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subject:"Germany"
subject:"Prognoseverfahren"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of the American Statistical Association : JASA"
~subject:"Autocorrelation"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Germany
Prognoseverfahren
Autocorrelation
Statistical distribution
Estimation theory
1,962
Schätztheorie
1,962
Nichtparametrisches Verfahren
389
Nonparametric statistics
389
Theorie
373
Theory
373
Regression analysis
357
Regressionsanalyse
357
Zeitreihenanalyse
343
Time series analysis
342
Estimation
240
Schätzung
236
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162
Statistischer Test
162
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159
Panel study
159
Volatility
119
Volatilität
119
Method of moments
101
Induktive Statistik
100
Momentenmethode
100
Statistical inference
100
Maximum likelihood estimation
95
Maximum-Likelihood-Schätzung
95
Forecasting model
85
Autokorrelation
80
Bootstrap approach
80
Bootstrap-Verfahren
80
Statistische Verteilung
77
Instrumental variables
72
Bayes-Statistik
68
Bayesian inference
68
Correlation
67
Korrelation
67
Sampling
66
Stichprobenerhebung
66
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66
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237
Conference paper
6
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6
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English
239
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Lee, Lung-fei
9
Lee, Ji Hyung
5
Sun, Yixiao
5
Taylor, Robert
5
Corradi, Valentina
4
Phillips, Peter C. B.
4
Rodrigues, Paulo M. M.
4
Sun, Yiguo
4
Tu, Yundong
4
Wang, Hansheng
4
White, Halbert
4
Davis, Richard A.
3
Demetrescu, Matei
3
Fan, Jianqing
3
Georgiev, Iliyan
3
Gonçalves, Sílvia
3
Gupta, Abhimanyu
3
Hall, Peter
3
Hansen, Bruce E.
3
Kim, Donggyu
3
Li, Dong
3
Linton, Oliver
3
McCracken, Michael W.
3
Park, Joon Y.
3
Robinson, Peter M.
3
Su, Liangjun
3
Swanson, Norman R.
3
Xu, Xingbai
3
Zakoïan, Jean-Michel
3
Andersen, Torben
2
Aït-Sahalia, Yacine
2
Bollerslev, Tim
2
Cai, Zongwu
2
Cheng, Xu
2
Chong, Terence Tai-Leung
2
Clark, Todd E.
2
Fan, Rui
2
Fiorentini, Gabriele
2
Francq, Christian
2
Harvey, David I.
2
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Journal of econometrics
Journal of the American Statistical Association : JASA
International journal of forecasting
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
96
Economics letters
82
Journal of forecasting
72
Econometric theory
66
Econometric reviews
59
Discussion paper / Tinbergen Institute
56
Insurance / Mathematics & economics
53
The econometrics journal
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Discussion paper / Center for Economic Research, Tilburg University
30
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
30
Statistics in transition : an international journal of the Polish Statistical Association
29
Journal of empirical finance
27
Cowles Foundation discussion paper
26
Working paper / Department of Econometrics and Business Statistics, Monash University
26
CEMMAP working papers / Centre for Microdata Methods and Practice
24
Discussion paper
23
Econometrics : open access journal
23
Applied economics letters
22
Discussion papers of interdisciplinary research project 373
22
European journal of operational research : EJOR
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
20
Discussion paper series / IZA
20
Europäische Hochschulschriften / 5
19
Finance research letters
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Applied economics
18
CREATES research paper
18
Economic modelling
18
Computational economics
17
Working paper
17
Journal of banking & finance
16
NBER Working Paper
16
Oxford bulletin of economics and statistics
16
Risks : open access journal
16
CESifo working papers
15
Journal of financial econometrics
15
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ECONIS (ZBW)
239
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1
Social threshold regression
Konstantinidi, Antri
;
Kourtellos, Andros
;
Sun, Yiguo
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2057-2081
Persistent link: https://www.econbiz.de/10014471444
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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