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subject:"Theory"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper series"
~subject:"Forecasting model"
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Search: subject_exact:"Estimation theory"
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Theory
Forecasting model
Estimation theory
1,759
Schätztheorie
1,759
Theorie
418
Zeitreihenanalyse
333
Time series analysis
332
Nichtparametrisches Verfahren
323
Nonparametric statistics
323
Regression analysis
278
Regressionsanalyse
278
Estimation
228
Schätzung
224
Panel
163
Panel study
163
Statistical test
156
Statistischer Test
156
Volatility
118
Volatilität
118
Method of moments
99
Momentenmethode
98
Induktive Statistik
83
Maximum likelihood estimation
83
Maximum-Likelihood-Schätzung
83
Statistical inference
83
Autocorrelation
79
Autokorrelation
79
Bootstrap approach
79
Bootstrap-Verfahren
79
Prognoseverfahren
76
Instrumental variables
70
Cointegration
68
Kointegration
67
Stochastic process
64
Stochastischer Prozess
64
Bayes-Statistik
62
Bayesian inference
62
Statistical distribution
62
Statistische Verteilung
62
Causality analysis
60
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3
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Article
435
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55
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435
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435
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53
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53
Graue Literatur
52
Non-commercial literature
52
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7
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7
Conference paper
3
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3
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3
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3
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English
490
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Kohn, Robert
21
Sheather, Simon J.
16
Hettmansperger, Thomas P.
8
McKean, Joseph W.
7
Phillips, Peter C. B.
7
Ansley, Craig F.
6
Chib, Siddhartha
6
Gouriéroux, Christian
6
Lee, Lung-fei
6
Li, Qi
6
Wand, M. P.
6
Baltagi, Badi H.
5
Carter, Chris K.
5
Lee, Ji Hyung
5
Shively, Thomas S.
5
Smith, Michael S.
5
Chen, Songnian
4
Eagleson, Geoff K.
4
Granger, C. W. J.
4
King, Maxwell L.
4
Schmidt, Peter
4
Swanson, Norman R.
4
Taylor, Robert
4
Ullah, Aman
4
Wong, Chi-ming
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andersen, Torben
3
Andrews, Donald W. K.
3
Cai, Zongwu
3
Corradi, Valentina
3
Demetrescu, Matei
3
Diebold, Francis X.
3
Donald, Stephen G.
3
Fan, Jianqing
3
Franses, Philip Hans
3
Georgiev, Iliyan
3
Godfrey, L. G.
3
Golan, Amos
3
Gonzalo, Jesús
3
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Journal of econometrics
Working paper series
Economics letters
403
Econometric theory
293
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
241
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
227
Série des documents de travail / Centre de Recherche en Économie et Statistique
156
Journal of applied econometrics
140
Econometric reviews
139
Journal of quantitative economics : official journal of the Indian Econometric Society
138
International journal of forecasting
124
The review of economics and statistics
123
Oxford bulletin of economics and statistics
105
Discussion paper / Tinbergen Institute
95
Journal of forecasting
94
Working paper / National Bureau of Economic Research, Inc.
86
Discussion paper / Center for Economic Research, Tilburg University
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
Statistical papers
79
CORE discussion paper : DP
77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
73
The review of economic studies
60
International economic review
59
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Applied economics
56
Technical working paper / National Bureau of Economic Research
55
Discussion paper series / IZA
53
American journal of agricultural economics
50
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Europäische Hochschulschriften / 5
44
The econometrics journal
43
Cowles Foundation discussion paper
41
Journal of the Royal Statistical Society
41
Working paper
41
SFB 649 discussion paper
40
Journal of economic dynamics & control
39
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Report / Econometric Institute, Erasmus University Rotterdam
39
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ECONIS (ZBW)
490
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490
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1
Bayesian local projections
Ferreira, Leonardo Nogueira
;
Miranda-Agrippino, Silvia
; …
-
2023
Persistent link: https://www.econbiz.de/10013557119
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2
Predicting stock return and volatility with machine learning and econometric models: a comparative case study of the Baltic stock market
Nõu, Anders
;
Lapitskaya, Darya
;
Eratalay, M. Hakan
; …
-
2021
Persistent link: https://www.econbiz.de/10012694117
Saved in:
3
Interactive R&D spillovers : an estimation strategy based on forecasting-driven model selection
Gioldasis, Georgios
;
Musolesi, Antonio
;
Simioni, Michel
-
2021
Persistent link: https://www.econbiz.de/10013170703
Saved in:
4
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:
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
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:
7
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:
8
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
Saved in:
9
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:
10
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
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