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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
~subject:"USA"
~type_genre:"Sammlung"
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Search: subject_exact:"Estimation"
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United States
Kapitaleinkommen
Prognoseverfahren
USA
Estimation
464
Schätzung
459
Estimation theory
216
Schätztheorie
216
Theorie
165
Theory
165
Time series analysis
115
Zeitreihenanalyse
115
Nichtparametrisches Verfahren
106
Nonparametric statistics
106
Volatility
102
Volatilität
102
Panel
93
Panel study
93
Regression analysis
81
Regressionsanalyse
81
Forecasting model
63
Börsenkurs
54
Share price
54
Capital income
53
Stochastic process
46
Stochastischer Prozess
46
Factor analysis
38
Faktorenanalyse
38
Panel data
38
Bayes-Statistik
34
Bayesian inference
34
Statistical test
32
Statistischer Test
32
ARCH model
31
ARCH-Modell
31
Statistical distribution
29
Statistische Verteilung
29
Markov chain
27
Markov-Kette
27
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26
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Article
140
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Article in journal
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140
Conference paper
1
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English
140
Author
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Todorov, Viktor
8
Bollerslev, Tim
7
Andersen, Torben
4
Koop, Gary
4
Aït-Sahalia, Yacine
3
Fan, Jianqing
3
Kim, Donggyu
3
Patton, Andrew J.
3
Tauchen, George Eugene
3
Xiu, Dacheng
3
Andreou, Elena
2
Aruoba, S. Borağan
2
Baltagi, Badi H.
2
Diebold, Francis X.
2
Francq, Christian
2
Fulop, Andras
2
Ghysels, Eric
2
Harvey, Andrew C.
2
Hong, Yongmiao
2
Inoue, Atsushi
2
Lee, Tae-hwy
2
Li, Jia
2
Li, Yingying
2
McAleer, Michael
2
Meddahi, Nour
2
Mroz, Thomas A.
2
Paolella, Marc S.
2
Park, Joon Y.
2
Pelger, Markus
2
Polak, Pawel
2
Quaedvlieg, Rogier
2
Ryu, Hang-keun
2
Shephard, Neil G.
2
Slottje, Daniel Jonathan
2
Steel, Mark F. J.
2
Tu, Yundong
2
Valkanov, Rossen I.
2
Zakoïan, Jean-Michel
2
Zhou, Hao
2
Asai, Manabu
1
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Journal of econometrics
Applied economics
396
Applied economics letters
251
Journal of banking & finance
203
Finance research letters
202
Economic modelling
179
Applied financial economics
177
International review of financial analysis
172
The review of economics and statistics
172
International review of economics & finance : IREF
168
International journal of forecasting
167
Journal of financial economics
164
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
163
The journal of finance : the journal of the American Finance Association
157
The American economic review
154
Journal of empirical finance
153
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
147
Journal of international money and finance
143
Economics letters
138
The North American journal of economics and finance : a journal of financial economics studies
137
Journal of applied econometrics
124
Journal of forecasting
116
Energy economics
111
The journal of futures markets
110
Journal of international financial markets, institutions & money
108
Journal of financial and quantitative analysis : JFQA
103
Review of quantitative finance and accounting
97
The review of financial studies
96
Journal of money, credit and banking : JMCB
95
The European journal of finance
94
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
87
Research in international business and finance
85
Pacific-Basin finance journal
78
International journal of finance & economics : IJFE
77
Journal of monetary economics
77
Journal of political economy
77
American economic journal : a journal of the American Economic Association
75
Journal of macroeconomics
75
Journal of economic dynamics & control
73
Management science : journal of the Institute for Operations Research and the Management Sciences
66
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ECONIS (ZBW)
140
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1
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10
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140
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
8
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
Saved in:
9
Inference and forecasting for continuous-time integer-valued trawl processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014365470
Saved in:
10
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
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