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type_genre:"Collection of articles of several authors"
~isPartOf:"Journal of econometrics"
~isPartOf:"The review of economic studies"
~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
1,687
Schätztheorie
1,687
Theorie
426
Theory
426
Nichtparametrisches Verfahren
320
Nonparametric statistics
320
Time series analysis
316
Zeitreihenanalyse
316
Regression analysis
270
Regressionsanalyse
270
Estimation
224
Schätzung
220
Panel
158
Panel study
158
Statistical test
152
Statistischer Test
152
Volatility
118
Volatilität
118
Method of moments
99
Momentenmethode
98
Induktive Statistik
84
Statistical inference
84
Maximum likelihood estimation
78
Maximum-Likelihood-Schätzung
78
Autocorrelation
76
Autokorrelation
76
Forecasting model
74
Prognoseverfahren
74
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
69
Cointegration
63
Kointegration
62
Causality analysis
61
Kausalanalyse
61
Stochastic process
61
Stochastischer Prozess
61
Statistical distribution
60
Statistische Verteilung
60
IV-Schätzung
58
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Undetermined
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50
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Collection of articles of several authors
Article in journal
Aufsatz in Zeitschrift
50
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English
50
Author
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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
Dufour, Jean-Marie
2
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
Bakalli, Gaetan
1
Beaulieu, Marie-Claude
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
Cutler, David M.
1
Dai, Chaoxing
1
Davis, Richard A.
1
DeLima, Pedro J. F.
1
Diebold, Francis X.
1
Drees, Holger
1
Durham, Garland B.
1
El Ghouch, Anouar
1
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Journal of econometrics
The review of economic studies
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
The European journal of finance
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 economics and statistics
4
Theoretical economics letters
4
Applied economics letters
3
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ECONIS (ZBW)
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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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