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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Statistischer Test"
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Search: subject_exact:"Estimation theory"
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Share price
Statistischer Test
Estimation theory
291
Schätztheorie
291
Theorie
145
Theory
145
Estimation
53
Schätzung
53
Time series analysis
50
Zeitreihenanalyse
50
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27
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25
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English
21
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Pesaran, M. Hashem
2
Ahlgren, Niklas
1
Antell, Jan
1
Bailey, Natalia
1
Balter, Janine
1
Bormann, Carsten
1
Bos, Charles S.
1
Carrion i Silvestre, Josep Lluís
1
Chen, Yi-ting
1
Chou, Ray Yeutien
1
Corradi, Valentina
1
Demetrescu, Matei
1
Engle, Robert F.
1
Gadea, María Dolores
1
Hanck, Christoph
1
Hassler, Uwe
1
Hayakawa, Kazuhiko
1
Henderson, Daniel J.
1
Hsieh, Chih-sheng
1
Huber, Martin
1
Janus, Paweł
1
Jin, Sainan
1
Kapetanios, George
1
Koopman, Siem Jan
1
Kruse-Becher, Robinson
1
MacKinnon, James G.
1
Melly, Blaise
1
Moon, Seongman
1
Oya, Kosuke
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Rabemananjara, R.
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Rodrigues, Paulo M. M.
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Rubia, Antonio
1
Rydberg, Tina Hvild
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Schaumburg, Julia
1
Schienle, Melanie
1
Shephard, Neil G.
1
Smith, L. Vanessa
1
Swanson, Norman R.
1
Timmermann, Allan
1
Ubukata, Masato
1
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Journal of applied econometrics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
192
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Econometric reviews
59
Economics letters
55
Econometric theory
44
The econometrics journal
37
Econometrics : open access journal
24
Economic modelling
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
Quantitative economics : QE ; journal of the Econometric Society
18
Applied economics letters
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Journal of empirical finance
14
Journal of banking & finance
13
Journal of financial econometrics
12
Journal of the American Statistical Association : JASA
12
Journal of forecasting
11
Journal of time series econometrics
10
Applied economics
9
Computational economics
8
Finance research letters
8
International journal of economics and financial issues : IJEFI
8
International journal of forecasting
8
Journal of financial economics
8
Journal of risk and financial management : JRFM
8
Quantitative finance
8
The review of economic studies
8
The review of financial studies
8
Cambridge working papers in economics
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Journal of financial and quantitative analysis : JFQA
7
Oxford bulletin of economics and statistics
7
The journal of finance : the journal of the American Finance Association
7
Insurance / Mathematics & economics
6
Pacific-Basin finance journal
6
The North American journal of economics and finance : a journal of financial economics studies
6
Annals of finance
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1
Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
Saved in:
2
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
3
Testing for multiple level shifts with an integrated or stationary noise component
Carrion i Silvestre, Josep Lluís
;
Gadea, María Dolores
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 801-819
Persistent link: https://www.econbiz.de/10014432113
Saved in:
4
Robust forecast superiority testing with an application to assessing pools of expert forecasters
Corradi, Valentina
;
Jin, Sainan
;
Swanson, Norman R.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 596-622
Persistent link: https://www.econbiz.de/10014288029
Saved in:
5
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
6
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 552-580
Persistent link: https://www.econbiz.de/10011623690
Saved in:
7
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
8
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
9
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
10
A test of the conditional independence assumption in sample selection models
Huber, Martin
;
Melly, Blaise
- In:
Journal of applied econometrics
30
(
2015
)
7
,
pp. 1144-1168
Persistent link: https://www.econbiz.de/10011431744
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