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isPartOf:"Lehrbuch"
subject:"Probability theory"
~isPartOf:"Journal of econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Probability theory
Time series analysis
Estimation theory
1,744
Schätztheorie
1,744
Theorie
371
Theory
371
Zeitreihenanalyse
359
Nichtparametrisches Verfahren
323
Nonparametric statistics
323
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282
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282
Estimation
249
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245
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161
Panel study
161
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161
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161
Volatility
133
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133
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103
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102
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87
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87
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84
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84
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82
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82
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Phillips, Peter C. B.
11
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9
Leybourne, Stephen James
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Linton, Oliver
8
Li, Jia
6
Todorov, Viktor
6
Xiao, Zhijie
6
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5
Chen, Xiaohong
5
Davis, Richard A.
5
Harvey, David I.
5
Kim, Donggyu
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5
Robinson, Peter M.
5
Tauchen, George Eugene
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Zhu, Ke
5
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4
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4
Francq, Christian
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Teräsvirta, Timo
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3
Johansen, Søren
3
Kim, Dukpa
3
Koop, Gary
3
Li, Degui
3
Li, Dong
3
Li, Guodong
3
Li, Wai Keung
3
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Lehrbuch
Journal of econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Econometric theory
168
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
156
Economics letters
148
Discussion paper / Tinbergen Institute
116
Econometric reviews
97
International journal of forecasting
71
Working paper / Department of Econometrics and Business Statistics, Monash University
64
CREATES research paper
59
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
55
Journal of forecasting
55
Applied economics letters
51
Econometrics : open access journal
48
NBER Working Paper
44
Cowles Foundation discussion paper
43
The econometrics journal
40
Journal of time series econometrics
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Journal of the American Statistical Association : JASA
38
Applied economics
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Economic modelling
34
Computational economics
33
Discussion paper / Center for Economic Research, Tilburg University
33
Série des documents de travail / Centre de Recherche en Économie et Statistique
33
EUI working paper / ECO
31
Journal of applied econometrics
31
NBER working paper series
28
Report / Econometric Institute, Erasmus University Rotterdam
28
SFB 649 discussion paper
27
Oxford bulletin of economics and statistics
26
Journal of empirical finance
25
Technical working paper / National Bureau of Economic Research
25
Discussion paper
24
NBER technical working paper series
24
Working paper
24
Working paper series
24
LSE STICERD Research Paper
23
Umeå economic studies
23
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ECONIS (ZBW)
384
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Selecting between causal and noncausal models with quantile autoregressions
Hecq, Alain W. J.
;
Sun, Li
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
5
,
pp. 393-416
Persistent link: https://www.econbiz.de/10012806552
Saved in:
3
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
4
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
5
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
Saved in:
6
What's trending in difference-in-differences? : a synthesis of the recent econometrics literature
Roth, Jonathan
;
Sant'Anna, Pedro H. C.
;
Bilinski, Alyssa
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2218-2244
Persistent link: https://www.econbiz.de/10014471452
Saved in:
7
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
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8
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
9
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
10
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
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