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subject:"Germany"
subject:"Prognoseverfahren"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of the American Statistical Association : JASA"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Germany
Prognoseverfahren
Statistical distribution
Estimation theory
699
Schätztheorie
699
Nichtparametrisches Verfahren
172
Nonparametric statistics
172
Regression analysis
162
Regressionsanalyse
162
Time series analysis
158
Zeitreihenanalyse
158
Estimation
151
Schätzung
148
Panel
93
Panel study
93
Statistical test
87
Statistischer Test
87
Volatility
74
Volatilität
74
Induktive Statistik
55
Statistical inference
55
Bootstrap approach
53
Bootstrap-Verfahren
53
Maximum likelihood estimation
53
Maximum-Likelihood-Schätzung
53
Autocorrelation
51
Autokorrelation
51
Method of moments
51
Forecasting model
50
Momentenmethode
50
Instrumental variables
43
Stochastic process
43
Stochastischer Prozess
43
Capital income
41
Causality analysis
41
Correlation
41
Kapitaleinkommen
41
Kausalanalyse
41
Korrelation
41
Panel data
40
Bayes-Statistik
36
Bayesian inference
36
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Article
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82
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82
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English
82
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Lee, Ji Hyung
4
Rodrigues, Paulo M. M.
4
Taylor, Robert
4
Demetrescu, Matei
3
Georgiev, Iliyan
3
Kim, Donggyu
3
Andersen, Torben
2
Bollerslev, Tim
2
Fan, Jianqing
2
Fan, Rui
2
Koopman, Siem Jan
2
Linton, Oliver
2
Todorov, Viktor
2
Tu, Yundong
2
Wang, Yulong
2
Ai, Chunrong
1
Athey, Susan
1
Bakalli, Gaetan
1
Baltagi, Badi H.
1
Bauwens, Luc
1
Bell, David R.
1
Bennedsen, Mikkel
1
Blasques, Francisco
1
Borowska, Agnieszka
1
Cai, Zongwu
1
Chen, Dachuan
1
Chen, Haiqiang
1
Chen, Heng
1
Chen, Jiaqi
1
Chen, Min
1
Chevillon, Guillaume
1
Choi, Seungmoon
1
Choi, Yongok
1
Corradi, Valentina
1
Cui, Xiangyu
1
Dai, Chaoxing
1
Daouia, Abdelaati
1
Davis, Richard A.
1
Dellaportas, Petros
1
Dias, Gustavo Fruet
1
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Journal of econometrics
Journal of the American Statistical Association : JASA
International journal of forecasting
79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Insurance / Mathematics & economics
34
Economics letters
27
Journal of forecasting
23
Econometric reviews
21
Finance research letters
16
The econometrics journal
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
European journal of operational research : EJOR
13
Journal of financial econometrics
13
Econometric theory
12
Computational economics
11
Quantitative finance
10
Astin bulletin : the journal of the International Actuarial Association
9
Discussion papers / CEPR
9
Scandinavian actuarial journal
9
Applied economics
8
Journal of quantitative economics
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Journal of empirical finance
7
Journal of mathematical finance
7
Journal of time series econometrics
7
The North American journal of economics and finance : a journal of financial economics studies
7
Applied economics letters
6
Discussion paper / Centre for Economic Policy Research
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of production economics
6
Journal of banking & finance
6
Journal of risk
6
SpringerLink / Bücher
6
ASTIN bulletin : the journal of the International Actuarial Association
5
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
5
Economic modelling
5
The journal of operational risk
5
Handbook of economic forecasting ; 1
4
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
4
Journal of international financial markets, institutions & money
4
Operations research
4
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ECONIS (ZBW)
82
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1
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:
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
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:
9
A new robust inference for predictive quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 227-250
Persistent link: https://www.econbiz.de/10014364804
Saved in:
10
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
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