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isPartOf:"The journal of real estate finance and economics"
subject:"Theory"
~isPartOf:"Journal of econometrics"
~subject:"Hedonischer Preisindex"
~subject:"Schätztheorie"
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Theory
Hedonischer Preisindex
Schätztheorie
Estimation
584
Schätzung
579
Estimation theory
229
Theorie
222
Time series analysis
121
Zeitreihenanalyse
121
Nichtparametrisches Verfahren
106
Nonparametric statistics
106
Volatility
106
Volatilität
106
Panel
97
Panel study
97
Regression analysis
87
Regressionsanalyse
87
USA
87
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87
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72
Prognoseverfahren
72
Capital income
70
Kapitaleinkommen
70
Börsenkurs
61
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61
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Real estate price
60
Stochastic process
46
Stochastischer Prozess
46
Panel data
39
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38
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38
Bayes-Statistik
36
Bayesian inference
36
Statistical test
35
Statistischer Test
35
ARCH model
34
ARCH-Modell
34
Immobilienmarkt
34
Real estate market
34
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428
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Todorov, Viktor
11
Phillips, Peter C. B.
8
Tauchen, George Eugene
8
Koop, Gary
6
Su, Liangjun
6
Aït-Sahalia, Yacine
5
Gao, Jiti
5
Kim, Donggyu
5
Li, Jia
5
Linton, Oliver
5
Zakoïan, Jean-Michel
5
Callaway, Brantly
4
Francq, Christian
4
Lu, Xun
4
Pace, R. Kelley
4
Pesaran, M. Hashem
4
Sasaki, Yuya
4
Shin, Yongcheol
4
Xiu, Dacheng
4
Andersen, Torben
3
Baltagi, Badi H.
3
Barigozzi, Matteo
3
Bollerslev, Tim
3
Cai, Zongwu
3
Chinloy, Peter
3
Fan, Jianqing
3
Frühwirth-Schnatter, Sylvia
3
Fulop, Andras
3
Gallant, A. Ronald
3
Ghysels, Eric
3
Gouriéroux, Christian
3
Han, Xu
3
Heckman, James J.
3
Hong, Yongmiao
3
Hsiao, Cheng
3
Lee, Lung-fei
3
Park, Joon Y.
3
Robinson, Peter M.
3
Steel, Mark F. J.
3
Sun, Yiguo
3
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The journal of real estate finance and economics
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
575
NBER working paper series
506
NBER Working Paper
483
Discussion paper / Centre for Economic Policy Research
365
Applied economics
358
Discussion paper series / IZA
331
Economics letters
312
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
262
CESifo working papers
258
Economic modelling
244
Applied economics letters
225
Working paper
210
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
189
IZA Discussion Paper
182
Discussion paper / Tinbergen Institute
167
Journal of applied econometrics
164
Discussion paper
161
Journal of international money and finance
157
Discussion papers / CEPR
147
Journal of banking & finance
144
Journal of economic dynamics & control
136
Europäische Hochschulschriften / 5
135
International review of economics & finance : IREF
124
Journal of macroeconomics
121
Econometric reviews
119
Journal of empirical finance
119
The review of economics and statistics
113
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
111
International journal of forecasting
107
Applied financial economics
101
SpringerLink / Bücher
100
Energy economics
97
Journal of monetary economics
97
European economic review : EER
95
Journal of international economics
93
Journal of urban economics
92
Macroeconomic dynamics
92
Journal of financial economics
91
Finance research letters
87
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ECONIS (ZBW)
428
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41
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
42
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
43
New directions in nonlinear structural estimation : Bayes and Frequentist: editorial
Tauchen, George Eugene
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10013441706
Saved in:
44
Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
Ai, Chunrong
;
Linton, Oliver
;
Zhang, Zheng
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441723
Saved in:
45
Bayesian estimation of long-run risk models using sequential Monte Carlo
Fulop, Andras
;
Heng, Jeremy
;
Li, Junye
;
Liu, Hening
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 62-84
Persistent link: https://www.econbiz.de/10013441725
Saved in:
46
Constrained estimation using penalization and MCMC
Gallant, A. Ronald
;
Hong, Han
;
Leung, Michael P.
;
Li, Jessie
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10013441728
Saved in:
47
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
48
An integrated panel data approach to modelling economic growth
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 379-397
Persistent link: https://www.econbiz.de/10013441803
Saved in:
49
Estimation and inference in heterogeneous spatial panels with a multifactor error structure
Chen, Jia
;
Shin, Yongcheol
;
Zheng, Chaowen
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 55-79
Persistent link: https://www.econbiz.de/10013441830
Saved in:
50
Factor models with local factors : determining the number of relevant factors
Freyaldenhoven, Simon
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 80-102
Persistent link: https://www.econbiz.de/10013441833
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