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subject:"Schätzung"
subject:"Theory"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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Search: subject_exact:"Estimation theory"
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Schätzung
Theory
Estimation theory
2,411
Schätztheorie
2,411
Theorie
849
Zeitreihenanalyse
395
Time series analysis
394
Nichtparametrisches Verfahren
377
Nonparametric statistics
377
Regression analysis
305
Regressionsanalyse
305
Estimation
271
Panel
176
Panel study
176
Statistical test
169
Statistischer Test
169
Volatility
135
Volatilität
135
Method of moments
111
Momentenmethode
110
Induktive Statistik
99
Statistical inference
99
Maximum likelihood estimation
93
Maximum-Likelihood-Schätzung
93
Statistical theory
90
Statistische Methodenlehre
90
USA
87
United States
87
Causality analysis
86
Kausalanalyse
86
Instrumental variables
85
Autocorrelation
83
Autokorrelation
83
Forecasting model
83
Prognoseverfahren
83
Bootstrap approach
82
Bootstrap-Verfahren
82
Statistical distribution
76
Statistische Verteilung
76
IV-Schätzung
74
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Undetermined
169
Free
38
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Article
802
Book / Working Paper
256
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Article in journal
801
Aufsatz in Zeitschrift
801
Arbeitspapier
254
Working Paper
254
Graue Literatur
243
Non-commercial literature
243
Amtsdruckschrift
136
Government document
136
Collection of articles of several authors
7
Conference paper
7
Konferenzbeitrag
7
Sammelwerk
7
Conference proceedings
3
Konferenzschrift
3
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2
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2
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1
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1
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1
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1
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English
1,052
French
6
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Gouriéroux, Christian
25
Andrews, Donald W. K.
21
Phillips, Peter C. B.
20
Robert, Christian P.
17
Newey, Whitney K.
16
Zakoïan, Jean-Michel
16
Francq, Christian
15
Imbens, Guido
12
Tauchen, George Eugene
12
Horowitz, Joel
11
Guégan, Dominique
10
Jasiak, Joann
10
Linton, Oliver
9
Todorov, Viktor
9
White, Halbert
9
Heckman, James J.
8
Lee, Lung-fei
8
Li, Qi
8
Powell, James
8
Robinson, Peter M.
8
Scaillet, Olivier
8
Stock, James H.
8
Baltagi, Badi H.
7
Diebold, Francis X.
7
Hong, Han
7
Hsiao, Cheng
7
Monfort, Alain
7
Schmidt, Peter
7
Smith, Richard J.
7
Ai, Chunrong
6
Chib, Siddhartha
6
Comte, Fabienne
6
Darolles, Serge
6
Engle, Robert F.
6
Fermanian, Jean-David
6
Ghysels, Eric
6
Guerre, Emmanuel
6
Hahn, Jinyong
6
Lewbel, Arthur
6
Li, Jia
6
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Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Published in...
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
Working paper / National Bureau of Economic Research, Inc.
Economics letters
480
Econometric theory
304
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
294
Econometric reviews
178
Journal of applied econometrics
156
Journal of quantitative economics : official journal of the Indian Econometric Society
142
The review of economics and statistics
126
Discussion paper / Tinbergen Institute
110
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
105
Oxford bulletin of economics and statistics
105
Discussion paper series / IZA
94
Discussion paper / Center for Economic Research, Tilburg University
92
Applied economics
85
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
CORE discussion paper : DP
79
Statistical papers
79
CEMMAP working papers / Centre for Microdata Methods and Practice
66
Economic modelling
64
The review of economic studies
64
Working paper series
62
Applied economics letters
59
International economic review
59
Working paper
58
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Discussion paper
56
Journal of forecasting
56
The econometrics journal
56
American journal of agricultural economics
55
Technical working paper / National Bureau of Economic Research
55
CESifo working papers
51
NBER Working Paper
50
Working paper / Department of Econometrics and Business Statistics, Monash University
49
SFB 649 discussion paper
48
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
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ECONIS (ZBW)
1,058
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1
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
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
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:
4
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
5
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:
6
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:
7
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
8
Probabilistic prediction for binary treatment choice : with focus on personalized medicine
Manski, Charles F.
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 647-663
Persistent link: https://www.econbiz.de/10014434356
Saved in:
9
Estimation and inference of treatment effects with L2-boosting in high-dimensional settings
Kueck, Jannis
;
Luo, Ye
;
Spindler, Martin
;
Wang, Zigan
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 714-731
Persistent link: https://www.econbiz.de/10014434364
Saved in:
10
Time series estimation of the dynamic effects of disaster-type shocks
Davis, Richard A.
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 180-201
Persistent link: https://www.econbiz.de/10014434389
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