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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:"United States"
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Schätztheorie
1960-1997
Autocorrelation
Estimation theory
Estimation
Monte-Carlo-Simulation
Multivariate analysis
Regressionsanalyse
United States
Theorie
3,467
Theory
3,467
Time series analysis
652
Zeitreihenanalyse
652
Schätzung
485
USA
399
Forecasting model
333
Prognoseverfahren
333
Volatility
235
Volatilität
235
Statistical test
223
Statistischer Test
223
Nichtparametrisches Verfahren
216
Nonparametric statistics
216
Bayes-Statistik
187
Bayesian inference
187
Regression analysis
176
Stochastic process
172
Stochastischer Prozess
172
Statistical distribution
151
Statistische Verteilung
151
Statistical theory
143
Statistische Methodenlehre
143
Experiment
142
Panel
134
Panel study
134
Capital income
132
Kapitaleinkommen
132
VAR model
124
VAR-Modell
124
Monte Carlo simulation
121
Markov chain
119
Markov-Kette
119
Cointegration
115
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Undetermined
257
Free
14
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Article
1,563
Book / Working Paper
8
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Article in journal
1,555
Aufsatz in Zeitschrift
1,555
Collection of articles of several authors
18
Sammelwerk
18
Konferenzschrift
5
Conference proceedings
4
Reprint
3
Conference paper
2
Konferenzbeitrag
2
Bibliografie enthalten
1
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1
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1
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1
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English
1,571
Author
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Phillips, Peter C. B.
21
Koop, Gary
18
Lucas, André
15
Pesaran, M. Hashem
15
Lee, Lung-fei
14
Chib, Siddhartha
13
Franses, Philip Hans
13
Diebold, Francis X.
12
Steel, Mark F. J.
11
Koopman, Siem Jan
10
Ghysels, Eric
9
Marcellino, Massimiliano
9
Gouriéroux, Christian
8
King, Maxwell L.
8
Li, Qi
8
Linton, Oliver
8
Swanson, Norman R.
8
Andrews, Donald W. K.
7
Baltagi, Badi H.
7
Clark, Todd E.
7
Galvão Júnior, Antônio Fialho
7
Granger, C. W. J.
7
Haldrup, Niels
7
Kohn, Robert
7
Newey, Whitney K.
7
Sentana, Enrique
7
Timmermann, Allan
7
Ullah, Aman
7
Chen, Songnian
6
Gonzalo, Jesús
6
Harvey, Andrew C.
6
Khalaf, Lynda
6
Leybourne, Stephen James
6
MacKinnon, James G.
6
McAleer, Michael
6
Paap, Richard
6
Robinson, Peter M.
6
Smith, Richard J.
6
Su, Liangjun
6
Teräsvirta, Timo
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.
1,688
Economics letters
835
Discussion paper / Centre for Economic Policy Research
625
NBER working paper series
548
Applied economics
504
NBER Working Paper
480
Discussion paper series / IZA
471
European journal of operational research : EJOR
449
Working paper
442
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
386
Econometric theory
379
CESifo working papers
374
The review of economics and statistics
366
The American economic review
349
American journal of agricultural economics
332
Discussion paper / Tinbergen Institute
324
Applied economics letters
295
Econometric reviews
295
Economic modelling
278
Journal of economic dynamics & control
271
Journal of monetary economics
264
Journal of banking & finance
258
Discussion paper
256
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
250
The journal of finance : the journal of the American Finance Association
244
The review of financial studies
244
Europäische Hochschulschriften / 5
232
Journal of international money and finance
232
Computers & operations research : and their applications to problems of world concern ; an international journal
224
Journal of macroeconomics
219
Série des documents de travail / Centre de Recherche en Économie et Statistique
215
Finance and economics discussion series
213
Journal of political economy
207
Journal of financial economics
204
International journal of forecasting
200
Journal of money, credit and banking : JMCB
199
The economic journal : the journal of the Royal Economic Society
198
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ECONIS (ZBW)
1,571
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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
Saved in:
2
Bonferroni type tests for return predictability and the initial condition
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 499-515
Persistent link: https://www.econbiz.de/10015053422
Saved in:
3
Modeling extreme events : time-varying extreme tail shape
D'Innocenzo, Enzo
;
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10015053506
Saved in:
4
Modeling and forecasting macroeconomic downside risk
Delle Monache, Davide
;
De Polis, Andrea
;
Petrella, Ivan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 1010-1025
Persistent link: https://www.econbiz.de/10015053528
Saved in:
5
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:
6
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:
7
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:
8
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
Saved in:
9
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:
10
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
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