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isPartOf:"Journal of econometrics"
subject:"Probability theory"
~subject:"Kointegration"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Estimation theory"
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Probability theory
Kointegration
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
148
Statistischer Test
148
Volatility
116
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116
Method of moments
98
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97
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82
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78
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78
Autocorrelation
76
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76
Forecasting model
73
Prognoseverfahren
73
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
68
Cointegration
63
Stochastic process
61
Stochastischer Prozess
61
Causality analysis
59
Kausalanalyse
59
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59
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59
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Konferenzbeitrag
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Phillips, Peter C. B.
6
Tu, Yundong
4
Gao, Jiti
3
Hualde, Javier
3
Wang, Qiying
3
Xiao, Zhijie
3
Chambers, Marcus J.
2
Hajivassiliou, Vassilis Argyrou
2
Hualde, J.
2
Johansen, Søren
2
Khalaf, Lynda
2
Lee, Ji Hyung
2
Li, Degui
2
Paruolo, Paolo
2
Robinson, Peter M.
2
Urga, Giovanni
2
Wagner, Martin
2
Akker, Ramon van den
1
Anderson, T. W.
1
Aït-Sahalia, Yacine
1
Barigozzi, Matteo
1
Barnett, Glen
1
Bergamelli, Michele
1
Bianchi, Annamaria
1
Boswijk, Herman Peter
1
Breunig, Christoph
1
Busch, Marie
1
Börsch-Supan, Axel
1
Carrion i Silvestre, Josep Lluís
1
Chan, Nigel
1
Chang, Yoosoon
1
Chaudhuri, Saraswata
1
Chen, Xiaohong
1
Cho, Jin Seo
1
Choi, In
1
Choi, Seungmoon
1
Christensen, Bent Jesper
1
Dijk, Dick van
1
Dominicy, Yves
1
Dong, Chaohua
1
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Journal of econometrics
Econometric reviews
33
Econometric theory
33
Economics letters
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
24
Applied economics letters
18
Econometrics : open access journal
18
Statistics in transition : an international journal of the Polish Statistical Association
16
Economic modelling
15
International journal of forecasting
15
The econometrics journal
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Applied economics
11
European journal of operational research : EJOR
10
International journal of economics and financial issues : IJEFI
10
Insurance / Mathematics & economics
9
Oxford bulletin of economics and statistics
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
International journal of economics and finance
7
Journal of time series econometrics
7
Statistical papers
7
Computational economics
6
Journal of applied econometrics
6
Journal of the American Statistical Association : JASA
6
Operations research letters
6
International Journal of Energy Economics and Policy : IJEEP
5
Journal of forecasting
5
Journal of macroeconomics
5
Journal of quantitative economics
5
Quantitative finance
5
The review of economic studies
5
Central European journal of economic modelling and econometrics
4
Journal of economic dynamics & control
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of risk and financial management : JRFM
4
Metrika : international journal for theoretical and applied statistics
4
Pakistan journal of commerce and social sciences
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
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ECONIS (ZBW)
86
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1
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:
2
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
3
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
4
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
5
Estimation and inference about tail features with tail censored data
Wang, Yulong
;
Xiao, Zhijie
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 363-387
Persistent link: https://www.econbiz.de/10013463894
Saved in:
6
Nonparametric inference for quantile cointegrations with stationary covariates
Tu, Yundong
;
Liang, Han-Ying
;
Wang, Qiying
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 453-482
Persistent link: https://www.econbiz.de/10013464076
Saved in:
7
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
8
On LASSO for predictive regression
Lee, Ji Hyung
;
Shi, Zhentao
;
Gao, Zhan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 322-349
Persistent link: https://www.econbiz.de/10013441886
Saved in:
9
Inferential theory for heterogeneity and cointegration in large panels
Trapani, Lorenzo
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 474-503
Persistent link: https://www.econbiz.de/10012618525
Saved in:
10
An automated approach towards sparse single-equation cointegration modelling
Smeekes, Stephan
;
Wijler, Etienne
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 247-276
Persistent link: https://www.econbiz.de/10012618835
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