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subject:"Estimation theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~type_genre:"Article in journal"
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Estimation theory
Statistische Methodenlehre
Theorie
1,355
Theory
1,355
USA
301
United States
301
Estimation
225
Schätzung
225
CAPM
164
Schätztheorie
160
Börsenkurs
149
Share price
149
Time series analysis
107
Zeitreihenanalyse
107
Portfolio selection
100
Portfolio-Management
100
Capital income
98
Kapitaleinkommen
98
Forecasting model
78
Prognoseverfahren
78
Volatility
76
Volatilität
76
Capital structure
49
Kapitalstruktur
49
Yield curve
47
Zinsstruktur
47
Risiko
44
Risk
44
Asymmetric information
43
Asymmetrische Information
43
Risikoprämie
42
Risk premium
42
Economics of information
39
Informationsökonomik
39
Option pricing theory
38
Optionspreistheorie
38
Großbritannien
37
United Kingdom
37
Derivat
33
Derivative
33
Financial market
32
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Article
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172
Collection of articles of several authors
5
Sammelwerk
5
Conference proceedings
1
Graue Literatur
1
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1
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English
172
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Baillie, Richard
3
Koop, Gary
3
Pesaran, M. Hashem
3
Trivedi, Pravin K.
3
Blundell, Richard W.
2
Chandra, Ramesh
2
Deb, Partha
2
Diebold, Francis X.
2
Fair, Ray C.
2
Jagannathan, Ravi
2
Kodde, David A.
2
Lee, Myoung-jae
2
MacKinnon, James G.
2
McAleer, Michael
2
Monfort, Alain
2
Pagan, Adrian R.
2
Palm, Franz C.
2
Praag, Bernard M. S. van
2
Pástor, Ľuboš
2
Rabemananjara, R.
2
Stambaugh, Robert F.
2
Vredin, Anders
2
Vries, Casper G. de
2
Wang, Zhenyu
2
Affleck-Graves, John F.
1
Alan, Sule
1
Alessie, Rob
1
Alizadeh, Sassan
1
Alpert, William T.
1
Aneja, Yash P.
1
Anglin, Paul M.
1
Angrist, J. D.
1
Arguea, Nestor M.
1
Atkinson, Scott Estes
1
Attanasio, Orazio P.
1
Aït-Sahalia, Yacine
1
Backus, David
1
Bai, Jushan
1
Bailey, Natalia
1
Balachandran, Bala V.
1
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Journal of applied econometrics
The journal of finance : the journal of the American Finance Association
Economics letters
426
Journal of econometrics
407
Econometric theory
303
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
271
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
236
Econometric reviews
155
Journal of quantitative economics : official journal of the Indian Econometric Society
145
The review of economics and statistics
130
Oxford bulletin of economics and statistics
108
Statistical papers
87
International economic review
72
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
Annales d'économie et de statistique
65
The review of economic studies
65
Journal of the Royal Statistical Society
61
Metrika : international journal for theoretical and applied statistics
60
American journal of agricultural economics
56
Journal of forecasting
54
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
54
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
52
Applied economics
49
Journal of economic dynamics & control
45
The Indian economic journal
37
International economic journal
35
Journal of productivity analysis
33
Revue de statistique appliquée
33
The econometrics journal
33
Jahrbücher für Nationalökonomie und Statistik
27
Economie & prévision : EP
25
The Indian journal of economics
25
Journal of financial and quantitative analysis : JFQA
24
Journal of international money and finance
24
Advances in econometrics
23
Journal of official statistics : JOS ; an international quarterly
23
Journal of regional science
23
The economic journal : the journal of the Royal Economic Society
23
International journal of forecasting
22
Journal of empirical finance
22
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ECONIS (ZBW)
172
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1
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
2
Volatility of price indices for heterogeneous goods with applications to the fine art market
Bocart, Fabian Y. R.
;
Hafner, Christian M.
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 291-312
Persistent link: https://www.econbiz.de/10011327602
Saved in:
3
Sequential Monte Carlo sampling for DSGE models
Herbst, Edward P.
;
Schorfheide, Frank
- In:
Journal of applied econometrics
29
(
2014
)
7
,
pp. 1073-1098
Persistent link: https://www.econbiz.de/10010492709
Saved in:
4
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
Saved in:
5
International evidence on the efficacy of new-Keynesian models of inflation persistence
Korenok, Oleg
;
Radchenko, Stanislav
;
Swanson, Norman R.
- In:
Journal of applied econometrics
25
(
2010
)
1
,
pp. 31-54
Persistent link: https://www.econbiz.de/10008666817
Saved in:
6
Jointness of growth determinants
Doppelhofer, Gernot
;
Weeks, Melvyn
- In:
Journal of applied econometrics
24
(
2009
)
2
,
pp. 209-244
Persistent link: https://www.econbiz.de/10003817799
Saved in:
7
Estimating Euler equations with noisy data : two exact GMM estimators
Alan, Sule
;
Attanasio, Orazio P.
;
Browning, Martin James
- In:
Journal of applied econometrics
24
(
2009
)
2
,
pp. 309-324
Persistent link: https://www.econbiz.de/10003817851
Saved in:
8
Rotterdam model versus almost ideal demand system : will the best specification please stand up?
Barnett, William A.
;
Seck, Ousmane
- In:
Journal of applied econometrics
23
(
2008
)
6
,
pp. 795-824
Persistent link: https://www.econbiz.de/10003766793
Saved in:
9
Identification of parameters in normal error component logit-mixture (NECLM) models
Walker, Joan L.
;
Ben-Akiva, Moshe Emanuel
;
Bolduc, Denis
- In:
Journal of applied econometrics
22
(
2007
)
6
,
pp. 1095-1125
Persistent link: https://www.econbiz.de/10003565284
Saved in:
10
Semiparametric three-step estimation methods for simultaneous equation systems
Rodríguez Poo, Juan Manuel
;
Sperlich, Stefan
; …
- In:
Journal of applied econometrics
20
(
2005
)
6
,
pp. 699-721
Persistent link: https://www.econbiz.de/10003168837
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