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type_genre:"Collection of articles of several authors"
~isPartOf:"Journal of econometrics"
~isPartOf:"The European journal of finance"
~subject:"Capital income"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Capital income
Estimation theory
1,628
Schätztheorie
1,628
Theorie
373
Theory
373
Nichtparametrisches Verfahren
313
Nonparametric statistics
313
Time series analysis
307
Zeitreihenanalyse
307
Regression analysis
265
Regressionsanalyse
265
Estimation
224
Schätzung
220
Panel
157
Panel study
157
Statistical test
151
Statistischer Test
151
Volatility
122
Volatilität
122
Method of moments
98
Momentenmethode
97
Induktive Statistik
84
Statistical inference
84
Autocorrelation
80
Autokorrelation
80
Maximum likelihood estimation
79
Maximum-Likelihood-Schätzung
79
Forecasting model
77
Prognoseverfahren
77
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
68
Cointegration
63
Kointegration
62
Statistical distribution
62
Statistische Verteilung
62
Stochastic process
62
Stochastischer Prozess
62
Causality analysis
59
Kausalanalyse
59
IV-Schätzung
57
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Undetermined
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Article
53
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Collection of articles of several authors
Article in journal
Aufsatz in Zeitschrift
53
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English
53
Author
All
Demetrescu, Matei
4
Rodrigues, Paulo M. M.
4
Todorov, Viktor
4
Andersen, Torben
3
Li, Yingying
3
Mykland, Per A.
3
Tauchen, George Eugene
3
Taylor, Robert
3
Georgiev, Iliyan
2
Li, Jia
2
Shephard, Neil G.
2
Xiu, Dacheng
2
Zhang, Lan
2
Zheng, Xinghua
2
Ahsan, Nazmul
1
Archakov, Ilya
1
Ataullah, Ali
1
Bakalli, Gaetan
1
Bollerslev, Tim
1
Bouezmarni, Taoufik
1
Breidt, F. Jay
1
Breitung, Jörg
1
Cai, T. Tony
1
Cebiroglu, Gökhan
1
Chan, Kung-sik
1
Chen, Min
1
Chen, Richard Y.
1
Chen, Rui
1
Chen, Zhao
1
Choi, Yongok
1
Crato, Nuno
1
Dai, Chaoxing
1
Davidson, I. R.
1
Davis, Richard A.
1
DeLima, Pedro J. F.
1
Drees, Holger
1
Dufour, Jean-Marie
1
Durham, Garland B.
1
Ebner, Markus
1
El Ghouch, Anouar
1
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Journal of econometrics
The European journal of finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Journal of empirical finance
19
Finance research letters
14
Economics letters
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of forecasting
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Journal of financial economics
8
The review of financial studies
8
Journal of banking & finance
7
Journal of financial and quantitative analysis : JFQA
7
Journal of financial econometrics
7
Econometric reviews
6
Econometrics : open access journal
6
International journal of forecasting
6
Journal of risk and financial management : JRFM
6
Computational economics
5
Economic modelling
5
Financial markets and portfolio management
5
International journal of economics and financial issues : IJEFI
5
Journal of mathematical finance
5
Journal of risk
5
Quantitative finance
5
Review of quantitative finance and accounting
5
The journal of business : B
5
The journal of finance : the journal of the American Finance Association
5
Cogent economics & finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Insurance / Mathematics & economics
4
International review of financial analysis
4
Journal of economic dynamics & control
4
Research in international business and finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
The review of economic studies
4
The review of economics and statistics
4
Theoretical economics letters
4
Applied economics letters
3
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ECONIS (ZBW)
53
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1
Post-processed posteriors for sparse covariances
Lee, Kwangmin
;
Lee, Jaeyong
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014332347
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
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
4
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:
5
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
6
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:
7
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
8
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
9
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:
10
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
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