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subject:"Zeitreihenanalyse"
type_genre:"Lehrbuch"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of financial econometrics"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Estimation theory
109
Schätztheorie
109
Estimation
45
Schätzung
45
Time series analysis
23
Regression analysis
19
Regressionsanalyse
19
Forecasting model
17
Prognoseverfahren
17
Volatility
17
Volatilität
17
Panel
16
Panel study
16
Statistical test
15
Statistischer Test
15
Correlation
12
Korrelation
12
Statistical distribution
11
Statistische Verteilung
11
ARCH model
10
ARCH-Modell
10
Method of moments
10
Momentenmethode
10
Robust statistics
10
Robustes Verfahren
10
Capital income
9
Cointegration
9
Kapitaleinkommen
9
Kointegration
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Portfolio selection
9
Portfolio-Management
9
Risikomaß
9
Risikoprämie
9
Risk measure
9
Risk premium
9
Stochastic process
9
Stochastischer Prozess
9
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Article
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Lehrbuch
Article in journal
Aufsatz in Zeitschrift
23
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English
23
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Assaf, Ata
1
Bauwens, Luc
1
Chon, Sora
1
Cipollini, Fabrizio
1
Diks, Cees G. H.
1
Gallo, Giampiero M.
1
Gil-Alaña, Luis A.
1
Grønneberg, Steffen
1
Han, Heejoon
1
Hartkopf, Jan Patrick
1
Hecq, Alain W. J.
1
Hong, Seok Young
1
Huang, Haitao
1
Hung, Mao-Wei
1
Inoue, Atsushi
1
Jach, Agnieszka
1
Jiang, Binyan
1
Jung, Whayoung
1
Kawakatsu, Hiroyuki
1
Khan, Muhammad Nazmul
1
Kim, Jaeho
1
Ko, Yi-Chen
1
Kugiumtzis, Dimitris
1
Kyrtsou, Catherine
1
Lee, Ji Hyung
1
Leng, Xuan
1
Liu, Cheng
1
Liu, Xiaohui
1
Livieri, Giulia
1
Lu, Jin
1
Lucas, André
1
Mancino, Maria Elvira
1
Margaritella, Luca
1
Marmi, Stefano
1
McElroy, Tucker
1
Mokni, Khaled
1
Nolte, Ingmar
1
Noureldin, Diaa
1
Opschoor, Anne
1
Otranto, Edoardo
1
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of financial econometrics
Journal of econometrics
304
Econometric theory
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
138
Economics letters
133
Econometric reviews
86
International journal of forecasting
63
Journal of forecasting
54
Applied economics letters
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
Econometrics : open access journal
47
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
39
Journal of time series econometrics
39
The econometrics journal
37
Applied economics
34
Economic modelling
34
Journal of the American Statistical Association : JASA
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Computational economics
31
Journal of applied econometrics
30
Journal of empirical finance
23
Oxford bulletin of economics and statistics
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Journal of risk and financial management : JRFM
16
Journal of macroeconomics
15
The review of economics and statistics
14
Journal of economic dynamics & control
13
Quantitative economics : QE ; journal of the Econometric Society
12
The review of economic studies
12
Finance research letters
11
International journal of economics and financial issues : IJEFI
10
Journal of banking & finance
10
Quantitative finance
10
Central European journal of economic modelling and econometrics
9
Energy economics
9
The North American journal of economics and finance : a journal of financial economics studies
9
The empirical economics letters : a monthly international journal of economics
9
Annales d'économie et de statistique
8
Insurance / Mathematics & economics
8
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ECONIS (ZBW)
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1
Residual-based cointegration and non-cointegration tests for cointegrating polynomial regressions
Wagner, Martin
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014329033
Saved in:
2
Quantile regression version of Hodrick-Prescott filter
Yamada, Hiroshi
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1631-1645
Persistent link: https://www.econbiz.de/10014253711
Saved in:
3
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:
4
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:
5
Bayesian estimation of the long-run trend of the US economy
Kim, Jaeho
;
Chon, Sora
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
2
,
pp. 461-485
Persistent link: https://www.econbiz.de/10012819475
Saved in:
6
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
7
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
8
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
9
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
10
Identification of causal relationships in non-stationary time series with an information measure : evidence for simulated and financial data
Papana, Angeliki
;
Kyrtsou, Catherine
;
Kugiumtzis, Dimitris
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1399-1420
Persistent link: https://www.econbiz.de/10014226364
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