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subject:"Germany"
subject:"Prognoseverfahren"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The econometrics journal"
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Search: subject_exact:"Estimation theory"
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Germany
Prognoseverfahren
Estimation theory
2,057
Schätztheorie
2,057
Theorie
431
Theory
431
Nichtparametrisches Verfahren
386
Nonparametric statistics
386
Zeitreihenanalyse
381
Time series analysis
380
Regression analysis
333
Regressionsanalyse
333
Estimation
294
Schätzung
289
Panel
196
Panel study
196
Statistical test
194
Statistischer Test
194
Volatility
160
Volatilität
160
Method of moments
114
Momentenmethode
113
Forecasting model
107
Induktive Statistik
102
Statistical inference
102
Autocorrelation
101
Autokorrelation
100
Maximum likelihood estimation
93
Maximum-Likelihood-Schätzung
92
Bootstrap approach
91
Bootstrap-Verfahren
91
Statistical distribution
90
Statistische Verteilung
90
ARCH model
86
ARCH-Modell
86
Instrumental variables
84
Stochastic process
82
Stochastischer Prozess
82
Cointegration
77
Kointegration
76
Capital income
75
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Online availability
All
Undetermined
67
Free
1
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Article
108
Book / Working Paper
3
Type of publication (narrower categories)
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Article in journal
109
Aufsatz in Zeitschrift
109
Conference paper
3
Konferenzbeitrag
3
Collection of articles of several authors
2
Konferenzschrift
2
Sammelwerk
2
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1
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English
111
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Lee, Ji Hyung
5
Taylor, Robert
4
Tu, Yundong
4
Baillie, Richard
3
Corradi, Valentina
3
Demetrescu, Matei
3
Georgiev, Iliyan
3
Kim, Donggyu
3
McCracken, Michael W.
3
Rodrigues, Paulo M. M.
3
Andersen, Torben
2
Bauwens, Luc
2
Cai, Zongwu
2
Clark, Todd E.
2
Dacorogna, Michel M.
2
Fan, Jianqing
2
Fan, Rui
2
Hansen, Bruce E.
2
Kapetanios, George
2
Koopman, Siem Jan
2
Ng, Serena
2
Rossi, Barbara
2
Sekhposyan, Tatevik
2
Swanson, Norman R.
2
Yi, Yanping
2
Ahking, Francis W.
1
Amihud, Yakov
1
Athanasopoulos, George
1
Bai, Jushan
1
Bakalli, Gaetan
1
Baltagi, Badi H.
1
Bansal, Ravi
1
Bekaert, Geert
1
Bennedsen, Mikkel
1
Berens, Tobias
1
Blasques, Francisco
1
Bollerslev, Tim
1
Borowska, Agnieszka
1
Brailsford, Timothy J.
1
Cai, Michael
1
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Institution
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HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
1
Published in...
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Journal of banking & finance
Journal of econometrics
Journal of empirical finance
The econometrics journal
International journal of forecasting
114
Journal of forecasting
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Economics letters
28
Discussion paper / Tinbergen Institute
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Discussion paper
19
Europäische Hochschulschriften / 5
19
Journal of the American Statistical Association : JASA
14
Econometric theory
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Discussion paper series / IZA
12
Insurance / Mathematics & economics
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Econometric reviews
11
Working paper
11
Working papers / Rutgers University, Department of Economics
11
Applied economics
10
Economic modelling
10
European journal of operational research : EJOR
10
Finance research letters
10
NBER working paper series
10
CREATES research paper
9
Discussion paper / Center for Economic Research, Tilburg University
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
NBER Working Paper
9
Oxford bulletin of economics and statistics
9
Quantitative finance
9
Reihe Quantitative Ökonomie : Ökon
9
Schriften zur angewandten Ökonometrie
9
Working papers series in theoretical and applied economics
9
Astin bulletin : the journal of the International Actuarial Association
8
CESifo working papers
8
Computational economics
8
Discussion papers of interdisciplinary research project 373
8
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ECONIS (ZBW)
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
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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