//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Share price"
subject:"World"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~subject:"Schätztheorie"
~subject:"Stock market"
~subject:"Theory"
~subject:"USA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Share price
World
Schätztheorie
Stock market
Theory
USA
Estimation
283
Schätzung
279
Estimation theory
151
Time series analysis
86
Zeitreihenanalyse
86
Nichtparametrisches Verfahren
76
Nonparametric statistics
76
Theorie
76
Panel
73
Panel study
73
Volatility
71
Volatilität
71
Regression analysis
64
Regressionsanalyse
64
Forecasting model
50
Prognoseverfahren
50
Capital income
42
Kapitaleinkommen
42
Börsenkurs
41
Stochastic process
33
Stochastischer Prozess
33
Factor analysis
32
Faktorenanalyse
32
Panel data
32
ARCH model
24
ARCH-Modell
24
Statistical test
24
Statistischer Test
24
Bayes-Statistik
22
Bayesian inference
22
High-frequency data
22
Causality analysis
20
Induktive Statistik
20
Kausalanalyse
20
Statistical inference
20
Statistical distribution
19
Statistische Verteilung
19
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
241
Type of publication (narrower categories)
All
Article in journal
241
Aufsatz in Zeitschrift
241
Conference paper
6
Konferenzbeitrag
6
Language
All
English
241
Author
All
Todorov, Viktor
8
Linton, Oliver
6
Phillips, Peter C. B.
6
Gao, Jiti
5
Kim, Donggyu
5
Li, Jia
5
Su, Liangjun
5
Tauchen, George Eugene
5
Aït-Sahalia, Yacine
4
Callaway, Brantly
4
Sasaki, Yuya
4
Andersen, Torben
3
Baltagi, Badi H.
3
Bollerslev, Tim
3
Cai, Zongwu
3
Fan, Jianqing
3
Francq, Christian
3
Ghysels, Eric
3
Gouriéroux, Christian
3
Hong, Yongmiao
3
Park, Joon Y.
3
Shin, Yongcheol
3
Taylor, Robert
3
Wang, Fa
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Zhang, Xinyu
3
Ai, Chunrong
2
Asai, Manabu
2
Barigozzi, Matteo
2
Bertanha, Marinho
2
Chen, Heng
2
Chiang, Harold D.
2
Choi, Yongok
2
Christensen, Kim
2
Ergemen, Yunus Emre
2
Fan, Yanqin
2
Fang, Ying
2
Frühwirth-Schnatter, Sylvia
2
more ...
less ...
Published in...
All
Journal of econometrics
Discussion paper / Centre for Economic Policy Research
682
Working paper / National Bureau of Economic Research, Inc.
608
Economic modelling
293
Finance research letters
271
Applied economics
266
Economics letters
238
Discussion papers / CEPR
223
International review of economics & finance : IREF
217
Energy economics
213
Applied economics letters
186
The North American journal of economics and finance : a journal of financial economics studies
174
International review of financial analysis
164
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
143
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
138
Journal of banking & finance
137
Journal of international money and finance
136
SpringerLink / Bücher
136
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
125
Research in international business and finance
125
Journal of empirical finance
117
Journal of economic dynamics & control
108
Journal of international financial markets, institutions & money
94
Journal of financial economics
86
International journal of forecasting
84
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
83
Pacific-Basin finance journal
76
Econometric reviews
75
Journal of macroeconomics
74
Macroeconomic dynamics
71
Empirical economics : a quarterly journal of the Institute for Advanced Studies
69
Management science : journal of the Institute for Operations Research and the Management Sciences
69
American economic journal : a journal of the American Economic Association
64
Journal of applied econometrics
63
International journal of finance & economics : IJFE
61
Emerging markets, finance and trade : EMFT
59
The European journal of finance
59
International journal of economics and finance
58
European economic review : EER
57
Journal of international economics
54
more ...
less ...
Source
All
ECONIS (ZBW)
241
Showing
1
-
10
of
241
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
2
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
4
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
Saved in:
5
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
6
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
7
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
8
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
9
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
10
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->