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subject:"Simulation"
~accessRights:"restricted"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of econometrics"
~subject:"Autocorrelation"
~subject:"Induktive Statistik"
~subject:"Momentenmethode"
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Search: subject_exact:"Estimation theory"
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Simulation
Autocorrelation
Induktive Statistik
Momentenmethode
Estimation theory
796
Schätztheorie
796
Nichtparametrisches Verfahren
187
Nonparametric statistics
187
Regression analysis
178
Regressionsanalyse
178
Time series analysis
162
Zeitreihenanalyse
162
Estimation
161
Schätzung
158
Panel
95
Panel study
95
Statistical test
88
Statistischer Test
88
Volatility
77
Volatilität
77
Maximum likelihood estimation
59
Maximum-Likelihood-Schätzung
59
Bootstrap approach
58
Bootstrap-Verfahren
58
Forecasting model
57
Prognoseverfahren
57
Statistical inference
57
Method of moments
53
Autokorrelation
52
Stochastic process
49
Stochastischer Prozess
49
Bayes-Statistik
43
Bayesian inference
43
Instrumental variables
43
Capital income
42
Causality analysis
42
Kapitaleinkommen
42
Kausalanalyse
42
Statistical distribution
42
Statistische Verteilung
42
Correlation
41
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English
171
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Lee, Lung-fei
6
Sun, Yiguo
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Wang, Hansheng
4
Dovonon, Prosper
3
Fan, Yanqin
3
Gupta, Abhimanyu
3
Hsiao, Cheng
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Hwang, Jungbin
3
Kitagawa, Toru
3
Li, Dong
3
Li, Kunpeng
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Liu, Ruixuan
3
Robinson, Peter M.
3
Su, Liangjun
3
Sun, Yixiao
3
Zakoïan, Jean-Michel
3
Andersen, Torben
2
Andrews, Donald W. K.
2
Antoine, Bertille
2
Bai, Jushan
2
Cheng, Xu
2
Francq, Christian
2
Hall, Alastair R.
2
Hillier, Grant H.
2
Huang, Danyang
2
Inoue, Atsushi
2
Jin, Fei
2
Khalaf, Lynda
2
Kilian, Lutz
2
Kumbhakar, Subal
2
Lee, Seojeong
2
Ma, Yingying
2
MacKinnon, James G.
2
Malikov, Emir
2
Martellosio, Federico
2
McCloskey, Adam
2
Nielsen, Morten Ørregaard
2
Olea, José Luis Montiel
2
Pesaran, M. Hashem
2
Rossi, Francesca
2
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European journal of operational research : EJOR
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Econometric reviews
53
Economics letters
44
Econometric theory
24
The econometrics journal
18
Operations research
15
Applied economics letters
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Computational economics
13
Regional science & urban economics
12
Economic modelling
8
Journal of econometric methods
8
Journal of economic dynamics & control
8
Finance research letters
7
Journal of financial econometrics
7
Discussion papers / CEPR
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Insurance / Mathematics & economics
6
International journal of forecasting
6
Spatial economic analysis : the journal of the Regional Studies Association
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of production research
5
Journal of applied econometrics
5
Journal of quantitative economics
5
The review of economic studies : RES
5
Discussion paper / Centre for Economic Policy Research
4
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
4
Essays in honor of Joon Y. Park : econometric theory
4
Journal of empirical finance
4
Journal of forecasting
4
Journal of the Operational Research Society
4
Journal of time series econometrics
4
Scandinavian actuarial journal
4
Applied economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Econometrics : open access journal
3
Essays in honor of Cheng Hsiao
3
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
3
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ECONIS (ZBW)
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1
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
Saved in:
2
A simulation-based method for estimating systemic risk measures
Ye, Wuyi
;
Zhou, Yi
;
Chen, Pengzhan
;
Wu, Bin
- In:
European journal of operational research : EJOR
313
(
2024
)
1
,
pp. 312-324
Persistent link: https://www.econbiz.de/10014456563
Saved in:
3
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
Saved in:
4
Instrument strength in IV estimation and inference : a guide to theory and practice
Keane, Michael P.
;
Neal, Timothy
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1625-1653
Persistent link: https://www.econbiz.de/10014471419
Saved in:
5
Social threshold regression
Konstantinidi, Antri
;
Kourtellos, Andros
;
Sun, Yiguo
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2057-2081
Persistent link: https://www.econbiz.de/10014471444
Saved in:
6
What's trending in difference-in-differences? : a synthesis of the recent econometrics literature
Roth, Jonathan
;
Sant'Anna, Pedro H. C.
;
Bilinski, Alyssa
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2218-2244
Persistent link: https://www.econbiz.de/10014471452
Saved in:
7
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
8
Identification and estimation of spillover effects in randomized experiments
Vazquez-Bare, Gonzalo
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471486
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9
Some impossibility results for inference with cluster dependence with large clusters
Kojevnikov, Denis
;
Song, Kyungchul
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471511
Saved in:
10
Maximum likelihood estimation for α-stable double autoregressive models
Li, Dong
;
Tao, Yuxin
;
Yang, Yaxing
;
Zhang, Rongmao
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332316
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