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subject:"Prognoseverfahren"
subject:"Share price"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Kointegration"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Share price
Kointegration
Estimation theory
1,800
Schätztheorie
1,800
Theorie
384
Theory
384
Zeitreihenanalyse
371
Time series analysis
370
Nichtparametrisches Verfahren
354
Nonparametric statistics
354
Regression analysis
292
Regressionsanalyse
292
Estimation
253
Schätzung
249
Panel
180
Panel study
180
Statistical test
161
Statistischer Test
161
Volatility
121
Volatilität
121
Method of moments
106
Momentenmethode
105
Forecasting model
93
Maximum likelihood estimation
87
Maximum-Likelihood-Schätzung
87
Induktive Statistik
86
Statistical inference
86
Autocorrelation
81
Autokorrelation
81
Bootstrap approach
78
Bootstrap-Verfahren
78
Bayes-Statistik
75
Bayesian inference
75
Instrumental variables
75
Cointegration
74
Causality analysis
65
Kausalanalyse
65
Stochastic process
65
Stochastischer Prozess
65
IV-Schätzung
64
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Undetermined
105
Free
31
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Article
170
Book / Working Paper
35
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Article in journal
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Aufsatz in Zeitschrift
171
Arbeitspapier
34
Graue Literatur
34
Non-commercial literature
34
Working Paper
34
Conference paper
3
Konferenzbeitrag
3
Collection of articles of several authors
2
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2
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1
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1
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English
205
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Gao, Jiti
15
Hyndman, Rob J.
9
Phillips, Peter C. B.
8
Todorov, Viktor
6
Tu, Yundong
6
Athanasopoulos, George
5
Kim, Donggyu
5
Lee, Ji Hyung
5
Li, Jia
5
Tauchen, George Eugene
5
Taylor, Robert
5
Vahid, Farshid
5
Dong, Chaohua
4
Francq, Christian
4
Georgiev, Iliyan
4
Li, Degui
4
Martin, Gael M.
4
Rodrigues, Paulo M. M.
4
Cai, Biqing
3
Corradi, Valentina
3
Demetrescu, Matei
3
Hualde, Javier
3
Koopman, Siem Jan
3
Linton, Oliver
3
Maneesoonthorn, Worapree
3
McCracken, Michael W.
3
Shephard, Neil G.
3
Tjostheim, Dag
3
Wang, Qiying
3
Wang, Yazhen
3
Xiu, Dacheng
3
Yin, Jiying
3
Zakoïan, Jean-Michel
3
Andersen, Torben
2
Blasques, Francisco
2
Bollerslev, Tim
2
Cai, Zongwu
2
Chambers, Marcus J.
2
Cheng, Tingting
2
Clark, Todd E.
2
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Journal of econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
International journal of forecasting
115
Journal of forecasting
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Economics letters
50
Discussion paper / Tinbergen Institute
39
Econometric theory
37
Econometric reviews
36
Economic modelling
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Econometrics : open access journal
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
CREATES research paper
26
The econometrics journal
24
Applied economics
22
Applied economics letters
22
Journal of empirical finance
21
Cowles Foundation discussion paper
20
Journal of banking & finance
20
International journal of economics and financial issues : IJEFI
19
Working paper
19
CESifo working papers
18
Empirical economics : a quarterly journal of the Institute for Advanced Studies
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Finance research letters
15
Quantitative finance
15
Computational economics
14
Journal of applied econometrics
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Journal of risk and financial management : JRFM
14
Journal of the American Statistical Association : JASA
14
NBER working paper series
14
Oxford bulletin of economics and statistics
14
Cowles Foundation Discussion Paper
13
Insurance / Mathematics & economics
13
NBER Working Paper
13
Cambridge working papers in economics
12
Discussion paper
12
Journal of financial econometrics
12
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ECONIS (ZBW)
205
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1
Time-varying vector error-correction models : estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452499
Saved in:
2
Robust M-estimation for additive single-index cointegrating time series models
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Tu, Yundong
-
2023
Persistent link: https://www.econbiz.de/10014315933
Saved in:
3
Loss-based variational Bayes prediction
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614593
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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