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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~subject:"Monte Carlo simulation"
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Probability theory
Time series analysis
Monte Carlo simulation
Estimation theory
1,811
Schätztheorie
1,811
Theorie
417
Theory
417
Zeitreihenanalyse
344
Nichtparametrisches Verfahren
323
Nonparametric statistics
323
Regression analysis
279
Regressionsanalyse
279
Estimation
259
Schätzung
255
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167
Panel study
167
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155
Statistischer Test
155
Volatility
122
Volatilität
122
Method of moments
103
Momentenmethode
102
Maximum likelihood estimation
86
Maximum-Likelihood-Schätzung
86
Induktive Statistik
83
Statistical inference
83
Forecasting model
82
Prognoseverfahren
82
Autocorrelation
78
Autokorrelation
77
Bootstrap approach
73
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73
Cointegration
73
Kointegration
72
Instrumental variables
70
Statistical distribution
67
Statistische Verteilung
67
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62
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62
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61
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61
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60
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413
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414
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Phillips, Peter C. B.
11
Taylor, Robert
9
Linton, Oliver
8
Leybourne, Stephen James
7
Koopman, Siem Jan
6
Li, Jia
6
Todorov, Viktor
6
Xiao, Zhijie
6
Andersen, Torben
5
Chen, Xiaohong
5
Davis, Richard A.
5
Francq, Christian
5
Kim, Donggyu
5
Li, Qi
5
Li, Yingying
5
Robinson, Peter M.
5
Tauchen, George Eugene
5
Zhu, Ke
5
Chambers, Marcus J.
4
Harvey, David I.
4
Ng, Serena
4
Perron, Pierre
4
Pesaran, M. Hashem
4
Shephard, Neil G.
4
Sun, Yixiao
4
Aït-Sahalia, Yacine
3
Baillie, Richard
3
Baltagi, Badi H.
3
Bollerslev, Tim
3
Chen, Rong
3
Dong, Chaohua
3
Elliott, Graham
3
Fan, Jianqing
3
Gao, Jiti
3
Johansen, Søren
3
Kim, Dukpa
3
Kohn, Robert
3
Koop, Gary
3
Kristensen, Dennis
3
Li, Degui
3
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Applied economics
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
176
Econometric theory
175
Economics letters
168
Discussion paper / Tinbergen Institute
128
Econometric reviews
112
International journal of forecasting
73
Working paper / Department of Econometrics and Business Statistics, Monash University
70
Applied economics letters
61
CREATES research paper
60
Journal of forecasting
57
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
56
Econometrics : open access journal
55
NBER Working Paper
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
The econometrics journal
52
Computational economics
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
46
Economic modelling
44
Journal of the American Statistical Association : JASA
44
Cowles Foundation discussion paper
43
Journal of time series econometrics
42
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
40
NBER working paper series
37
Série des documents de travail / Centre de Recherche en Économie et Statistique
37
EUI working paper / ECO
34
Discussion paper / Center for Economic Research, Tilburg University
33
Working paper / National Bureau of Economic Research, Inc.
33
Journal of applied econometrics
32
Report / Econometric Institute, Erasmus University Rotterdam
32
CEMMAP working papers / Centre for Microdata Methods and Practice
30
Oxford bulletin of economics and statistics
29
Working paper
29
SFB 649 discussion paper
28
Technical working paper / National Bureau of Economic Research
28
Journal of empirical finance
27
NBER technical working paper series
27
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25
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25
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ECONIS (ZBW)
414
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1
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
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2
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
3
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:
4
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
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5
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
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6
What's trending in difference-in-differences? : a synthesis of the recent econometrics literature
Roth, Jonathan
;
Sant'Anna, Pedro H. C.
;
Bilinski, Alyssa
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2218-2244
Persistent link: https://www.econbiz.de/10014471452
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7
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
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8
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
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9
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
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10
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
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