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type_genre:"Collection of articles of several authors"
~isPartOf:"Journal of econometrics"
~subject:"Capital income"
~subject:"Forecasting model"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Capital income
Forecasting model
Estimation theory
1,601
Schätztheorie
1,601
Theorie
366
Theory
366
Nichtparametrisches Verfahren
312
Nonparametric statistics
312
Time series analysis
304
Zeitreihenanalyse
304
Regression analysis
264
Regressionsanalyse
264
Estimation
216
Schätzung
212
Panel
156
Panel study
156
Statistical test
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148
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116
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98
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97
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Autocorrelation
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Autokorrelation
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Prognoseverfahren
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Instrumental variables
68
Cointegration
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Kointegration
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61
Stochastischer Prozess
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Causality analysis
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Collection of articles of several authors
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110
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English
110
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Lee, Ji Hyung
5
Andersen, Torben
4
Demetrescu, Matei
4
Rodrigues, Paulo M. M.
4
Taylor, Robert
4
Todorov, Viktor
4
Corradi, Valentina
3
Georgiev, Iliyan
3
Kim, Donggyu
3
Koopman, Siem Jan
3
Li, Yingying
3
McCracken, Michael W.
3
Mykland, Per A.
3
Shephard, Neil G.
3
Tauchen, George Eugene
3
Tu, Yundong
3
Bollerslev, Tim
2
Cai, Zongwu
2
Clark, Todd E.
2
Fan, Jianqing
2
Fan, Rui
2
Francq, Christian
2
Hansen, Bruce E.
2
Li, Degui
2
Li, Jia
2
Li, Jialiang
2
Linton, Oliver
2
Ng, Serena
2
Rossi, Barbara
2
Sekhposyan, Tatevik
2
Swanson, Norman R.
2
Varneskov, Rasmus Tangsgaard
2
Wang, Yulong
2
Xiu, Dacheng
2
Zakoïan, Jean-Michel
2
Zhang, Lan
2
Zheng, Xinghua
2
Ahsan, Nazmul
1
Archakov, Ilya
1
Athanasopoulos, George
1
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Journal of econometrics
International journal of forecasting
116
Journal of forecasting
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Economics letters
32
Journal of empirical finance
25
Finance research letters
24
Econometric reviews
16
Insurance / Mathematics & economics
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
The econometrics journal
15
Journal of banking & finance
14
European journal of operational research : EJOR
13
Journal of the American Statistical Association : JASA
13
Quantitative finance
13
Computational economics
12
Economic modelling
12
Journal of financial econometrics
12
Journal of risk and financial management : JRFM
12
Applied economics
11
Econometric theory
11
Risks : open access journal
11
Econometrics : open access journal
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
The European journal of finance
10
Journal of financial economics
9
Journal of risk
9
Astin bulletin : the journal of the International Actuarial Association
8
International Journal of Energy Economics and Policy : IJEEP
8
International journal of economics and financial issues : IJEFI
8
Journal of applied econometrics
8
Journal of quantitative economics
8
The review of financial studies
8
Applied economics letters
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
International journal of production economics
7
Journal of economic dynamics & control
7
Journal of financial and quantitative analysis : JFQA
7
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ECONIS (ZBW)
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1
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
2
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:
3
A new robust inference for predictive quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 227-250
Persistent link: https://www.econbiz.de/10014364804
Saved in:
4
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
Saved in:
5
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:
6
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
Saved in:
7
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 445-468
Persistent link: https://www.econbiz.de/10014340010
Saved in:
8
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:
9
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:
10
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
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