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subject:"Germany"
subject:"Prognoseverfahren"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of the American Statistical Association : JASA"
~subject:"Statistical distribution"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Germany
Prognoseverfahren
Statistical distribution
Volatilität
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
Statistical test
162
Statistischer Test
162
Panel
159
Panel study
159
Volatility
119
Method of moments
101
Induktive Statistik
100
Momentenmethode
100
Statistical inference
100
Maximum likelihood estimation
95
Maximum-Likelihood-Schätzung
95
Forecasting model
85
Autocorrelation
80
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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Conference paper
5
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261
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Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Aït-Sahalia, Yacine
5
Kim, Donggyu
5
Lee, Ji Hyung
5
Li, Yingying
5
Park, Joon Y.
5
Taylor, Robert
5
Corradi, Valentina
4
Fan, Jianqing
4
Francq, Christian
4
Koopman, Siem Jan
4
Linton, Oliver
4
Mykland, Per A.
4
Rodrigues, Paulo M. M.
4
White, Halbert
4
Zakoïan, Jean-Michel
4
Bollerslev, Tim
3
Clark, Todd E.
3
Demetrescu, Matei
3
Georgiev, Iliyan
3
Hall, Peter
3
Jing, Bingyi
3
McCracken, Michael W.
3
Meddahi, Nour
3
Phillips, Peter C. B.
3
Swanson, Norman R.
3
Tu, Yundong
3
Varneskov, Rasmus Tangsgaard
3
Veredas, David
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zhang, Lan
3
Zheng, Xinghua
3
Zhu, Ke
3
Amengual, Dante
2
Bandi, Federico M.
2
Bauwens, Luc
2
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Journal of econometrics
Journal of the American Statistical Association : JASA
International journal of forecasting
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
112
Journal of forecasting
73
Economics letters
69
Discussion paper / Tinbergen Institute
58
Insurance / Mathematics & economics
54
Econometric reviews
50
Econometric theory
50
Journal of empirical finance
37
The econometrics journal
36
CREATES research paper
28
Discussion paper / Center for Economic Research, Tilburg University
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Working paper / Department of Econometrics and Business Statistics, Monash University
28
Statistics in transition : an international journal of the Polish Statistical Association
27
Economic modelling
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
25
CEMMAP working papers / Centre for Microdata Methods and Practice
24
Discussion paper
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Econometrics : open access journal
23
European journal of operational research : EJOR
23
Finance research letters
22
Journal of financial econometrics
22
Quantitative finance
22
Computational economics
21
Journal of banking & finance
21
Journal of risk and financial management : JRFM
21
Applied economics
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
20
Discussion papers of interdisciplinary research project 373
20
Risks : open access journal
20
SFB 649 discussion paper
20
Discussion paper series / IZA
19
Europäische Hochschulschriften / 5
19
NBER Working Paper
19
Working paper
19
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ECONIS (ZBW)
261
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1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
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