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subject:"Schätztheorie"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic psychology : research in economic psychology and behavioral economics"
~subject:"1960-1997"
~subject:"Autocorrelation"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Monte-Carlo-Simulation"
~subject:"Multivariate analysis"
~subject:"Regressionsanalyse"
~subject:"USA"
~subject:"United States"
~subject:"Volatilität"
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Schätztheorie
1960-1997
Autocorrelation
Estimation theory
Estimation
Monte-Carlo-Simulation
Multivariate analysis
Regressionsanalyse
USA
United States
Volatilität
Theorie
3,439
Theory
3,439
Time series analysis
650
Zeitreihenanalyse
650
Schätzung
478
Forecasting model
328
Prognoseverfahren
328
Volatility
231
Statistical test
218
Statistischer Test
218
Nichtparametrisches Verfahren
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Bayes-Statistik
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185
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173
Stochastic process
165
Stochastischer Prozess
165
Statistical distribution
149
Statistische Verteilung
149
Statistical theory
142
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141
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133
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133
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127
Kapitaleinkommen
127
VAR model
122
VAR-Modell
122
Monte Carlo simulation
120
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118
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118
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112
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Undetermined
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Free
15
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Article
1,667
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10
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1,661
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1,661
Collection of articles of several authors
20
Sammelwerk
20
Konferenzschrift
5
Conference proceedings
4
Reprint
4
Conference paper
2
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2
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1
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1
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English
1,677
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Phillips, Peter C. B.
21
Koop, Gary
19
Pesaran, M. Hashem
15
Diebold, Francis X.
14
Franses, Philip Hans
14
Lucas, André
14
Chib, Siddhartha
13
Lee, Lung-fei
13
Ghysels, Eric
11
Steel, Mark F. J.
11
Koopman, Siem Jan
10
Marcellino, Massimiliano
10
Bollerslev, Tim
9
Clark, Todd E.
9
Granger, C. W. J.
9
Kohn, Robert
9
Yu, Jun
9
Aït-Sahalia, Yacine
8
Gouriéroux, Christian
8
King, Maxwell L.
8
Li, Qi
8
Linton, Oliver
8
Swanson, Norman R.
8
Tauchen, George Eugene
8
Andrews, Donald W. K.
7
Baltagi, Badi H.
7
Haldrup, Niels
7
Newey, Whitney K.
7
Robinson, Peter M.
7
Timmermann, Allan
7
Ullah, Aman
7
Andersen, Torben
6
Bauwens, Luc
6
Carriero, Andrea
6
Chen, Songnian
6
Galvão Júnior, Antônio Fialho
6
Gonzalo, Jesús
6
Harvey, Andrew C.
6
Hong, Yongmiao
6
Khalaf, Lynda
6
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National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of applied econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of economic psychology : research in economic psychology and behavioral economics
Working paper / National Bureau of Economic Research, Inc.
1,809
Economics letters
894
NBER working paper series
690
Discussion paper / Centre for Economic Policy Research
678
NBER Working Paper
612
Applied economics
539
Discussion paper series / IZA
472
Working paper
468
European journal of operational research : EJOR
457
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
395
Econometric theory
392
CESifo working papers
391
The review of economics and statistics
366
Discussion paper / Tinbergen Institute
365
The American economic review
364
American journal of agricultural economics
341
Journal of banking & finance
327
Economic modelling
318
Applied economics letters
317
Journal of economic dynamics & control
315
Econometric reviews
303
Journal of monetary economics
293
The review of financial studies
274
The journal of finance : the journal of the American Finance Association
269
Discussion paper
267
Journal of international money and finance
266
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
260
Journal of financial economics
256
Europäische Hochschulschriften / 5
241
Journal of macroeconomics
234
Finance and economics discussion series
230
International journal of forecasting
229
Journal of forecasting
226
Computers & operations research : and their applications to problems of world concern ; an international journal
225
Série des documents de travail / Centre de Recherche en Économie et Statistique
224
Journal of political economy
215
Journal of money, credit and banking : JMCB
209
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ECONIS (ZBW)
1,677
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1
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
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2
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
3
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
4
Workplace heterogeneity and wage inequality in Denmark
Morin, Annaïg
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 123-133
Persistent link: https://www.econbiz.de/10014287943
Saved in:
5
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
6
Inflation expectations and nonlinearities in the Phillips curve
Doser, Alexander
;
Nunes, Ricardo
;
Rao, Nikhil
; …
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 453-471
Persistent link: https://www.econbiz.de/10014288011
Saved in:
7
Identifying and interpreting the factors in factor models via sparsity : different approaches
Despois, Thomas
;
Doz, Catherine
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 533-555
Persistent link: https://www.econbiz.de/10014288017
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8
Subspace shrinkage in conjugate Bayesian vector autoregressions
Huber, Florian
;
Koop, Gary
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 556-576
Persistent link: https://www.econbiz.de/10014288019
Saved in:
9
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates
Gustafsson, Oskar
;
Villani, Mattias
;
Stockhammar, Pär
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 577-595
Persistent link: https://www.econbiz.de/10014288027
Saved in:
10
Identification of dynamic latent factor models of skill formation with translog production
Del Bono, Emilia
;
Kinsler, Josh
;
Pavan, Ronni
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1256-1265
Persistent link: https://www.econbiz.de/10013464674
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