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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Economics letters"
~isPartOf:"International journal of forecasting"
~subject:"Panel study"
~type_genre:"Bibliografie enthalten"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation theory"
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Volatility
Panel study
Estimation theory
1,111
Schätztheorie
1,111
Theorie
400
Theory
400
Time series analysis
196
Zeitreihenanalyse
196
Forecasting model
137
Prognoseverfahren
137
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129
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127
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114
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94
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92
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38
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34
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30
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132
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Baltagi, Badi H.
5
Han, Chirok
5
Westerlund, Joakim
4
Hwang, Eunju
3
Pirotte, Alain
3
Shin, Dong-wan
3
Su, Liangjun
3
Zhang, Yonghui
3
Bin, Peng
2
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2
Clements, Adam
2
Gefang, Deborah
2
Gørgens, Tue
2
Hahn, Jinyong
2
Hayakawa, Kazuhiko
2
Jin, Fei
2
Kapetanios, George
2
Koop, Gary
2
Li, Gaorong
2
Malikov, Emir
2
Okui, Ryo
2
Poon, Aubrey
2
Tosetti, Elisa
2
Ullah, Aman
2
Yu, Jihai
2
Zhou, Qiankun
2
Ai, Chunrong
1
Akashi, Kentaro
1
Anatolyev, Stanislav
1
Ando, Tomohiro
1
Annaert, Jan
1
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1
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1
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1
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1
Bai, Jushan
1
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1
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1
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1
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1
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Economics letters
International journal of forecasting
Journal of econometrics
270
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Econometric reviews
78
The econometrics journal
50
Econometric theory
36
Economic modelling
29
Applied economics letters
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Journal of empirical finance
20
Econometrics : open access journal
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
Applied economics
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Oxford bulletin of economics and statistics
16
Journal of risk and financial management : JRFM
15
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15
Computational economics
14
Journal of banking & finance
14
Journal of financial econometrics
14
International journal of theoretical and applied finance
13
Finance research letters
12
Quantitative economics : QE ; journal of the Econometric Society
12
Regional science & urban economics
12
International journal of economics and financial issues : IJEFI
11
Journal of applied econometrics
11
Journal of forecasting
11
The North American journal of economics and finance : a journal of financial economics studies
11
Journal of econometric methods
9
Energy economics
8
Finance and stochastics
8
Journal of quantitative economics
8
The empirical economics letters : a monthly international journal of economics
8
Cambridge working papers in economics
7
Cogent economics & finance
7
European journal of operational research : EJOR
7
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ECONIS (ZBW)
132
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1
Outlier-robust methods for forecasting realized covariance matrices
Li, Dan
;
Drovandi, Christopher
;
Clements, Adam
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 392-408
Persistent link: https://www.econbiz.de/10014450278
Saved in:
2
The two-way Hausman and Taylor estimator
Baltagi, Badi H.
- In:
Economics letters
228
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014451174
Saved in:
3
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
4
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
5
Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1185-1204
Persistent link: https://www.econbiz.de/10014465265
Saved in:
6
Shrinkage estimation of panel data models with interactive effects
Li, Haiqi
;
Chen, Xingyi
;
Liang, Jufang
- In:
Economics letters
210
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013171147
Saved in:
7
Consistent estimation of drift parameter in diffusion model with misspecified volatility function
Jeong, Minsoo
- In:
Economics letters
211
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013172040
Saved in:
8
Bayesian analysis of spatial dynamic panel data model with convex combinations of different spatial weight matrices : a reparameterized approach
Cai, Zhengzheng
;
Zhu, Yanli
;
Han, Xiaoyi
- In:
Economics letters
217
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013465499
Saved in:
9
A new estimator of a jump discontinuity in regression
Martins-Filho, Carlos
;
Xie, Sihong
;
Yao, Feng
- In:
Economics letters
218
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013466389
Saved in:
10
Empirical likelihood confidence interval for difference-in-differences estimator with panel data
Tang, Shengfang
;
Huang, Zhilin
- In:
Economics letters
216
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013448300
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