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subject:"United Kingdom"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Korrelation"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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United Kingdom
Korrelation
Prognoseverfahren
Estimation theory
1,995
Schätztheorie
1,995
Theorie
469
Theory
469
Zeitreihenanalyse
363
Time series analysis
362
Nichtparametrisches Verfahren
333
Nonparametric statistics
333
Regression analysis
301
Regressionsanalyse
301
Estimation
300
Schätzung
296
Panel
173
Panel study
173
Statistical test
165
Statistischer Test
165
Volatility
139
Volatilität
139
Method of moments
105
Momentenmethode
104
Maximum likelihood estimation
92
Maximum-Likelihood-Schätzung
92
Causality analysis
87
Kausalanalyse
87
Forecasting model
85
Autocorrelation
84
Autokorrelation
84
Induktive Statistik
83
Statistical inference
83
Bootstrap approach
80
Bootstrap-Verfahren
80
Cointegration
80
Kointegration
79
Stochastic process
77
Stochastischer Prozess
77
Instrumental variables
76
Bayes-Statistik
69
Bayesian inference
69
USA
68
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97
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5
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Article
141
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15
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141
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15
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15
Graue Literatur
13
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13
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5
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5
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English
156
Author
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Fan, Jianqing
5
Lee, Ji Hyung
5
Linton, Oliver
4
Taylor, Robert
4
Bai, Jushan
3
Corradi, Valentina
3
Demetrescu, Matei
3
Diebold, Francis X.
3
Georgiev, Iliyan
3
Kim, Donggyu
3
Koopman, Siem Jan
3
Li, Degui
3
McCracken, Michael W.
3
Ng, Serena
3
Pesaran, M. Hashem
3
Rodrigues, Paulo M. M.
3
Tu, Yundong
3
Andersen, Torben
2
Bauwens, Luc
2
Bekaert, Geert
2
Cai, Zongwu
2
Clark, Todd E.
2
Fan, Rui
2
Hafner, Christian M.
2
Hansen, Bruce E.
2
Hounyo, Ulrich
2
Hsiao, Cheng
2
Li, Kunpeng
2
Lu, Lina
2
Onatski, Alexei
2
Phillips, Peter C. B.
2
Robinson, Peter M.
2
Rossi, Barbara
2
Sekhposyan, Tatevik
2
Shephard, Neil G.
2
Swanson, Norman R.
2
Wallis, Kenneth Frank
2
Zhang, Xinyu
2
Ai, Xin
1
Altonji, Joseph G.
1
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Economic modelling
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Journal of forecasting
73
Economics letters
51
Discussion paper / Tinbergen Institute
34
Journal of the American Statistical Association : JASA
28
Econometric theory
25
Working paper / Department of Econometrics and Business Statistics, Monash University
24
The econometrics journal
22
Working paper
21
Econometric reviews
20
Journal of banking & finance
20
Oxford bulletin of economics and statistics
20
Journal of empirical finance
19
Applied economics letters
18
Finance research letters
18
NBER Working Paper
18
Cambridge working papers in economics
17
Discussion paper
17
Journal of applied econometrics
17
Journal of financial econometrics
17
Applied economics
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
NBER working paper series
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
CESifo working papers
14
Econometrics : open access journal
14
Computational economics
13
Insurance / Mathematics & economics
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Quantitative finance
13
Risks : open access journal
13
CEMMAP working papers / Centre for Microdata Methods and Practice
12
CREATES research paper
12
SFB 649 discussion paper
12
Discussion paper series / IZA
11
Discussion papers in economics
11
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ECONIS (ZBW)
156
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1
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
2
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
3
A dynamic conditional score model for the log correlation matrix
Hafner, Christian M.
;
Wang, Linqi
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014471519
Saved in:
4
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:
5
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
6
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
7
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
8
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
9
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
10
Post-processed posteriors for sparse covariances
Lee, Kwangmin
;
Lee, Jaeyong
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014332347
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