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subject:"Germany"
subject:"Schätzung"
~isPartOf:"Journal of econometrics"
~subject:"Statistical test"
~subject:"Statistische Verteilung"
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Germany
Schätzung
Statistical test
Statistische Verteilung
Theorie
1,607
Theory
1,607
Estimation theory
368
Schätztheorie
368
Time series analysis
326
Zeitreihenanalyse
326
Estimation
166
Nichtparametrisches Verfahren
140
Nonparametric statistics
140
Forecasting model
128
Prognoseverfahren
128
Statistischer Test
128
Volatility
125
Volatilität
125
Regression analysis
114
Regressionsanalyse
114
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104
Stochastischer Prozess
104
USA
94
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94
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91
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91
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88
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88
Ökonometrie
84
Econometrics
82
Method of moments
81
Momentenmethode
81
Statistical distribution
81
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75
Monte-Carlo-Simulation
75
Cointegration
72
Kointegration
72
Markov chain
71
Markov-Kette
71
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68
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345
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4
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4
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2
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English
350
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Dufour, Jean-Marie
6
Phillips, Peter C. B.
6
Khalaf, Lynda
5
Koop, Gary
5
McAleer, Michael
5
Aït-Sahalia, Yacine
4
Hong, Yongmiao
4
Pesaran, M. Hashem
4
Steel, Mark F. J.
4
Swanson, Norman R.
4
Todorov, Viktor
4
Andersen, Torben
3
Corradi, Valentina
3
Delgado, Miguel A.
3
Frühwirth-Schnatter, Sylvia
3
Gallant, A. Ronald
3
Ghysels, Eric
3
Hallin, Marc
3
Ling, Shiqing
3
Lucas, André
3
Park, Joon Y.
3
Taylor, Robert
3
Velasco, Carlos
3
Whang, Yoon-jae
3
Xiao, Zhijie
3
Yu, Jun
3
Zhang, Zhengjun
3
Andreou, Elena
2
Andrews, Donald W. K.
2
Asai, Manabu
2
Bai, Jushan
2
Bera, Anil K.
2
Bollerslev, Tim
2
Boswijk, Herman Peter
2
Bücher, Axel
2
Canay, Ivan A.
2
Carrasco, Marine
2
Casarin, Roberto
2
Chan, Ngai Hang
2
Chang, Chia-Lin
2
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
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Journal of econometrics
Europäische Hochschulschriften / 5
799
Working paper / National Bureau of Economic Research, Inc.
620
NBER working paper series
499
Gabler Edition Wissenschaft
488
NBER Working Paper
474
SpringerLink / Bücher
446
Discussion paper / Centre for Economic Policy Research
401
Applied economics
356
Discussion paper series / IZA
348
Economics letters
326
CESifo working papers
292
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
260
Economic modelling
224
Working paper
222
Springer-Lehrbuch
219
Discussion paper / Tinbergen Institute
214
Applied economics letters
205
Springer eBook Collection / Business and Economics
197
Discussion paper
193
IZA Discussion Paper
185
Journal of applied econometrics
179
Lehrbuch
171
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
168
Journal of international money and finance
167
Econometric reviews
165
Insurance / Mathematics & economics
159
Journal of banking & finance
153
Journal of economic dynamics & control
151
International journal of forecasting
148
Discussion papers / CEPR
129
International review of economics & finance : IREF
126
The review of economics and statistics
125
Journal of empirical finance
124
Journal of macroeconomics
121
Berichte aus der Betriebswirtschaft
118
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
118
SFB 649 discussion paper
113
Applied financial economics
105
DUV / Wirtschaftswissenschaft
105
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ECONIS (ZBW)
350
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1
Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
Chen, Song Xi
;
Guo, Bin
;
Qiu, Yumou
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1337-1354
Persistent link: https://www.econbiz.de/10014471380
Saved in:
2
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
3
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
Saved in:
4
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
5
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
6
Evaluating forecast performance with state dependence
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471799
Saved in:
7
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
8
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
9
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
10
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
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