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subject:"Theorie"
subject:"Zeitreihenanalyse"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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Theorie
Zeitreihenanalyse
Estimation
1,386
Schätzung
1,372
Theory
494
Estimation theory
338
Schätztheorie
338
Time series analysis
215
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189
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189
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179
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179
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171
United States
171
Nichtparametrisches Verfahren
147
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602
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Todorov, Viktor
9
Bollerslev, Tim
6
Koop, Gary
6
Tauchen, George Eugene
6
Kim, Donggyu
5
Li, Jia
5
Lütkepohl, Helmut
5
Phillips, Peter C. B.
5
Aït-Sahalia, Yacine
4
Chan, Joshua
4
Pesaran, M. Hashem
4
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4
Shin, Yongcheol
4
Andersen, Torben
3
Casarin, Roberto
3
Chauvet, Marcelle
3
Demetrescu, Matei
3
Fan, Jianqing
3
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3
Fulop, Andras
3
Galvão Júnior, Antônio Fialho
3
Guérin, Pierre
3
Han, Xu
3
Hong, Yongmiao
3
Ireland, Peter N.
3
Kapetanios, George
3
Koopman, Siem Jan
3
Martins, Manuel Mota Freitas
3
Mumtaz, Haroon
3
Nicolau, João
3
Patton, Andrew J.
3
Robinson, Peter M.
3
Sickles, Robin C.
3
Steel, Mark F. J.
3
Su, Liangjun
3
Taylor, Robert
3
Wang, Yazhen
3
Xiu, Dacheng
3
Österholm, Pär
3
Aguiar-Conraria, Luís
2
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Economics letters
Journal of econometrics
Journal of economic dynamics & control
Applied economics
383
Economic modelling
255
Applied economics letters
226
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
204
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
200
Journal of international money and finance
171
Journal of applied econometrics
153
International review of economics & finance : IREF
147
Journal of banking & finance
135
Journal of macroeconomics
133
International journal of forecasting
116
Journal of empirical finance
114
Energy economics
112
The review of economics and statistics
110
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
107
Applied financial economics
105
Macroeconomic dynamics
100
Journal of monetary economics
97
European economic review : EER
95
Journal of forecasting
93
Econometric reviews
91
Journal of financial economics
90
Finance research letters
88
International journal of finance & economics : IJFE
88
Journal of international economics
88
Journal of urban economics
85
The North American journal of economics and finance : a journal of financial economics studies
85
The journal of finance : the journal of the American Finance Association
84
Journal of money, credit and banking : JMCB
80
International review of financial analysis
77
The American economic review
77
The economic journal : the journal of the Royal Economic Society
74
The Canadian journal of economics
73
The European journal of finance
72
American journal of agricultural economics
71
Oxford bulletin of economics and statistics
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ECONIS (ZBW)
602
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602
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1
Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
Saved in:
2
The term structure of monetary policy uncertainty
Bundick, Brent
;
Herriford, Trenton
;
Smith, Andrew Lee
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532440
Saved in:
3
Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
Saved in:
4
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:
5
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:
6
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:
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
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
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