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subject:"Statistical theory"
subject:"Statistische Methodenlehre"
~subject:"Forecasting model"
~subject:"Statistical test"
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Search: subject_exact:"Estimation theory"
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Statistical theory
Statistische Methodenlehre
Forecasting model
Statistical test
Schätztheorie
34,988
Estimation theory
34,945
Theorie
9,185
Theory
9,181
Zeitreihenanalyse
5,660
Time series analysis
5,645
Estimation
5,410
Schätzung
5,408
Regressionsanalyse
3,981
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3,973
Nichtparametrisches Verfahren
3,192
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3,192
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1,824
Panel
1,756
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1,754
Statistischer Test
1,665
USA
1,545
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1,536
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1,492
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1,489
Statistical distribution
1,378
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1,378
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1,163
Bayes-Statistik
1,158
Sampling
1,059
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1,058
ARCH model
1,033
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1,033
Kointegration
1,025
Statistical inference
1,025
Induktive Statistik
1,024
Cointegration
1,023
Monte-Carlo-Simulation
986
Stochastischer Prozess
986
Stochastic process
985
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977
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974
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Phillips, Peter C. B.
56
Dufour, Jean-Marie
33
Swanson, Norman R.
32
Andrews, Donald W. K.
28
Pesaran, M. Hashem
28
Bera, Anil K.
27
Cai, Zongwu
25
Baltagi, Badi H.
24
White, Halbert
24
Sentana, Enrique
23
Shi, Xiaoxia
22
Gao, Jiti
21
Marcellino, Massimiliano
21
Sun, Yixiao
21
Corradi, Valentina
20
Rossi, Barbara
20
Kapetanios, George
19
McAleer, Michael
19
Koop, Gary
18
Canay, Ivan A.
17
McCracken, Michael W.
17
West, Kenneth D.
17
Hsu, Yu-Chin
16
Kuan, Chung-ming
16
Amengual, Dante
15
Clark, Todd E.
15
Horowitz, Joel
15
Khalaf, Lynda
15
Sperlich, Stefan
15
Xu, Ke-Li
15
Angrist, Joshua D.
14
Fiorentini, Gabriele
14
Guggenberger, Patrik
14
Hendry, David F.
14
Huber, Florian
14
Hyndman, Rob J.
14
Kao, Chihwa
14
Stock, James H.
14
Teräsvirta, Timo
14
Bugni, Federico A.
13
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National Bureau of Economic Research
23
OECD
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Organisation for Economic Co-operation and Development
11
Umeå Universitet / Institutionen för Nationalekonomi
4
Center for Economic Research <Tilburg>
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
European University Institute / Department of Law
3
Rutgers University / Department of Economics
3
Umeå universitet
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Aarhus Universitet / Afdeling for Nationaløkonomi
2
Australian National University / Faculty of Economics
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Centre for Quantitative Economics & Computing
2
European University Institute / Department of Economics
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HFDF <1, 1995, Zürich>
2
International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
Journées de Méthodologie Statistique <7, 2000, Paris>
2
Nationalekonomiska Institutionen <Lund>
2
North Atlantic University Union
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2
University of Chicago / Graduate School of Business
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University of York / Department of Economics and Related Studies
2
World Health Organization
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Air Force Project Rand
1
Australasian Economic Modelling Conference <1992, Cairns>
1
Australian National University / Faculty of Economics and Commerce
1
Birkbeck College / Department of Economics
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Centre for Analytical Finance <Århus>
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Department of Agricultural Economics, Cornell University Agricultural Experiment Station
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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Econometrisch Instituut <Rotterdam>
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Europäische Kommission / Statistisches Amt
1
Federal Reserve Bank of Cleveland
1
Federal Reserve System / Division of Research and Statistics
1
Foerder Institute for Economic Research <Tēl-Āvîv>
1
HFDF <2, 1998, Zürich>
1
Institut für Industriebetriebsforschung <Hamburg>
1
International Institute for Applied Systems Analysis
1
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Journal of econometrics
241
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
106
Economics letters
90
Econometric reviews
89
Journal of forecasting
73
Econometric theory
68
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
62
The econometrics journal
47
CEMMAP working papers / Centre for Microdata Methods and Practice
46
Discussion paper / Tinbergen Institute
42
Cowles Foundation discussion paper
40
Working paper / Department of Econometrics and Business Statistics, Monash University
37
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
32
Cowles Foundation Discussion Paper
27
Econometrics : open access journal
26
Journal of the American Statistical Association : JASA
26
Discussion paper / Center for Economic Research, Tilburg University
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Oxford bulletin of economics and statistics
23
Discussion paper
22
Economic modelling
22
CREATES research paper
21
Working paper
21
Applied economics letters
19
NBER Working Paper
19
Insurance / Mathematics & economics
18
Quantitative economics : QE ; journal of the Econometric Society
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Journal of empirical finance
16
Journal of time series econometrics
16
Computational economics
15
Discussion papers of interdisciplinary research project 373
15
European journal of operational research : EJOR
15
Europäische Hochschulschriften / 5
15
Journal of applied econometrics
15
Journal of quantitative economics : official journal of the Indian Econometric Society
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Working paper series
15
Applied economics
14
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ECONIS (ZBW)
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51
Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models
Hartkopf, Jan Patrick
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
1
,
pp. 393-436
Persistent link: https://www.econbiz.de/10014226292
Saved in:
52
Wasserstein barycenter regression for estimating the joint dynamics of renewable and fossil fuel energy indices
De Giuli, Maria Elena
;
Spelta, Alessandro
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014228504
Saved in:
53
Heckman sample selection estimators under heteroskedasticity
Carlson, Alyssa
;
Zhao, Wei
-
2023
Persistent link: https://www.econbiz.de/10014313104
Saved in:
54
Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
Saved in:
55
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
56
Granger causality testing in high-dimensional VARs : a post-double-selection procedure
Hecq, Alain W. J.
;
Margaritella, Luca
;
Smeekes, Stephan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 915-958
Persistent link: https://www.econbiz.de/10014314841
Saved in:
57
Bayesian inference in high-dimensional time-varying parameter models using integrated rotated Gaussian approximations
Huber, Florian
;
Koop, Gary
;
Pfarrhfer, Michael
-
2023
Persistent link: https://www.econbiz.de/10014316036
Saved in:
58
Investigating growth at risk using a multi-country non-parametric quantile factor model
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2023
Persistent link: https://www.econbiz.de/10014316039
Saved in:
59
Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014316040
Saved in:
60
Incorporating short data into large mixed- frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014316254
Saved in:
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