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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Journal of econometrics"
~isPartOf:"SFB 649 discussion paper"
~subject:"Stochastischer Prozess"
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Probability theory
Time series analysis
Stochastischer Prozess
Estimation theory
1,724
Schätztheorie
1,724
Theorie
406
Theory
406
Nichtparametrisches Verfahren
346
Nonparametric statistics
346
Zeitreihenanalyse
335
Regression analysis
287
Regressionsanalyse
287
Estimation
235
Schätzung
231
Panel
156
Panel study
156
Statistical test
156
Statistischer Test
156
Volatility
125
Volatilität
125
Method of moments
101
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100
Induktive Statistik
84
Statistical inference
84
Maximum likelihood estimation
82
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82
Autocorrelation
77
Autokorrelation
77
Bootstrap approach
76
Bootstrap-Verfahren
76
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75
Prognoseverfahren
75
Instrumental variables
71
Stochastic process
70
Statistical distribution
66
Statistische Verteilung
66
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64
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63
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61
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61
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60
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Phillips, Peter C. B.
12
Taylor, Robert
9
Todorov, Viktor
9
Linton, Oliver
8
Bibinger, Markus
7
Leybourne, Stephen James
7
Andersen, Torben
6
Li, Jia
6
Lütkepohl, Helmut
6
Tauchen, George Eugene
6
Xiao, Zhijie
6
Chen, Xiaohong
5
Davis, Richard A.
5
Härdle, Wolfgang
5
Kim, Donggyu
5
Li, Dong
5
Li, Yingying
5
Park, Joon Y.
5
Reiß, Markus
5
Robinson, Peter M.
5
Zhu, Ke
5
Aït-Sahalia, Yacine
4
Chambers, Marcus J.
4
Francq, Christian
4
Harvey, David I.
4
Koopman, Siem Jan
4
Li, Qi
4
Mykland, Per A.
4
Ng, Serena
4
Sun, Yixiao
4
Varneskov, Rasmus Tangsgaard
4
Zakoïan, Jean-Michel
4
Baillie, Richard
3
Baltagi, Badi H.
3
Bollerslev, Tim
3
Breunig, Christoph
3
Chen, Rong
3
Dong, Chaohua
3
Elliott, Graham
3
Fan, Jianqing
3
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Journal of econometrics
SFB 649 discussion paper
Econometric theory
176
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
165
Economics letters
158
Discussion paper / Tinbergen Institute
122
Econometric reviews
105
International journal of forecasting
72
CREATES research paper
68
Working paper / Department of Econometrics and Business Statistics, Monash University
65
Journal of forecasting
58
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Applied economics letters
52
Cowles Foundation discussion paper
51
Econometrics : open access journal
50
NBER Working Paper
49
Journal of the American Statistical Association : JASA
43
The econometrics journal
43
Economic modelling
42
Journal of time series econometrics
40
Computational economics
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Applied economics
37
Série des documents de travail / Centre de Recherche en Économie et Statistique
37
Discussion paper / Center for Economic Research, Tilburg University
35
Journal of applied econometrics
35
Journal of empirical finance
33
EUI working paper / ECO
32
NBER working paper series
32
Discussion paper
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Report / Econometric Institute, Erasmus University Rotterdam
28
European journal of operational research : EJOR
27
Working paper
27
Working paper series
27
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
26
Oxford bulletin of economics and statistics
26
Technical working paper / National Bureau of Economic Research
26
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ECONIS (ZBW)
399
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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
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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
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
Saved in:
4
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
Saved in:
5
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:
6
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
Saved in:
7
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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8
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
Saved in:
9
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:
10
Structural VAR models in the frequency domain
Guay, Alain
;
Pelgrin, Florian
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332268
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