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subject:"Germany"
subject:"Prognoseverfahren"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of the American Statistical Association : JASA"
~subject:"Statistical distribution"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Germany
Prognoseverfahren
Statistical distribution
Estimation theory
1,925
Schätztheorie
1,925
Nichtparametrisches Verfahren
388
Nonparametric statistics
388
Theorie
371
Theory
371
Regression analysis
353
Regressionsanalyse
353
Time series analysis
338
Zeitreihenanalyse
338
Estimation
240
Schätzung
236
Statistical test
160
Statistischer Test
160
Panel
159
Panel study
159
Volatility
119
Volatilität
119
Induktive Statistik
100
Method of moments
100
Statistical inference
100
Momentenmethode
99
Maximum likelihood estimation
92
Maximum-Likelihood-Schätzung
92
Forecasting model
85
Bootstrap approach
80
Bootstrap-Verfahren
80
Autocorrelation
79
Autokorrelation
79
Statistische Verteilung
76
Instrumental variables
71
Bayes-Statistik
68
Bayesian inference
68
Correlation
67
Korrelation
67
Sampling
66
Stichprobenerhebung
66
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66
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Article
163
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Article in journal
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163
Conference paper
5
Konferenzbeitrag
5
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English
163
Author
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Lee, Ji Hyung
5
Corradi, Valentina
4
Rodrigues, Paulo M. M.
4
Taylor, Robert
4
White, Halbert
4
Demetrescu, Matei
3
Fan, Jianqing
3
Georgiev, Iliyan
3
Hall, Peter
3
Kim, Donggyu
3
Linton, Oliver
3
McCracken, Michael W.
3
Park, Joon Y.
3
Phillips, Peter C. B.
3
Swanson, Norman R.
3
Tu, Yundong
3
Andersen, Torben
2
Aït-Sahalia, Yacine
2
Bollerslev, Tim
2
Cai, Zongwu
2
Clark, Todd E.
2
Fan, Rui
2
Fiorentini, Gabriele
2
Francq, Christian
2
Gonçalves, Sílvia
2
Hansen, Bruce E.
2
Häfke, Christian
2
Jiang, Jiming
2
Koopman, Siem Jan
2
Meddahi, Nour
2
Ng, Serena
2
Pesaran, M. Hashem
2
Puig, Pedro
2
Rossi, Barbara
2
Sekhposyan, Tatevik
2
Sentana, Enrique
2
Su, Liangjun
2
Todorov, Viktor
2
Veredas, David
2
Wang, Yulong
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
77
Journal of forecasting
72
Insurance / Mathematics & economics
53
Economics letters
50
Econometric theory
37
Econometric reviews
32
Statistics in transition : an international journal of the Polish Statistical Association
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
The econometrics journal
26
European journal of operational research : EJOR
19
Journal of empirical finance
19
Applied economics
17
Finance research letters
17
Computational economics
16
Econometrics : open access journal
16
Risks : open access journal
16
Astin bulletin : the journal of the International Actuarial Association
14
Journal of banking & finance
14
Journal of financial econometrics
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Applied economics letters
13
Journal of risk and financial management : JRFM
13
Oxford bulletin of economics and statistics
13
Economic modelling
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Quantitative finance
12
Statistical papers
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Scandinavian actuarial journal
10
Journal of applied econometrics
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of mathematical finance
9
Journal of risk
9
International journal of production economics
8
Jahrbücher für Nationalökonomie und Statistik
8
Journal of quantitative economics
8
The North American journal of economics and finance : a journal of financial economics studies
8
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ECONIS (ZBW)
163
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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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