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Regression analysis
Schätztheorie
35,902
Estimation theory
35,275
Zeitreihenanalyse
29,742
Time series analysis
28,720
Theorie
26,817
Theory
26,064
Schätzung
13,189
Estimation
12,945
ARCH-Modell
10,582
ARCH model
10,401
Volatilität
9,767
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9,626
Prognoseverfahren
9,041
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8,846
Risikomaß
7,619
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7,537
USA
5,435
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5,248
Regressionsanalyse
4,895
Kapitaleinkommen
4,705
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4,684
Börsenkurs
4,533
Share price
4,439
Nichtparametrisches Verfahren
4,294
Nonparametric statistics
4,155
Portfolio-Management
4,135
Portfolio selection
4,099
Bootstrap-Verfahren
3,157
Aktienmarkt
3,151
Risiko
3,116
Stock market
3,109
Risk
3,108
Statistische Verteilung
3,088
Kointegration
3,081
Bootstrap approach
3,066
Cointegration
3,030
Statistical distribution
3,027
Statistischer Test
2,875
Stochastischer Prozess
2,845
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Phillips, Peter C. B.
113
Härdle, Wolfgang
59
Gao, Jiti
44
Dette, Holger
42
Linton, Oliver
39
Chernozhukov, Victor
36
Cai, Zongwu
28
Kapetanios, George
27
Xiao, Zhijie
27
Otsu, Taisuke
26
Croux, Christophe
25
Su, Liangjun
25
Wang, Qiying
24
Pesaran, M. Hashem
23
Wang, Hansheng
23
Koop, Gary
22
Marcellino, Massimiliano
22
Sun, Yixiao
22
Yang, Lijian
22
Belloni, Alexandre
20
Weidner, Martin
20
Winkelmann, Rainer
20
Florens, Jean-Pierre
19
Huber, Florian
19
Li, Degui
19
Arai, Yoichi
18
Fernández-Val, Iván
18
Hansen, Christian Bailey
18
Li, Qi
18
Nielsen, Bent
18
Xu, Ke-Li
18
Cattaneo, Matias D.
17
Horowitz, Joel
17
Chen, Songnian
16
Dufour, Jean-Marie
16
Escanciano, Juan Carlos
16
Johansen, Søren
16
Lamarche, Carlos
16
Mammen, Enno
16
Newey, Whitney K.
16
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44
National Bureau of Economic Research
38
University of California, San Diego / Department of Economics
4
Universität Konstanz
4
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Centre for Microdata Methods and Practice <London>
2
Centre for Quantitative Economics & Computing
2
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2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Trinity College Dublin / Department of Economics
2
Zentrum für Europäische Wirtschaftsforschung
2
Christian-Albrechts-Universität zu Kiel
1
Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
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1
Institut für Wirtschaftswissenschaften <Wien>
1
London School of Economics and Political Science
1
Melbourne Business School
1
Mu'assasat an-Naqd al-ʿArabī as-Suʿūdī
1
National Institute of Economic and Social Research
1
Nationalekonomiska Institutionen <Göteborg>
1
Queen Mary College / Department of Economics
1
Robert Schuman Centre for Advanced Studies
1
Rutgers University / Department of Economics
1
Sonderforschung ökonomische und juristische Institutionenanalyse (SOFIA) e.V.
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn>
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Steinbeis-Stiftung für Wirtschaftsförderung
1
Steinbeis-Transfer-Institut Angewandte Statistik und Volkswirtschaftslehre
1
Taylor and Francis.
1
University of Cambridge / Department of Applied Economics
1
University of Chicago / Graduate School of Business
1
University of Connecticut / Department of Economics
1
University of Exeter / Department of Economics
1
University of New England / Department of Econometrics
1
University of Southampton / Department of Economics
1
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Journal of econometrics
304
Econometric theory
106
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
106
CEMMAP working papers / Centre for Microdata Methods and Practice
105
Economics letters
101
Journal of the American Statistical Association : JASA
90
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
80
Econometric reviews
75
The econometrics journal
63
Cowles Foundation discussion paper
53
Discussion paper series / IZA
44
Discussion papers of interdisciplinary research project 373
44
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
42
International journal of forecasting
39
Cowles Foundation Discussion Paper
38
Discussion paper / Tinbergen Institute
36
European journal of operational research : EJOR
35
NBER Working Paper
35
NBER working paper series
30
Economic modelling
29
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
Econometrics : open access journal
28
Journal of forecasting
28
SFB 649 discussion paper
27
Working paper
27
Working paper / Department of Econometrics and Business Statistics, Monash University
27
KBI
26
Computational economics
25
IZA Discussion Paper
25
Working papers / TSE : WP
24
Applied economics letters
23
Insurance / Mathematics & economics
23
Discussion paper / Center for Economic Research, Tilburg University
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
22
Journal of risk and financial management : JRFM
22
Quantitative economics : QE ; journal of the Econometric Society
22
Discussion paper
21
Journal of applied econometrics
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Applied economics
20
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ECONIS (ZBW)
4,861
EconStor
2
BASE
1
RePEc
1
Other ZBW resources
1
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1
Conditional Value-at-Risk : semiparametric estimation and inference
Wang, Chuan-Sheng
;
Zhao, Zhibiao
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 86-103
Persistent link: https://www.econbiz.de/10011705234
Saved in:
2
Realized quantity extended conditional autoregressive value-at-risk models
Götz, Pit
- In:
Journal of risk : JOR
26
(
2023
)
2
,
pp. 33-63
Persistent link: https://www.econbiz.de/10014487299
Saved in:
3
Value-at-risk in the European energy market : a comparison of parametric, historical simulation and quantile regression value-at-risk
Westgaard, Sjur
;
Arhus, Gisle Hoel
;
Frydenberg, Marina
; …
- In:
The journal of risk model validation
13
(
2019
)
4
,
pp. 43-69
Persistent link: https://www.econbiz.de/10012373160
Saved in:
4
Quantile-based GARCH-MIDAS : estimating value-at-risk using mixed-frequency information
Xu, Yan
;
Wang, Xinyu
;
Liu, Hening
- In:
Finance research letters
43
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014632411
Saved in:
5
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
6
Predictive quantile regressions under persistence and conditional heteroskedasticity
Fan, Rui
;
Lee, Ji Hyung
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 261-280
Persistent link: https://www.econbiz.de/10012304551
Saved in:
7
Selection of the number of frequencies using bootstrap techniques in log-periodogram regression
Arteche, Josu
;
Orbe, Jesus
-
2008
Persistent link: https://www.econbiz.de/10003848261
Saved in:
8
Bootstrap inference in local polynomial regression of time series
Parrella, Maria Lucia
;
Vitale, Cosimo
- In:
Statistical methods & applications : SMA ; journal of …
16
(
2007
)
1
,
pp. 17-139
Persistent link: https://www.econbiz.de/10003489180
Saved in:
9
Measuring granger causality in quantiles
Song, Xiaojun
;
Taamouti, Abderrahim
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 937-952
Persistent link: https://www.econbiz.de/10012653205
Saved in:
10
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
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