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subject:"Germany"
subject:"Prognoseverfahren"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of econometrics"
~isPartOf:"The econometrics journal"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Germany
Prognoseverfahren
Theorie
Estimation theory
1,981
Schätztheorie
1,981
Theory
413
Nichtparametrisches Verfahren
379
Nonparametric statistics
379
Zeitreihenanalyse
357
Time series analysis
356
Regression analysis
328
Regressionsanalyse
328
Estimation
272
Schätzung
267
Panel
196
Panel study
196
Statistical test
190
Statistischer Test
190
Volatility
140
Volatilität
140
Method of moments
113
Momentenmethode
112
Induktive Statistik
101
Statistical inference
101
Forecasting model
95
Autocorrelation
92
Autokorrelation
91
Bootstrap approach
90
Bootstrap-Verfahren
90
Maximum likelihood estimation
90
Maximum-Likelihood-Schätzung
90
Instrumental variables
84
Statistical distribution
82
Statistische Verteilung
82
Cointegration
76
Kointegration
75
ARCH model
73
ARCH-Modell
73
Stochastic process
72
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72
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71
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502
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7
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7
Conference paper
3
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3
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English
505
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Li, Qi
7
Phillips, Peter C. B.
7
Baltagi, Badi H.
6
Chib, Siddhartha
6
Gouriéroux, Christian
6
Lee, Lung-fei
6
Kohn, Robert
5
Lee, Ji Hyung
5
Abrevaya, Jason
4
Chen, Songnian
4
Granger, C. W. J.
4
Hausman, Jerry A.
4
King, Maxwell L.
4
Magnus, Jan R.
4
Perron, Pierre
4
Schmidt, Peter
4
Swanson, Norman R.
4
Taylor, Robert
4
Ullah, Aman
4
Ali, Mukhtar M.
3
Andersen, Torben
3
Andrews, Donald W. K.
3
Cai, Zongwu
3
Corradi, Valentina
3
Demetrescu, Matei
3
Diebold, Francis X.
3
Donald, Stephen G.
3
Fan, Jianqing
3
Franses, Philip Hans
3
Georgiev, Iliyan
3
Godfrey, L. G.
3
Golan, Amos
3
Gonzalo, Jesús
3
Greenberg, Edward S.
3
Haldrup, Niels
3
Hong, Han
3
Horowitz, Joel
3
Hsiao, Cheng
3
Kao, Chihwa
3
Kim, Donggyu
3
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Journal of banking & finance
Journal of econometrics
The econometrics journal
Economics letters
404
Econometric theory
293
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
241
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
229
Série des documents de travail / Centre de Recherche en Économie et Statistique
156
Journal of applied econometrics
142
Econometric reviews
140
Journal of quantitative economics : official journal of the Indian Econometric Society
138
International journal of forecasting
125
The review of economics and statistics
123
Oxford bulletin of economics and statistics
106
Discussion paper / Tinbergen Institute
97
Journal of forecasting
94
Discussion paper / Center for Economic Research, Tilburg University
87
Working paper / National Bureau of Economic Research, Inc.
87
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
80
Statistical papers
80
CORE discussion paper : DP
77
The review of economic studies
60
Discussion paper series / IZA
59
International economic review
59
Annales d'économie et de statistique
57
Applied economics
57
Metrika : international journal for theoretical and applied statistics
57
Technical working paper / National Bureau of Economic Research
55
Working paper series
53
American journal of agricultural economics
50
Europäische Hochschulschriften / 5
48
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Discussion paper
46
SFB 649 discussion paper
42
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
42
Cowles Foundation discussion paper
41
Journal of the Royal Statistical Society
41
Working paper
41
Report / Econometric Institute, Erasmus University Rotterdam
40
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ECONIS (ZBW)
505
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Inference and forecasting for continuous-time integer-valued trawl processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014365470
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