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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
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Risk
66
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Article
266
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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
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ECONIS (ZBW)
266
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41
Income inequality and CO2 emissions in the G7, 1870-2014 : evidence from non-parametric modelling
Uddin, Md. Main
;
Mishra, Vinod
;
Smyth, Russell
- In:
Energy economics
88
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012516216
Saved in:
42
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
43
Bounds on average and quantile treatment effects on duration outcomes under censoring, selection, and noncompliance
Blanco, German
;
Chen, Xuan
;
Flores, Carlos
; …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 901-920
Persistent link: https://www.econbiz.de/10012313378
Saved in:
44
Financialization, fundamentals, and the time-varying determinants of US natural gas prices
Wang, Tiantian
;
Zhang, Dayong
;
Broadstock, David Clive
- In:
Energy economics
80
(
2019
),
pp. 707-719
Persistent link: https://www.econbiz.de/10012173708
Saved in:
45
Returns to scale in electricity generation : replicated and revisited
Bernstein, David H.
;
Parmeter, Christopher F.
- In:
Energy economics
82
(
2019
),
pp. 4-15
Persistent link: https://www.econbiz.de/10012173804
Saved in:
46
Using nonparametric copulas to measure crude oil price co-movements
Ho, Anson T. Y.
;
Huynh, Kim P.
;
Jacho-Chávez, David Tomás
- In:
Energy economics
82
(
2019
),
pp. 211-223
Persistent link: https://www.econbiz.de/10012173921
Saved in:
47
Oil prices and economic policy uncertainty : evidence from a nonparametric panel data model
Hailemariam, Abebe
;
Smyth, Russell
;
Zhang, Xibin
- In:
Energy economics
83
(
2019
),
pp. 40-51
Persistent link: https://www.econbiz.de/10012175224
Saved in:
48
Estimation and inference of distributional partial effects : theory and application
Shen, Shu
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 54-66
Persistent link: https://www.econbiz.de/10012176489
Saved in:
49
Forecasting value at risk and expected shortfall using a semiparametric approach based on the asymmetric laplace distribution
Taylor, James W.
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 121-133
Persistent link: https://www.econbiz.de/10012176554
Saved in:
50
Testing missing at random using instrumental variables
Breunig, Christoph
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 223-234
Persistent link: https://www.econbiz.de/10012176614
Saved in:
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