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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Cointegration"
~subject:"Statistical distribution"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Cointegration
Statistical distribution
Estimation theory
163
Schätztheorie
163
Estimation
59
Schätzung
59
Time series analysis
58
Zeitreihenanalyse
58
Regression analysis
29
Regressionsanalyse
29
Volatilität
21
Kointegration
20
Panel
20
Panel study
20
ARCH model
19
ARCH-Modell
19
Forecasting model
17
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
Prognoseverfahren
17
Statistical test
17
Statistischer Test
17
Stochastic process
13
Method of moments
12
Momentenmethode
12
Capital income
11
Kapitaleinkommen
11
VAR model
11
VAR-Modell
11
Markov chain
10
Markov-Kette
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Statistische Verteilung
10
Structural break
10
Strukturbruch
10
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
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54
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Aufsatz in Zeitschrift
Article in journal
54
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English
54
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Li, Jing
2
Schweikert, Karsten
2
Tsionas, Efthymios G.
2
Abbara, Omar
1
Afuecheta, Emmanuel
1
Anatolyev, Stanislav
1
Assaf, Ata
1
Banerjee, Anurag Narayan
1
Baruník, Jozef
1
Beaumont, Paul Michael
1
Bekiros, Stelios
1
Bertsatos, Georgios
1
Blazsek, Szabolcs
1
Bu, Ruijun
1
Candelon, Bertrand
1
Carnero, M. Angeles
1
Chan, Jennifer So Kuen
1
Cheng, Jie
1
Chevallier, Julien
1
Chon, Sora
1
Chuffart, Thomas
1
Daníelsson, Jón
1
Dark, Jonathan Graeme
1
De Angelis, Luca
1
Diks, Cees G. H.
1
Eliasson, Ann-Charlotte
1
Enders, Walter
1
Ericsson, Neil R.
1
Escribano, Álvaro
1
Flachaire, Emmanuel
1
Fonseca, José da
1
Gil-Alaña, Luis A.
1
Goutte, Stéphane
1
Grasselli, Martino
1
Hadri, Kaddour
1
Haurin, Donald R.
1
Henningsen, Arne
1
Hou, Weijie
1
Huang, Xiao
1
Ielpo, Florian
1
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
245
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Economics letters
73
Econometric reviews
72
Econometric theory
69
Insurance / Mathematics & economics
51
Economic modelling
43
The econometrics journal
40
Econometrics : open access journal
39
International journal of forecasting
32
Applied economics letters
30
Journal of empirical finance
28
Applied economics
24
European journal of operational research : EJOR
24
Journal of the American Statistical Association : JASA
24
Statistics in transition : an international journal of the Polish Statistical Association
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Finance research letters
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of financial econometrics
22
Journal of forecasting
22
Journal of risk and financial management : JRFM
22
Journal of banking & finance
21
Quantitative finance
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Computational economics
18
International journal of economics and financial issues : IJEFI
17
International journal of theoretical and applied finance
17
Journal of mathematical finance
16
Risks : open access journal
16
Oxford bulletin of economics and statistics
14
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of risk
13
Statistical papers
13
Journal of time series econometrics
12
Operations research
12
Finance and stochastics
11
International journal of economics and finance
11
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ECONIS (ZBW)
54
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1
A joint impulse response function for vector autoregressive models
Wiesen, Thomas F. P.
;
Beaumont, Paul Michael
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
4
,
pp. 1553-1585
Persistent link: https://www.econbiz.de/10014519875
Saved in:
2
Residual-based cointegration and non-cointegration tests for cointegrating polynomial regressions
Wagner, Martin
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014329033
Saved in:
3
Bayesian estimation of the long-run trend of the US economy
Kim, Jaeho
;
Chon, Sora
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
2
,
pp. 461-485
Persistent link: https://www.econbiz.de/10012819475
Saved in:
4
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
5
Robust estimation techniques for the tail index of the new Pareto-type distribution
Muhammad Aslam Mohd Safari
;
Masseran, Nurulkamal
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
3
,
pp. 1161-1189
Persistent link: https://www.econbiz.de/10014519737
Saved in:
6
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
7
A homogeneous approach to testing for Granger non-causality in heterogeneous panels
Juodis, Artūras
;
Karavias, Yiannis
;
Sarafidis, Vasilis
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
1
,
pp. 93-112
Persistent link: https://www.econbiz.de/10012488894
Saved in:
8
On Zipf's law and the bias of Zipf regressions
Schluter, Christian
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 529-548
Persistent link: https://www.econbiz.de/10012616865
Saved in:
9
Penalized leads-and-lags cointegrating regression : a simulation study and two empirical applications
Neto, David
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
2
,
pp. 949-971
Persistent link: https://www.econbiz.de/10014329094
Saved in:
10
Identification of causal relationships in non-stationary time series with an information measure : evidence for simulated and financial data
Papana, Angeliki
;
Kyrtsou, Catherine
;
Kugiumtzis, Dimitris
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1399-1420
Persistent link: https://www.econbiz.de/10014226364
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