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subject:"Estimation"
subject:"Neue politische Ökonomie"
~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Journal of econometrics"
~subject:"Zeitreihenanalyse"
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Estimation
Neue politische Ökonomie
Zeitreihenanalyse
Theorie
3,712
Theory
3,712
Deutschland
778
Germany
760
Estimation theory
412
Schätztheorie
412
Time series analysis
348
Schätzung
299
USA
172
United States
169
Prognoseverfahren
164
Forecasting model
163
Nichtparametrisches Verfahren
140
Nonparametric statistics
140
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134
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134
Statistischer Test
131
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130
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120
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117
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85
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Phillips, Peter C. B.
17
Koop, Gary
11
Swanson, Norman R.
7
Yu, Jun
7
Mariano, Roberto S.
6
Pesaran, M. Hashem
6
Teräsvirta, Timo
6
Xiao, Zhijie
6
Aït-Sahalia, Yacine
5
Chen, Xiaohong
5
Hallin, Marc
5
Hong, Yongmiao
5
McAleer, Michael
5
Sickles, Robin C.
5
Steel, Mark F. J.
5
Bai, Jushan
4
Barigozzi, Matteo
4
Breitung, Jörg
4
Fan, Yanqin
4
Gonzalo, Jesús
4
Herwartz, Helmut
4
Liao, Yuan
4
Linton, Oliver
4
Lütkepohl, Helmut
4
Robinson, Peter M.
4
Shin, Yongcheol
4
Taylor, Robert
4
Todorov, Viktor
4
Velasco, Carlos
4
Zakoïan, Jean-Michel
4
Andersen, Torben
3
Asai, Manabu
3
Baillie, Richard
3
Bauwens, Luc
3
Chan, Joshua
3
Chen, Rong
3
Corradi, Valentina
3
Fernández, Carmen
3
Franses, Philip Hans
3
Frühwirth-Schnatter, Sylvia
3
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Peter Lang GmbH
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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Europäische Hochschulschriften / 5
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
699
NBER working paper series
584
NBER Working Paper
553
Economics letters
534
Discussion paper / Centre for Economic Policy Research
502
Social choice and welfare
434
CESifo working papers
405
Applied economics
389
Public choice
382
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
348
International journal of forecasting
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Economic modelling
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Journal of forecasting
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
217
Journal of applied econometrics
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Econometric theory
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Econometric reviews
181
Discussion paper
177
Journal of economic dynamics & control
177
Journal of international money and finance
174
IZA Discussion Paper
169
SpringerLink / Bücher
153
Journal of macroeconomics
151
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
148
Discussion papers / CEPR
143
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
141
The American economic review
140
The review of economics and statistics
140
CESifo Working Paper Series
138
Journal of banking & finance
137
European economic review : EER
135
Journal of empirical finance
134
The economic journal : the journal of the Royal Economic Society
132
International review of economics & finance : IREF
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ECONIS (ZBW)
647
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1
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647
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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
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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
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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
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
5
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
6
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
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7
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
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8
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
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9
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
10
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
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