
Bootstrap inference for multiple change-points in time series
Ng, Wai Leong
;
Pan, Shenyi
;
Yau, Chun Yip
- In:
Econometric theory
38
(
2022
)
4
,
pp. 752-792
Persistent link: https://www.econbiz.de/10013366926
Saved in:
9
Subgeometrically ergodic autoregressions
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
38
(
2022
)
5
,
pp. 959-985
Persistent link: https://www.econbiz.de/10013469687
Saved in:
10
Spectral financial econometrics
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1175-1220
Persistent link: https://www.econbiz.de/10013539327
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