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~isPartOf:"CORE discussion paper : DP"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of time series econometrics"
~subject:"Estimation"
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Search: subject_exact:"Estimation theory"
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Estimation
Estimation theory
902
Schätztheorie
902
Theorie
362
Theory
362
Time series analysis
211
Zeitreihenanalyse
211
Nichtparametrisches Verfahren
114
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114
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Bauwens, Luc
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2
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2
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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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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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1
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CORE discussion paper : DP
Econometric theory
Journal of time series econometrics
Journal of econometrics
216
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
129
Economics letters
110
Discussion paper series / IZA
58
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33
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Quantitative economics : QE ; journal of the Econometric Society
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Discussion papers / CEPR
28
Journal of banking & finance
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The econometrics journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
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24
Journal of the American Statistical Association : JASA
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Journal of empirical finance
23
International journal of forecasting
22
The review of economics and statistics
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International journal of economics and financial issues : IJEFI
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SFB 649 discussion paper
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Working papers series in theoretical and applied economics
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ECONIS (ZBW)
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1
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
2
Estimating impulse-response functions for macroeconomic models using directional quantiles
Montes-Rojas, Gabriel
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 199-225
Persistent link: https://www.econbiz.de/10013260199
Saved in:
3
Nonparametric euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
- In:
Econometric theory
37
(
2021
)
5
,
pp. 851-891
Persistent link: https://www.econbiz.de/10012656387
Saved in:
4
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
5
Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo
- In:
Journal of time series econometrics
13
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
Saved in:
6
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
7
Large sample properties of bayesian estimation of spatial econometric models
Han, Xiaoyi
;
Lee, Lung-fei
;
Xu, Xingbai
- In:
Econometric theory
37
(
2021
)
4
,
pp. 708-746
Persistent link: https://www.econbiz.de/10012618199
Saved in:
8
Time-varying NoVaS versus GARCH : point prediction, volatility estimation and prediction intervals
Chen, Jie
;
Politis, Dimitris N.
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012300649
Saved in:
9
Estimation for dynamic panel data with individual effects
Robinson, Peter M.
;
Velasco, Carlos
- In:
Econometric theory
36
(
2020
)
2
,
pp. 185-222
Persistent link: https://www.econbiz.de/10012193732
Saved in:
10
A generalized ARFIMA model with smooth transition fractional integration parameter
Boubaker, Heni
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011817682
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