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subject:"Forecasting model"
~isPartOf:"Econometric reviews"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Forecasting model
Stochastischer Prozess
Estimation theory
436
Schätztheorie
436
Theorie
131
Theory
131
Time series analysis
86
Zeitreihenanalyse
86
Nichtparametrisches Verfahren
81
Nonparametric statistics
81
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64
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56
Panel study
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Statistischer Test
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Statistical theory
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22
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Maximum likelihood estimation
19
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19
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18
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18
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Aufsatz in Zeitschrift
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Ando, Tomohiro
1
Armah, Nii Ayi
1
Bao, Yong
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Blasques, Francisco
1
Brownlees, Christian
1
Brännäs, Kurt
1
Cai, Zongwu
1
Chen, Qiang
1
Dong, Chaohua
1
Fernandes, Marcelo
1
Gao, Jiti
1
Gu, Wentao
1
Hellström, Jörgen
1
Hu, Meidi
1
Hurn, Stan
1
Kock, Anders Bredahl
1
Koopman, Siem Jan
1
León-González, Roberto
1
Li, Dong
1
Lucas, André
1
Ma, Yanyuan
1
Maasoumi, Esfandiar
1
Martin, Vance
1
Marín, J. Miguel
1
Maynard, Alex
1
McCracken, Michael W.
1
McElroy, Tucker
1
Medeiros, Marcelo C.
1
Mesters, G.
1
Nualart, Eulalia
1
Ooms, Marius
1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
Shaojun, Guo
1
Silde, Erkki
1
Simar, Léopold
1
Sin, Chor-yiu
1
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Econometric reviews
Journal of econometrics
131
International journal of forecasting
113
Journal of forecasting
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
Economics letters
36
Econometric theory
23
European journal of operational research : EJOR
21
Journal of empirical finance
21
Economic modelling
20
Insurance / Mathematics & economics
20
Computational economics
17
Journal of the American Statistical Association : JASA
17
The econometrics journal
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Quantitative finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Journal of banking & finance
14
Empirical economics : a quarterly journal of the Institute for Advanced Studies
13
Finance research letters
13
Journal of financial econometrics
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Risks : open access journal
13
Econometrics : open access journal
12
Mathematics of operations research
11
Applied economics
10
Journal of applied econometrics
10
Journal of risk and financial management : JRFM
10
Operations research
10
Astin bulletin : the journal of the International Actuarial Association
9
Journal of mathematical finance
9
Journal of time series econometrics
9
Applied economics letters
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
International Journal of Energy Economics and Policy : IJEEP
8
Journal of productivity analysis
8
Journal of quantitative economics
8
International journal of production economics
7
International journal of production research
7
Journal of macroeconomics
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1
Forecasting vector autoregressions with mixed roots in the vicinity of unity
Tu, Yundong
;
Xie, Xinling
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 556-585
Persistent link: https://www.econbiz.de/10014321655
Saved in:
2
Specification tests for univariate diffusions
Hurn, Stan
;
Martin, Vance
;
Xu, Lina
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 607-632
Persistent link: https://www.econbiz.de/10013364897
Saved in:
3
On asymptotic risk of selecting models for possibly nonstationary time-series
Yu, Shu-Hui
;
Sin, Chor-yiu
- In:
Econometric reviews
40
(
2021
)
4
,
pp. 387-414
Persistent link: https://www.econbiz.de/10012515606
Saved in:
4
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
5
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
6
Model averaging in a multiplicative heteroscedastic model
Zhao, Shangwei
;
Ma, Yanyuan
;
Wan, Alan T. K.
;
Zhang, Xinyu
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1100-1124
Persistent link: https://www.econbiz.de/10012406211
Saved in:
7
Semiparametric estimation and inference on the fractal index of Gaussian and conditionally Gaussian time series data
Bennedsen, Mikkel
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 875-903
Persistent link: https://www.econbiz.de/10012295586
Saved in:
8
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
Dong, Chaohua
;
Gao, Jiti
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 125-150
Persistent link: https://www.econbiz.de/10012180710
Saved in:
9
Double AR model without intercept : an alternative to modeling nonstationarity and heteroscedasticity
Li, Dong
;
Shaojun, Guo
;
Zhu, Ke
- In:
Econometric reviews
38
(
2019
)
3
,
pp. 319-331
Persistent link: https://www.econbiz.de/10012181294
Saved in:
10
A nonparametric specification test for the volatility functions of diffusion processes
Chen, Qiang
;
Hu, Meidi
;
Song, Xiaojun
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
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