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subject:"Statistical theory"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Theorie"
~type:"article"
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Statistical theory
Zeitreihenanalyse
Theorie
Theory
853
Time series analysis
235
Estimation theory
198
Schätztheorie
198
USA
188
United States
188
Estimation
164
Schätzung
164
Forecasting model
134
Prognoseverfahren
134
Volatility
72
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72
Bayes-Statistik
67
Bayesian inference
67
Statistische Methodenlehre
67
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64
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64
Nichtparametrisches Verfahren
59
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59
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55
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55
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49
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49
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49
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49
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39
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39
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38
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38
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37
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33
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33
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33
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33
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32
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32
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31
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835
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835
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4
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4
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4
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853
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Ghysels, Eric
8
Diebold, Francis X.
7
Koop, Gary
7
Engle, Robert F.
6
Gregory, Allan W.
6
Harvey, Andrew C.
6
Imbens, Guido
6
Leybourne, Stephen James
6
Steel, Mark F. J.
6
Andrews, Donald W. K.
5
Hall, Alastair R.
5
Li, Wai Keung
5
Lucas, André
5
Taylor, Robert
5
Timmermann, Allan
5
Bauwens, Luc
4
Clark, Todd E.
4
Hamilton, James D.
4
Hansen, Bruce E.
4
Koopman, Siem Jan
4
Lanne, Markku
4
Lesage, James P.
4
Lütkepohl, Helmut
4
Marcellino, Massimiliano
4
McCabe, Brendan Peter Martin
4
Palm, Franz C.
4
Patton, Andrew J.
4
Perron, Pierre
4
Racine, Jeffrey
4
Sentana, Enrique
4
Stock, James H.
4
Yitzhaki, Shlomo
4
Zivot, Eric
4
Bera, Anil K.
3
Cameron, Adrian Colin
3
Carrasco, Marine
3
Cheung, Yin-Wong
3
Chib, Siddhartha
3
Chintagunta, Pradeep K.
3
Christiano, Lawrence J.
3
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Economics letters
5,232
European journal of operational research : EJOR
4,844
Journal of economic theory
2,874
Journal of economic dynamics & control
2,373
The American economic review
2,356
Computers & operations research : and their applications to problems of world concern ; an international journal
2,332
Journal of economic behavior & organization : JEBO
2,199
European economic review : EER
1,909
International journal of production research
1,881
Games and economic behavior
1,845
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,801
The economic journal : the journal of the Royal Economic Society
1,776
Journal of public economics
1,727
Economic modelling
1,632
Journal of econometrics
1,572
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,509
Applied economics
1,508
Management science : journal of the Institute for Operations Research and the Management Sciences
1,430
Journal of monetary economics
1,379
Journal of banking & finance
1,374
Public choice
1,371
International economic review
1,355
Social choice and welfare
1,301
International journal of production economics
1,256
Journal of international economics
1,247
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,189
American journal of agricultural economics
1,177
International journal of industrial organization
1,154
Journal of mathematical economics
1,116
Journal of macroeconomics
1,104
Journal of economics
1,088
The Canadian journal of economics
1,084
Southern economic journal
1,082
Applied economics letters
1,066
Journal of political economy
1,036
The review of economic studies
1,024
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
1,012
Operations research letters
1,006
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
1,002
Insurance / Mathematics & economics
990
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ECONIS (ZBW)
853
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1
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853
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1
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
Saved in:
2
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
3
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10014449844
Saved in:
4
Optimal subsampling bootstrap for massive data
Ma, Yingying
;
Leng, Chenlei
;
Wang, Hansheng
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 174-186
Persistent link: https://www.econbiz.de/10014449880
Saved in:
5
Probabilistic forecast reconciliation under the Gaussian framework
Wickramasuriya, Shanika L.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 272-285
Persistent link: https://www.econbiz.de/10014449925
Saved in:
6
Proper scoring rules for evaluating density forecasts with asymmetric loss functions
Iacopini, Matteo
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 482-496
Persistent link: https://www.econbiz.de/10014448252
Saved in:
7
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
8
Detection of multiple structural breaks in large covariance matrices
Li, Yu-Ning
;
Li, Degui
;
Fryzlewicz, Piotr
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 846-861
Persistent link: https://www.econbiz.de/10014448448
Saved in:
9
Teacher-to-classroom assignment and student achievement
Graham, Bryan S.
;
Ridder, Geert
;
Thiemann, Petra
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1328-1340
Persistent link: https://www.econbiz.de/10014448642
Saved in:
10
Identifying structural vector autoregression via leptokurtic economic shocks
Lanne, Markku
;
Liu, Keyan
;
Luoto, Jani
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1341-1351
Persistent link: https://www.econbiz.de/10014448648
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