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isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
subject:"Stichprobenerhebung"
~isPartOf:"Journal of financial econometrics"
~subject:"Robust statistics"
~subject:"Statistical test"
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Search: subject_exact:"Estimation theory"
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Stichprobenerhebung
Robust statistics
Statistical test
Estimation theory
235
Schätztheorie
235
Estimation
67
Schätzung
67
Theorie
63
Theory
63
Time series analysis
47
Zeitreihenanalyse
47
Regression analysis
28
Regressionsanalyse
28
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
Forecasting model
20
Prognoseverfahren
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Statistischer Test
17
Volatility
17
Volatilität
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Monte Carlo simulation
14
Monte-Carlo-Simulation
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Panel study
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Cointegration
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Kointegration
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Sampling
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Correlation
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Deutschland
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Robustes Verfahren
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31
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English
31
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Kleibergen, Frank
5
Kong, Lingwei
5
Zhan, Zhaoguo
5
Huber, Martin
2
Khalaf, Lynda
2
Peñaranda, Francisco
2
Zaffaroni, Paolo
2
Bera, Anil K.
1
Brzezinski, Michal
1
Cai, Zongwu
1
Caracciolo, Francesco
1
Chen, Yi-Chi
1
De Nard, Gianluca
1
Depalo, Domenico
1
Fabiani, Silvia
1
Furno, Marilena
1
Goerlich Gisbert, Francisco J.
1
Gungor, Sermin
1
Guo, Junjie
1
Han, Hsiang-ling
1
Hecq, Alain W. J.
1
Jiang, Jiancheng
1
Jin, Sainan
1
Kaiser, Boris
1
Kao, Sheena Yu-Hsien
1
Lechner, Michael
1
Lee, Kuo-Jung
1
Leung, Siu Fai
1
Luger, Richard
1
Margaritella, Luca
1
Mellace, Giovanni
1
Meng, Lingsheng
1
Mestre, Ricardo
1
Pereda-Fernández, Santiago
1
Sancetta, Alessio
1
Schweikert, Karsten
1
Schwiebert, Jörg
1
Smeekes, Stephan
1
Sperlich, Stefan
1
Steinmayr, Andreas
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of financial econometrics
Journal of econometrics
213
Economics letters
82
Econometric reviews
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
CEMMAP working papers / Centre for Microdata Methods and Practice
65
Econometric theory
54
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
49
The econometrics journal
46
Journal of the American Statistical Association : JASA
43
Statistics in transition : an international journal of the Polish Statistical Association
38
Cowles Foundation discussion paper
36
Discussion paper / Tinbergen Institute
33
Discussion paper / Center for Economic Research, Tilburg University
30
European journal of operational research : EJOR
28
NBER Working Paper
28
Cowles Foundation Discussion Paper
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
Econometrics : open access journal
27
Discussion paper series / IZA
26
Quantitative economics : QE ; journal of the Econometric Society
26
KBI
23
Applied economics letters
21
Discussion papers of interdisciplinary research project 373
20
NBER working paper series
19
Cambridge working papers in economics
17
Economic modelling
17
IZA Discussion Paper
17
Working paper / Department of Econometrics and Business Statistics, Monash University
17
CREATES research paper
16
Working paper
16
Journal of applied econometrics
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Cahiers du Département d'Econométrie
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Working paper series
14
Discussion paper
13
Discussion paper / Central Bureau voor de Statistiek
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Insurance / Mathematics & economics
13
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ECONIS (ZBW)
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Identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 263-297
Persistent link: https://www.econbiz.de/10014314742
Saved in:
2
Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
Saved in:
3
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
4
Granger causality testing in high-dimensional VARs : a post-double-selection procedure
Hecq, Alain W. J.
;
Margaritella, Luca
;
Smeekes, Stephan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 915-958
Persistent link: https://www.econbiz.de/10014314841
Saved in:
5
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
6
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
7
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
Saved in:
8
Discussion of identification robust testing of risk premia in finite samples
Peñaranda, Francisco
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 306-310
Persistent link: https://www.econbiz.de/10014314745
Saved in:
9
Integrating structural and reduced-form methods in empirical finance
Whited, Toni Marion
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014314764
Saved in:
10
Oops! I shrunk the sample covariance matrix again : blockbuster meets shrinkage
De Nard, Gianluca
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 569-611
Persistent link: https://www.econbiz.de/10013349144
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