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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~isPartOf:"Journal of econometrics"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Cointegration
Prognoseverfahren
Estimation theory
1,601
Schätztheorie
1,601
Theorie
366
Theory
366
Nichtparametrisches Verfahren
312
Nonparametric statistics
312
Time series analysis
304
Zeitreihenanalyse
304
Regression analysis
264
Regressionsanalyse
264
Estimation
216
Schätzung
212
Panel
156
Panel study
156
Statistical test
148
Statistischer Test
148
Volatility
116
Volatilität
116
Method of moments
98
Momentenmethode
97
Induktive Statistik
82
Statistical inference
82
Maximum likelihood estimation
78
Maximum-Likelihood-Schätzung
78
Autocorrelation
76
Autokorrelation
76
Forecasting model
73
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
68
Kointegration
62
Stochastic process
61
Stochastischer Prozess
61
Causality analysis
59
Kausalanalyse
59
Statistical distribution
59
Statistische Verteilung
59
IV-Schätzung
57
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Undetermined
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Article
131
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1
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Collection of articles written by one author
Article in journal
Aufsatz in Zeitschrift
132
Conference paper
3
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3
Collection of articles of several authors
1
Konferenzschrift
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English
132
Author
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Phillips, Peter C. B.
7
Lee, Ji Hyung
5
Taylor, Robert
5
Tu, Yundong
5
Georgiev, Iliyan
4
Corradi, Valentina
3
Demetrescu, Matei
3
Gao, Jiti
3
Hualde, Javier
3
Kim, Donggyu
3
Li, Degui
3
McCracken, Michael W.
3
Rodrigues, Paulo M. M.
3
Wang, Qiying
3
Andersen, Torben
2
Cai, Zongwu
2
Chambers, Marcus J.
2
Clark, Todd E.
2
Fan, Jianqing
2
Fan, Rui
2
Hansen, Bruce E.
2
Hualde, J.
2
Johansen, Søren
2
Khalaf, Lynda
2
Koopman, Siem Jan
2
Leybourne, Stephen James
2
Müller, Ulrich K.
2
Ng, Serena
2
Onatski, Alexei
2
Paruolo, Paolo
2
Robinson, Peter M.
2
Rossi, Barbara
2
Sekhposyan, Tatevik
2
Swanson, Norman R.
2
Urga, Giovanni
2
Varneskov, Rasmus Tangsgaard
2
Wagner, Martin
2
Xiao, Zhijie
2
Akker, Ramon van den
1
Anderson, T. W.
1
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Journal of econometrics
International journal of forecasting
115
Journal of forecasting
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
Economics letters
42
Econometric theory
35
Econometric reviews
34
Economic modelling
23
The econometrics journal
23
Econometrics : open access journal
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Applied economics letters
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Applied economics
18
Empirical economics : a quarterly journal of the Institute for Advanced Studies
16
International journal of economics and financial issues : IJEFI
14
Journal of the American Statistical Association : JASA
14
Oxford bulletin of economics and statistics
14
Computational economics
12
Insurance / Mathematics & economics
12
Journal of empirical finance
12
Journal of time series econometrics
12
Finance research letters
11
International Journal of Energy Economics and Policy : IJEEP
11
Journal of banking & finance
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of applied econometrics
10
Journal of financial econometrics
10
Quantitative finance
10
European journal of operational research : EJOR
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of macroeconomics
9
Astin bulletin : the journal of the International Actuarial Association
8
International journal of economics and finance
8
Journal of quantitative economics
8
Journal of risk and financial management : JRFM
8
The empirical economics letters : a monthly international journal of economics
8
International journal of production economics
7
Risks : open access journal
7
Journal of international financial markets, institutions & money
6
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ECONIS (ZBW)
132
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1
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
2
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:
3
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
4
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
5
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:
6
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
7
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
8
A new robust inference for predictive quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 227-250
Persistent link: https://www.econbiz.de/10014364804
Saved in:
9
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
Saved in:
10
Inference and forecasting for continuous-time integer-valued trawl processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014365470
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