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source:"econis"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~subject:"Kointegration"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Kointegration
Estimation theory
699
Schätztheorie
699
Nichtparametrisches Verfahren
172
Nonparametric statistics
172
Regression analysis
162
Regressionsanalyse
162
Time series analysis
158
Estimation
151
Schätzung
148
Panel
93
Panel study
93
Statistical test
87
Statistischer Test
87
Volatility
74
Volatilität
74
Induktive Statistik
55
Statistical inference
55
Bootstrap approach
53
Bootstrap-Verfahren
53
Maximum likelihood estimation
53
Maximum-Likelihood-Schätzung
53
Autocorrelation
51
Autokorrelation
51
Method of moments
51
Forecasting model
50
Momentenmethode
50
Prognoseverfahren
50
Instrumental variables
43
Stochastic process
43
Stochastischer Prozess
43
Capital income
41
Causality analysis
41
Correlation
41
Kapitaleinkommen
41
Kausalanalyse
41
Korrelation
41
Panel data
40
Bayes-Statistik
36
Bayesian inference
36
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Article
172
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172
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172
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English
172
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Phillips, Peter C. B.
10
Li, Jia
6
Davis, Richard A.
5
Kim, Donggyu
5
Li, Yingying
5
Linton, Oliver
5
Todorov, Viktor
5
Zhu, Ke
5
Koopman, Siem Jan
4
Li, Degui
4
Tauchen, George Eugene
4
Taylor, Robert
4
Tu, Yundong
4
Andersen, Torben
3
Fan, Jianqing
3
Francq, Christian
3
Gao, Jiti
3
Li, Guodong
3
Li, Wai Keung
3
Varneskov, Rasmus Tangsgaard
3
Wang, Qiying
3
Wang, Yazhen
3
Zheng, Xinghua
3
Baltagi, Badi H.
2
Blasques, Francisco
2
Bollerslev, Tim
2
Chambers, Marcus J.
2
Chen, Rong
2
Chen, Xiaohong
2
Chevillon, Guillaume
2
Clinet, Simon
2
Demetrescu, Matei
2
Dong, Chaohua
2
Gao, Yan
2
Ghysels, Eric
2
Harris, David
2
Kao, Chihwa
2
Kim, Dukpa
2
Kong, Xin-Bing
2
La Vecchia, Davide
2
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Econometric reviews
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
55
Economics letters
48
Econometric theory
40
International journal of forecasting
39
Journal of time series econometrics
38
Computational economics
24
Economic modelling
19
The econometrics journal
17
Applied economics letters
16
Journal of financial econometrics
14
Applied economics
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Finance research letters
12
Journal of forecasting
11
Journal of quantitative economics
10
Essays in honor of Joon Y. Park : econometric theory
9
Journal of empirical finance
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
Energy economics
8
Quantitative finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
International journal of economics and finance
7
Journal of risk
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion paper / Centre for Economic Policy Research
5
Discussion papers / CEPR
5
Insurance / Mathematics & economics
5
Journal of international financial markets, institutions & money
5
Journal of mathematical finance
5
Research in international business and finance
5
European journal of operational research : EJOR
4
International journal of computational economics and econometrics : IJCEE
4
International journal of production economics
4
International journal of production research
4
Journal of banking & finance
4
Journal of economic dynamics & control
4
Oxford bulletin of economics and statistics
4
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Structural VAR models in the frequency domain
Guay, Alain
;
Pelgrin, Florian
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332268
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