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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Applied economics letters"
~isPartOf:"Oxford bulletin of economics and statistics"
~subject:"Regression analysis"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Regression analysis
Schätztheorie
Estimation theory
385
Theorie
106
Theory
106
Time series analysis
73
Zeitreihenanalyse
73
Estimation
64
Schätzung
64
Panel
34
Panel study
34
Regressionsanalyse
26
Cointegration
25
Einheitswurzeltest
25
Kointegration
25
Unit root test
25
Statistical test
21
Statistischer Test
21
Großbritannien
15
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
United Kingdom
15
Autocorrelation
14
Autokorrelation
14
Monte Carlo simulation
14
Monte-Carlo-Simulation
14
Structural break
14
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14
USA
14
United States
14
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12
Correlation
12
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12
Method of moments
12
Momentenmethode
12
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12
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12
Systematischer Fehler
12
Forecasting model
11
Prognoseverfahren
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8
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Article
384
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1
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Aufsatz in Zeitschrift
Article in journal
385
Collection of articles of several authors
3
Sammelwerk
3
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English
385
Author
All
Cook, Steven
7
Hendry, David F.
6
Ogwang, Tomson
5
Vougas, Dimitrios V.
5
Agiakloglou, Christos N.
4
Franses, Philip Hans
4
Giles, David E. A.
4
Turner, Paul
4
Westerlund, Joakim
4
Aoki, Takaaki
3
Choi, In
3
Gastwirth, Joseph L.
3
Masuda, Junya
3
Modarres, Reza
3
Ohtani, Kazuhiro
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Yamada, Hiroshi
3
Yoo, Seung-hoon
3
Agiropoulos, Charalampos
2
Ahn, Sung K.
2
Banerjee, Anindya
2
Blackburn, McKinley L.
2
Bontemps, Christophe
2
Boswijk, Herman Peter
2
Brüggemann, Ralf
2
Caporale, Guglielmo Maria
2
Cheung, Yin-Wong
2
Cho, Sinsup
2
Choi, Chi-young
2
Ericsson, Neil R.
2
Granger, C. W. J.
2
Gregoriou, Andros
2
Haug, Alfred Albert
2
Hayakawa, Kazuhiko
2
Hunt, Lester C.
2
Ilmakunnas, Pekka
2
Jenkins, Stephen
2
Johansen, Søren
2
Jönsson, Kristian
2
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Applied economics letters
Oxford bulletin of economics and statistics
Journal of econometrics
1,601
Economics letters
961
Econometric theory
723
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
590
Econometric reviews
446
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
312
The econometrics journal
268
Journal of applied econometrics
220
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
186
European journal of operational research : EJOR
177
Applied economics
169
Journal of quantitative economics : official journal of the Indian Econometric Society
166
International journal of forecasting
153
Econometrics : open access journal
146
The review of economics and statistics
146
Economic modelling
139
Quantitative economics : QE ; journal of the Econometric Society
127
Journal of forecasting
125
Insurance / Mathematics & economics
117
Computational economics
108
Statistical papers
102
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
102
Statistics in transition : an international journal of the Polish Statistical Association
96
Journal of economic dynamics & control
88
The review of economic studies
86
American journal of agricultural economics
77
Journal of empirical finance
75
Journal of banking & finance
74
Journal of financial econometrics : official journal of the Society for Financial Econometrics
73
International economic review
70
Annales d'économie et de statistique
69
Metrika : international journal for theoretical and applied statistics
68
Finance research letters
65
Operations research
62
Empirical economics : a quarterly journal of the Institute for Advanced Studies
61
Journal of productivity analysis
61
Journal of risk and financial management : JRFM
60
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ECONIS (ZBW)
385
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1
Projection estimators for structural impulse responses
Breitung, Jörg
;
Brüggemann, Ralf
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
6
,
pp. 1320-1340
Persistent link: https://www.econbiz.de/10014443340
Saved in:
2
Information equivalence among transformations of semi-parametric nonlinear panel data models
Brown, Nicholas
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
6
,
pp. 1341-1361
Persistent link: https://www.econbiz.de/10014443341
Saved in:
3
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
5
,
pp. 1023-1047
Persistent link: https://www.econbiz.de/10014362883
Saved in:
4
Cross-sectional gravity models, PPML estimation, and the bias correction of the two-way cluster-robust standard errors
Pfaffermayr, Michael
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
5
,
pp. 1111-1134
Persistent link: https://www.econbiz.de/10014362890
Saved in:
5
Estimation of heterogeneous agent models : a likelihood approach
Parra-Alvarez, Juan Carlos
;
Posch, Olaf
;
Wang, Mu-Chun
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
2
,
pp. 304-330
Persistent link: https://www.econbiz.de/10014304383
Saved in:
6
Mental health and employment : a bounding approach using panel data
Bryan, Mark L.
;
Rice, Nigel
;
Roberts, Jennifer
;
Sechel, …
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
5
,
pp. 1018-1051
Persistent link: https://www.econbiz.de/10013468528
Saved in:
7
Testing the presence of outliers in regression models
Jiao, Xiyu
;
Pretis, Felix
- In:
Oxford bulletin of economics and statistics
84
(
2022
)
6
,
pp. 1452-1484
Persistent link: https://www.econbiz.de/10013468606
Saved in:
8
Projection properties of constrained nonparametric instrumental variableestimators
Bonev, Petyo
- In:
Applied economics letters
31
(
2024
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10014441927
Saved in:
9
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
Saved in:
10
Relationship between residential property prices and macroeconomıc variables in Turkey
Bozdereli, Arzu Alvan
;
Rahmatzada, Qais
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 743-749
Persistent link: https://www.econbiz.de/10014557857
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