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language:"eng"
subject:"United States"
~isPartOf:"Journal of econometrics"
~subject:"Bayesian inference"
~subject:"Schätzung"
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United States
Bayesian inference
Schätzung
Theorie
1,607
Theory
1,607
Estimation theory
368
Schätztheorie
368
Time series analysis
326
Zeitreihenanalyse
326
Estimation
166
Nichtparametrisches Verfahren
140
Nonparametric statistics
140
Forecasting model
128
Prognoseverfahren
128
Statistical test
128
Statistischer Test
128
Volatility
125
Volatilität
125
Regression analysis
114
Regressionsanalyse
114
Stochastic process
104
Stochastischer Prozess
104
USA
94
Panel
91
Panel study
91
Bayes-Statistik
88
Ökonometrie
84
Econometrics
82
Method of moments
81
Momentenmethode
81
Statistical distribution
81
Statistische Verteilung
81
Monte Carlo simulation
75
Monte-Carlo-Simulation
75
Cointegration
72
Kointegration
72
Markov chain
71
Markov-Kette
71
Bootstrap approach
68
Bootstrap-Verfahren
68
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Undetermined
114
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Article
287
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Aufsatz in Zeitschrift
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3
Sammelwerk
3
Conference paper
1
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1
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1
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English
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Koop, Gary
10
Steel, Mark F. J.
5
Aït-Sahalia, Yacine
4
Casarin, Roberto
4
Diebold, Francis X.
4
Gallant, A. Ronald
4
Jensen, Mark J.
4
Pesaran, M. Hashem
4
Billio, Monica
3
Chan, Joshua
3
Dijk, Herman K. van
3
Frühwirth-Schnatter, Sylvia
3
Heckman, James J.
3
Korobilis, Dimitris
3
Li, Yong
3
Maheu, John M.
3
Marcellino, Massimiliano
3
Pettenuzzo, Davide
3
Phillips, Peter C. B.
3
Sasaki, Yuya
3
Schorfheide, Frank
3
Timmermann, Allan
3
Todorov, Viktor
3
Tsionas, Efthymios G.
3
Yu, Jun
3
Zhang, Xinyu
3
Andersen, Torben
2
Asai, Manabu
2
Atkinson, Scott Estes
2
Canova, Fabio
2
Carriero, Andrea
2
Chen, Xiaohong
2
Chudik, Alexander
2
Dijk, Dick van
2
Fernandes, Marcelo
2
Fernández, Carmen
2
Fisher, Mark
2
Franses, Philip Hans
2
Fulop, Andras
2
Galvão Júnior, Antônio Fialho
2
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National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
1,634
Discussion paper / Centre for Economic Policy Research
611
NBER working paper series
536
NBER Working Paper
476
Applied economics
439
Discussion paper series / IZA
423
European journal of operational research : EJOR
417
Working paper
394
Economics letters
382
CESifo working papers
356
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
346
The American economic review
346
American journal of agricultural economics
296
The review of economics and statistics
265
Applied economics letters
258
Journal of monetary economics
254
Economic modelling
252
Discussion paper / Tinbergen Institute
239
The review of financial studies
236
Journal of banking & finance
234
The journal of finance : the journal of the American Finance Association
230
Discussion paper
220
Journal of applied econometrics
220
Journal of macroeconomics
220
Journal of economic dynamics & control
218
Computers & operations research : and their applications to problems of world concern ; an international journal
216
Journal of international money and finance
205
Journal of political economy
204
Journal of money, credit and banking : JMCB
200
Journal of financial economics
193
Finance and economics discussion series
190
Southern economic journal
185
The economic journal : the journal of the Royal Economic Society
183
International journal of production research
170
Discussion papers / CEPR
169
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
168
International journal of forecasting
166
European economic review : EER
164
Journal of urban economics
164
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ECONIS (ZBW)
291
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
3
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
Saved in:
4
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
5
Optimal model averaging based on forward-validation
Zhang, Xiaomeng
;
Zhang, Xinyu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
Saved in:
6
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
7
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
8
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
9
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
10
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
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