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subject:"Estimation"
subject:"Share price"
~isPartOf:"Journal of econometrics"
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Search: subject_exact:"Estimation theory"
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Estimation
Share price
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
Schätzung
212
Panel
156
Panel study
156
Statistical test
150
Statistischer Test
150
Volatility
116
Volatilität
116
Method of moments
99
Momentenmethode
98
Induktive Statistik
82
Statistical inference
82
Maximum likelihood estimation
81
Maximum-Likelihood-Schätzung
81
Autocorrelation
77
Autokorrelation
77
Forecasting model
73
Prognoseverfahren
73
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
69
Cointegration
63
Kointegration
62
Stochastic process
61
Stochastischer Prozess
61
Statistical distribution
60
Statistische Verteilung
60
Causality analysis
59
Kausalanalyse
59
IV-Schätzung
58
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Undetermined
164
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Article
235
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1
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Article in journal
236
Aufsatz in Zeitschrift
236
Conference paper
7
Konferenzbeitrag
7
Collection of articles of several authors
2
Sammelwerk
2
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English
236
Author
All
Todorov, Viktor
8
Tauchen, George Eugene
7
Francq, Christian
6
Gao, Jiti
5
Kim, Donggyu
5
Li, Jia
5
Linton, Oliver
5
Phillips, Peter C. B.
5
Zakoïan, Jean-Michel
5
Lu, Xun
4
Su, Liangjun
4
Baltagi, Badi H.
3
Cai, Zongwu
3
Callaway, Brantly
3
Hsiao, Cheng
3
Li, Yingying
3
Park, Joon Y.
3
Shephard, Neil G.
3
Sun, Yiguo
3
Wang, Fa
3
Wang, Yazhen
3
White, Halbert
3
Ai, Chunrong
2
Andersen, Torben
2
Barigozzi, Matteo
2
Bertanha, Marinho
2
Bollerslev, Tim
2
Chen, Heng
2
Chiang, Harold D.
2
Choi, Yongok
2
Clinet, Simon
2
Davis, Richard A.
2
Fan, Jianqing
2
Fan, Yanqin
2
Fang, Ying
2
Fernández-Val, Iván
2
Fulop, Andras
2
Gouriéroux, Christian
2
Grynkiv, Iaryna
2
Haiqing Xu
2
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
137
Economics letters
117
Discussion paper series / IZA
59
Economic modelling
58
Econometric reviews
57
Applied economics letters
56
NBER Working Paper
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
NBER working paper series
49
CEMMAP working papers / Centre for Microdata Methods and Practice
48
Applied economics
46
Journal of applied econometrics
41
Discussion paper / Tinbergen Institute
40
Working paper
38
Working paper / Department of Econometrics and Business Statistics, Monash University
37
Journal of banking & finance
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
Working paper / National Bureau of Economic Research, Inc.
33
CESifo working papers
32
IZA Discussion Paper
32
Discussion paper
31
Journal of empirical finance
30
Quantitative economics : QE ; journal of the Econometric Society
29
Econometric theory
28
The econometrics journal
28
Discussion papers / CEPR
27
Econometrics : open access journal
26
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
Journal of the American Statistical Association : JASA
24
International journal of forecasting
23
The review of economics and statistics
23
International journal of economics and financial issues : IJEFI
22
Journal of forecasting
22
CREATES research paper
20
Finance research letters
20
Journal of financial econometrics
20
SFB 649 discussion paper
20
Cambridge working papers in economics
19
Computational economics
19
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ECONIS (ZBW)
236
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1
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
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
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:
4
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:
5
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
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