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source:"econis"
subject:"Share price"
~isPartOf:"Journal of econometrics"
~subject:"Cointegration"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Share price
Cointegration
Statistical distribution
Estimation theory
1,638
Schätztheorie
1,638
Theorie
368
Theory
368
Nichtparametrisches Verfahren
313
Nonparametric statistics
313
Zeitreihenanalyse
309
Time series analysis
308
Regression analysis
268
Regressionsanalyse
268
Estimation
216
Schätzung
212
Panel
156
Panel study
156
Statistical test
150
Statistischer Test
150
Volatility
116
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116
Method of moments
99
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98
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82
Statistical inference
82
Maximum likelihood estimation
81
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81
Autocorrelation
77
Autokorrelation
77
Forecasting model
73
Prognoseverfahren
73
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
69
Kointegration
62
Stochastic process
61
Stochastischer Prozess
61
Statistische Verteilung
60
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59
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59
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Phillips, Peter C. B.
8
Todorov, Viktor
7
Li, Jia
5
Tauchen, George Eugene
5
Kim, Donggyu
4
Francq, Christian
3
Gao, Jiti
3
Hualde, Javier
3
Park, Joon Y.
3
Tu, Yundong
3
Wang, Qiying
3
Wang, Yazhen
3
White, Halbert
3
Xiao, Zhijie
3
Andersen, Torben
2
Chambers, Marcus J.
2
Chen, Min
2
Chen, Xiaohong
2
Clinet, Simon
2
Dufour, Jean-Marie
2
Georgiev, Iliyan
2
Hualde, J.
2
Johansen, Søren
2
Khalaf, Lynda
2
Kim, Tae-hwan
2
Koopman, Siem Jan
2
Lee, Ji Hyung
2
Li, Degui
2
Li, Yingying
2
Linton, Oliver
2
Meddahi, Nour
2
Mykland, Per A.
2
Paruolo, Paolo
2
Potiron, Yoann
2
Robinson, Peter M.
2
Rodrigues, Paulo M. M.
2
Rossi, Barbara
2
Sekhposyan, Tatevik
2
Shephard, Neil G.
2
Taylor, Robert
2
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
Economics letters
51
Econometric theory
50
Econometric reviews
47
Insurance / Mathematics & economics
43
Discussion paper / Tinbergen Institute
38
Econometrics : open access journal
34
Economic modelling
27
The econometrics journal
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Applied economics letters
24
Statistics in transition : an international journal of the Polish Statistical Association
24
CREATES research paper
23
Cowles Foundation discussion paper
23
CEMMAP working papers / Centre for Microdata Methods and Practice
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Applied economics
21
Discussion paper / Center for Economic Research, Tilburg University
21
Working paper / Department of Econometrics and Business Statistics, Monash University
21
International journal of forecasting
19
Journal of the American Statistical Association : JASA
19
Journal of banking & finance
18
International journal of economics and financial issues : IJEFI
17
Journal of empirical finance
17
Working paper
17
Discussion papers of interdisciplinary research project 373
16
Cambridge working papers in economics
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Journal of forecasting
15
Computational economics
14
Journal of financial econometrics
14
Journal of risk and financial management : JRFM
14
NBER Working Paper
14
Finance research letters
13
Oxford bulletin of economics and statistics
13
Quantitative finance
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
CESifo working papers
12
Cowles Foundation Discussion Paper
12
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ECONIS (ZBW)
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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
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
Saved in:
3
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
4
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:
5
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:
6
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:
7
Multi-dimensional latent group structures with heterogeneous distributions
Leng, Xuan
;
Chen, Heng
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014340642
Saved in:
8
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
9
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:
10
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
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