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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Energy economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial economics"
~subject:"Nonparametric statistics"
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Search: subject_exact:"Estimation"
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United States
Nonparametric statistics
Estimation
1,090
Schätzung
1,090
Theorie
318
Theory
318
Volatility
240
Volatilität
240
Capital income
209
Kapitaleinkommen
209
Oil price
195
Ölpreis
195
USA
182
Forecasting model
161
Prognoseverfahren
161
Time series analysis
160
Zeitreihenanalyse
160
Estimation theory
154
Schätztheorie
154
Börsenkurs
149
Share price
149
Welt
140
World
140
CAPM
99
Risikoprämie
96
Risk premium
96
Panel
90
Panel study
90
Nichtparametrisches Verfahren
88
ARCH model
86
ARCH-Modell
86
Energiekonsum
82
Energy consumption
82
Aktienmarkt
75
Cointegration
75
Kointegration
75
Stock market
75
Portfolio selection
71
Portfolio-Management
71
Risk
66
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102
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2
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Article
266
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Article in journal
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266
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English
266
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Smyth, Russell
5
Su, Liangjun
5
Hsu, Yu-Chin
3
Lieli, Robert P.
3
Zhang, Xibin
3
Ang, Andrew
2
Balcilar, Mehmet
2
Bollerslev, Tim
2
Booth, James R.
2
Campbell, John Y.
2
Chevallier, Julien
2
Enders, Walter
2
Engle, Robert F.
2
Franses, Philip Hans
2
Frazzini, Andrea
2
Gao, Jiti
2
Ghysels, Eric
2
Hammoudeh, Shawkat
2
Hong, Harrison G.
2
Jacobs, Kris
2
Kimmel, Robert
2
Lamont, Owen A.
2
Leybourne, Stephen James
2
Li, Qi
2
Li, Yan
2
Lian, Heng
2
Lo, Andrew W.
2
Lobato, Ignacio N.
2
Lucas, André
2
Malmendier, Ulrike
2
McCabe, Brendan Peter Martin
2
Ren, Xiaohang
2
Santa-Clara, Pedro
2
Serra, Teresa
2
Shahbaz, Muhammad
2
Silvapulle, Paramsothy
2
Song, Xiaojun
2
Stein, Jeremy C.
2
Stock, James H.
2
Taamouti, Abderrahim
2
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Energy economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial economics
Applied economics
275
The review of economics and statistics
170
Applied economics letters
164
Journal of econometrics
158
The American economic review
152
The journal of finance : the journal of the American Finance Association
146
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
138
Journal of applied econometrics
114
Economics letters
111
Applied financial economics
100
The review of financial studies
93
The journal of futures markets
84
Economic modelling
81
Journal of money, credit and banking : JMCB
79
Journal of international money and finance
77
American economic journal : a journal of the American Economic Association
76
Journal of political economy
76
Journal of financial and quantitative analysis : JFQA
74
Journal of monetary economics
67
Southern economic journal
64
Journal of labor economics
61
Journal of banking & finance
58
Journal of macroeconomics
56
The quarterly journal of economics
56
Economic inquiry : journal of the Western Economic Association International
54
The North American journal of economics and finance : a journal of financial economics studies
52
American journal of agricultural economics
51
International review of economics & finance : IREF
51
Journal of human resources : JHR
50
Journal of public economics
50
Journal of urban economics
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Journal of economic dynamics & control
45
The journal of economics
45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
Review of quantitative finance and accounting
43
The journal of business : B
43
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ECONIS (ZBW)
266
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91
Have financial markets become more informative?
Bai, Jennie
;
Philippon, Thomas
;
Savov, Alexi
- In:
Journal of financial economics
122
(
2016
)
3
,
pp. 625-654
Persistent link: https://www.econbiz.de/10011591158
Saved in:
92
Forecasting with nonspurious factors in U.S. macroeconomic time series
Yamamoto, Yohei
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 81-106
Persistent link: https://www.econbiz.de/10011691219
Saved in:
93
Censored quantile instrumental variable estimates of the price elasticity of expenditure on medical care
Kowalski, Amanda
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 107-117
Persistent link: https://www.econbiz.de/10011691224
Saved in:
94
Identification of the direction of a causal effect by instrumental variables
Kline, Brendan
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 176-184
Persistent link: https://www.econbiz.de/10011691260
Saved in:
95
Weak identification in fuzzy regression discontinuity designs
Feir, Donna
;
Lemieux, Thomas
;
Marmer, Vadim
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 185-196
Persistent link: https://www.econbiz.de/10011691270
Saved in:
96
A nonparametric test for granger causality in distribution with application to financial contagion
Candelon, Bertrand
;
Tokpavi, Sessi
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 240-253
Persistent link: https://www.econbiz.de/10011691324
Saved in:
97
Efficient estimation of data combination models by the method of auxiliary-to-study tilting (AST)
Graham, Bryan S.
;
Pinto, Cristine Campos de Xavier
; …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 288-301
Persistent link: https://www.econbiz.de/10011691338
Saved in:
98
Treatment effects with unobserved heterogeneity : a set identification approach
Jun, Sung Jae
;
Lee, Yoonseok
;
Shin, Youngki
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 302-311
Persistent link: https://www.econbiz.de/10011691357
Saved in:
99
In-sample inference and forecasting in misspecified factor models
Carrasco, Marine
;
Rossi, Barbara
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 313-338
Persistent link: https://www.econbiz.de/10011691438
Saved in:
100
Unveiling heterogeneities of relations between the entire oil-stock interaction and its components across time scales
Huang, Shupei
;
An, Haizhong
;
Gao, Xiangyun
;
Hao, Xiaoqing
- In:
Energy economics
59
(
2016
),
pp. 70-80
Persistent link: https://www.econbiz.de/10011699482
Saved in:
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