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subject:"Share price"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international money and finance"
~subject:"Canada"
~subject:"Capital mobility"
~subject:"Deutschland"
~subject:"Theorie"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Share price
Canada
Capital mobility
Deutschland
Theorie
USA
Estimation theory
1,671
Schätztheorie
1,671
Theory
391
Nichtparametrisches Verfahren
313
Nonparametric statistics
313
Zeitreihenanalyse
313
Time series analysis
312
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269
Regressionsanalyse
269
Estimation
228
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224
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157
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157
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151
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151
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117
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117
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99
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98
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82
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82
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81
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81
Autocorrelation
77
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77
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75
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75
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71
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71
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69
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65
Kointegration
64
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62
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62
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61
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61
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59
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59
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Chib, Siddhartha
6
Gouriéroux, Christian
6
Lee, Lung-fei
6
Li, Qi
6
Phillips, Peter C. B.
6
Tauchen, George Eugene
6
Todorov, Viktor
6
Kohn, Robert
5
Li, Jia
5
Baillie, Richard
4
Baltagi, Badi H.
4
Chen, Songnian
4
Granger, C. W. J.
4
Kim, Donggyu
4
King, Maxwell L.
4
Schmidt, Peter
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Buchinsky, Moshe
3
Cheung, Yin-Wong
3
Diebold, Francis X.
3
Donald, Stephen G.
3
Francq, Christian
3
Franses, Philip Hans
3
Ghysels, Eric
3
Godfrey, L. G.
3
Golan, Amos
3
Gonzalo, Jesús
3
Greenberg, Edward S.
3
Haldrup, Niels
3
Horowitz, Joel
3
Hsiao, Cheng
3
Lütkepohl, Helmut
3
Magnus, Jan R.
3
Newey, Whitney K.
3
Ohtani, Kazuhiro
3
Pesaran, M. Hashem
3
Powell, James
3
Ridder, Geert
3
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Journal of econometrics
Journal of international money and finance
Economics letters
400
Econometric theory
286
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
245
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
234
Série des documents de travail / Centre de Recherche en Économie et Statistique
156
Journal of applied econometrics
146
Journal of quantitative economics : official journal of the Indian Econometric Society
139
Econometric reviews
134
The review of economics and statistics
132
Oxford bulletin of economics and statistics
106
Working paper / National Bureau of Economic Research, Inc.
96
Discussion paper / Center for Economic Research, Tilburg University
85
Discussion paper / Tinbergen Institute
85
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
80
Statistical papers
80
CORE discussion paper : DP
77
Discussion paper series / IZA
63
International economic review
62
The review of economic studies
62
Applied economics
61
American journal of agricultural economics
59
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Journal of forecasting
55
Technical working paper / National Bureau of Economic Research
53
Working paper series
52
Europäische Hochschulschriften / 5
48
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Discussion paper
43
SFB 649 discussion paper
42
Journal of the Royal Statistical Society
41
Working paper
41
Cowles Foundation discussion paper
39
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Journal of economic dynamics & control
38
Report / Econometric Institute, Erasmus University Rotterdam
38
Discussion paper / Tinbergen Institute / Tinbergen Institute
37
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ECONIS (ZBW)
446
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446
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1
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
2
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
3
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:
4
Primary market demand for German government bonds
Shida, Jakob
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014478147
Saved in:
5
A time-varying parameter model for local explosions
Blasques, Francisco
;
Koopman, Siem Jan
;
Nientker, Marc
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 65-84
Persistent link: https://www.econbiz.de/10013441623
Saved in:
6
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
7
Asset selection based on high frequency Sharpe ratio
Wang, Christina Dan
;
Chen, Zhao
;
Lian, Yimin
;
Chen, Min
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 168-188
Persistent link: https://www.econbiz.de/10013441645
Saved in:
8
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
9
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
10
Volatility of volatility : estimation and tests based on noisy high frequency data with jumps
Li, Yingying
;
Liu, Guangying
;
Zhang, Zhiyuan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 422-451
Persistent link: https://www.econbiz.de/10013441895
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