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subject:"Forecasting model"
~isPartOf:"Journal of econometrics"
~subject:"Kointegration"
~subject:"Maximum likelihood estimation"
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Search: subject_exact:"Estimation theory"
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Forecasting model
Kointegration
Maximum likelihood estimation
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
Estimation
216
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-Schätzung
81
Autocorrelation
77
Autokorrelation
77
Prognoseverfahren
73
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
69
Cointegration
63
Stochastic process
61
Stochastischer Prozess
61
Statistical distribution
60
Statistische Verteilung
60
Causality analysis
59
Kausalanalyse
59
IV-Schätzung
58
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130
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210
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1
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7
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7
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English
211
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Phillips, Peter C. B.
9
Lee, Lung-fei
8
Taylor, Robert
6
Lee, Ji Hyung
5
Li, Kunpeng
5
Robinson, Peter M.
5
Tu, Yundong
5
Bai, Jushan
4
Georgiev, Iliyan
4
Kim, Donggyu
4
Chen, Xiaohong
3
Corradi, Valentina
3
Demetrescu, Matei
3
Gao, Jiti
3
Hansen, Bruce E.
3
Hualde, Javier
3
Koopman, Siem Jan
3
Li, Degui
3
McCracken, Michael W.
3
Poskitt, Donald Stephen
3
Rodrigues, Paulo M. M.
3
Su, Liangjun
3
Urga, Giovanni
3
Wang, Qiying
3
Xu, Xingbai
3
Zakoïan, Jean-Michel
3
Andersen, Torben
2
Baltagi, Badi H.
2
Blasques, Francisco
2
Cai, Zongwu
2
Chambers, Marcus J.
2
Chang, Yoosoon
2
Cheng, Xu
2
Choi, Yongok
2
Clark, Todd E.
2
Fan, Jianqing
2
Fan, Rui
2
Fiorentini, Gabriele
2
Francq, Christian
2
Giesecke, Kay
2
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Journal of econometrics
International journal of forecasting
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Journal of forecasting
75
Economics letters
66
Discussion paper / Tinbergen Institute
54
Econometric reviews
50
Econometric theory
43
Working paper / Department of Econometrics and Business Statistics, Monash University
37
The econometrics journal
31
CREATES research paper
30
Economic modelling
30
Econometrics : open access journal
29
Journal of the American Statistical Association : JASA
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Applied economics letters
26
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Cowles Foundation discussion paper
24
Applied economics
23
Insurance / Mathematics & economics
22
CESifo working papers
20
Computational economics
20
Empirical economics : a quarterly journal of the Institute for Advanced Studies
19
European journal of operational research : EJOR
18
Journal of empirical finance
16
Journal of time series econometrics
16
Oxford bulletin of economics and statistics
16
Working paper
16
NBER Working Paper
15
Cowles Foundation Discussion Paper
14
Discussion paper
14
Discussion paper / Center for Economic Research, Tilburg University
14
International journal of economics and financial issues : IJEFI
14
Journal of risk and financial management : JRFM
14
Statistics in transition : an international journal of the Polish Statistical Association
14
Finance research letters
13
Journal of applied econometrics
13
Journal of banking & finance
13
Discussion paper / Department of Economics, University of California San Diego
12
Journal of financial econometrics
12
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ECONIS (ZBW)
211
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1
Efficient peer effects estimators with group effects
Kuersteiner, Guido M.
;
Prucha, Ingmar R.
;
Zeng, Ying
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2155-2194
Persistent link: https://www.econbiz.de/10014471449
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Maximum likelihood estimation for α-stable double autoregressive models
Li, Dong
;
Tao, Yuxin
;
Yang, Yaxing
;
Zhang, Rongmao
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332316
Saved in:
9
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:
10
Maximum likelihood estimation of stochastic frontier models with endogeneity
Centorrino, Samuele
;
Pérez-Urdiales, María
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 82-105
Persistent link: https://www.econbiz.de/10014364670
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