//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of econometrics"
subject:"Prognoseverfahren"
~person:"Corradi, Valentina"
~person:"Georgiev, Iliyan"
~person:"Lee, Ji Hyung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Estimation theory
15
Schätztheorie
15
Forecasting model
11
Regression analysis
10
Regressionsanalyse
10
Predictive regression
7
Bootstrap approach
4
Bootstrap-Verfahren
4
Quantile regression
4
Time series analysis
4
Zeitreihenanalyse
4
Cointegration
3
Endogeneity
3
Kointegration
3
Statistical test
3
Statistischer Test
3
Capital income
2
Estimation
2
Heteroscedasticity
2
Heteroskedastizität
2
IVX methods
2
Instrumentation
2
Kapitaleinkommen
2
Local to unity
2
Mild integration
2
Persistence
2
Robust statistics
2
Robustes Verfahren
2
Robustness
2
Schätzung
2
(Un)conditional heteroskedasticity
1
ARCH model
1
ARCH-Modell
1
Adaptive lasso
1
Artificial intelligence
1
Asymptotic theory
1
Balanced regression
1
Börsenkurs
1
Chi-square
1
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Corradi, Valentina
Georgiev, Iliyan
Lee, Ji Hyung
Taylor, Robert
4
Demetrescu, Matei
3
Kim, Donggyu
3
McCracken, Michael W.
3
Rodrigues, Paulo M. M.
3
Tu, Yundong
3
Andersen, Torben
2
Cai, Zongwu
2
Clark, Todd E.
2
Fan, Jianqing
2
Fan, Rui
2
Hansen, Bruce E.
2
Koopman, Siem Jan
2
Ng, Serena
2
Rossi, Barbara
2
Sekhposyan, Tatevik
2
Swanson, Norman R.
2
Athanasopoulos, George
1
Bai, Jushan
1
Bakalli, Gaetan
1
Baltagi, Badi H.
1
Bauwens, Luc
1
Bennedsen, Mikkel
1
Blasques, Francisco
1
Bollerslev, Tim
1
Borowska, Agnieszka
1
Chen, Haiqiang
1
Cheng, Xu
1
Chevillon, Guillaume
1
Choi, Yongok
1
Cui, Xiangyu
1
Dai, Chaoxing
1
DeJong, David Neil
1
Dias, Gustavo Fruet
1
Dijk, Herman K. van
1
Dumitrescu, Elena-Ivona
1
Elliott, Graham
1
more ...
less ...
Published in...
All
Journal of econometrics
Working papers / Rutgers University, Department of Economics
6
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
Journal of applied econometrics
1
Working papers / Federal Reserve Bank of Philadelphia, Research Department
1
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
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
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:
4
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
5
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:
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
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
8
Predictive quantile regression with persistent covariates : IVX-QR approach
Lee, Ji Hyung
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 105-118
Persistent link: https://www.econbiz.de/10011616003
Saved in:
9
Predictive regression under various degrees of persistence and robust long-horizon regression
Phillips, Peter C. B.
;
Lee, Ji Hyung
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 250-264
Persistent link: https://www.econbiz.de/10010255189
Saved in:
10
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 304-324
Persistent link: https://www.econbiz.de/10009242123
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->