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~isPartOf:"Finance research letters"
~isPartOf:"International journal of forecasting"
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Search: subject_exact:"Estimation theory"
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Estimation theory
211
Schätztheorie
211
Forecasting model
123
Prognoseverfahren
123
Time series analysis
73
Zeitreihenanalyse
73
Estimation
38
Schätzung
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211
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Hyndman, Rob J.
4
Armstrong, Jon Scott
3
De Luca, Giovanni
3
Kapetanios, George
3
Kim, Tae-hwan
3
Panagiotelis, Anastasios
3
Rivieccio, Giorgia
3
Shi, Yanlin
3
Tao, Hong
3
Taylor, James W.
3
Teräsvirta, Timo
3
Ardia, David
2
Athanasopoulos, George
2
Auer, Benjamin R.
2
Baillie, Richard
2
Chaleampong Kongcharoen
2
Chevillon, Guillaume
2
Chiu, Wan-Yi
2
Clements, Adam
2
Cubadda, Gianluca
2
Deo, Rohit S.
2
Espasa Terrades, Antoni
2
Gallo, Giampiero M.
2
González-Rivera, Gloria
2
Harvey, Andrew C.
2
Hendry, David F.
2
Kim, Yunmi
2
Knüppel, Malte
2
Kock, Anders Bredahl
2
Kourentzes, Nikolaos
2
Lahiri, Kajal
2
Liu, Bidong
2
Lucas, André
2
Lütkepohl, Helmut
2
Madan, Dilip B.
2
Miller, Don M.
2
Oryshchenko, Vitaliy
2
Poon, Aubrey
2
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2
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Finance research letters
International journal of forecasting
Journal of econometrics
1,589
Economics letters
961
Econometric theory
720
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
590
Econometric reviews
433
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
312
The econometrics journal
267
Journal of applied econometrics
218
Applied economics letters
197
Oxford bulletin of economics and statistics
186
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
182
European journal of operational research : EJOR
177
Applied economics
169
Journal of quantitative economics : official journal of the Indian Econometric Society
166
Econometrics : open access journal
146
The review of economics and statistics
145
Economic modelling
136
Quantitative economics : QE ; journal of the Econometric Society
127
Journal of forecasting
123
Insurance / Mathematics & economics
117
Computational economics
107
Statistical papers
102
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
102
Statistics in transition : an international journal of the Polish Statistical Association
96
Journal of economic dynamics & control
88
The review of economic studies
86
American journal of agricultural economics
77
Journal of banking & finance
74
Journal of empirical finance
72
Journal of financial econometrics : official journal of the Society for Financial Econometrics
72
International economic review
70
Annales d'économie et de statistique
69
Metrika : international journal for theoretical and applied statistics
68
Operations research
62
Empirical economics : a quarterly journal of the Institute for Advanced Studies
60
Journal of productivity analysis
60
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
211
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1
A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Saved in:
2
Estimation of fixed effects partially linear varying coefficient spatial autoregressive model with disturbances correlated in space and time
Li, Bogui
;
Chen, Hao
- In:
Finance research letters
59
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014445336
Saved in:
3
Forecasting in factor augmented regressions under structural change
Massacci, Daniele
;
Kapetanios, George
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
Saved in:
4
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:
5
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
6
Shrinkage and thresholding approaches for expected utility portfolios : an analysis in terms of predictive ability
Dutta, Sumanjay
;
Jain, Shashi
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531731
Saved in:
7
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
8
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization
Bongiorno, Christian
;
Challet, Damien
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472232
Saved in:
9
Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?
Bodnar, Taras
;
Parolya, Nestor
;
Thorsén, Erik
- In:
Finance research letters
54
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014472777
Saved in:
10
Confidence intervals for stress test predictions
Kopeliovich, Yaacov
;
Shea, Kevin
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014472996
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