//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Estimation"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Estimation
2,212
Schätzung
2,207
Estimation theory
1,811
Schätztheorie
1,811
Theorie
1,299
Theory
1,299
Zeitreihenanalyse
993
Time series analysis
992
Nichtparametrisches Verfahren
443
Nonparametric statistics
443
Regression analysis
400
Regressionsanalyse
400
USA
386
United States
386
Panel
368
Panel study
368
Volatility
356
Volatilität
356
Forecasting model
288
Prognoseverfahren
288
Method of moments
260
Momentenmethode
259
Cointegration
242
Kointegration
241
Statistical test
234
Statistischer Test
234
Capital income
205
Kapitaleinkommen
205
Welt
203
World
203
Börsenkurs
188
Share price
188
ARCH model
166
ARCH-Modell
166
VAR model
156
VAR-Modell
156
Economic growth
150
Maximum likelihood estimation
149
Stochastic process
149
Stochastischer Prozess
149
more ...
less ...
Online availability
All
Undetermined
1,705
Free
20
Type of publication
All
Article
4,519
Book / Working Paper
27
Type of publication (narrower categories)
All
Article in journal
4,493
Aufsatz in Zeitschrift
4,493
Collection of articles of several authors
38
Sammelwerk
38
Conference paper
29
Konferenzbeitrag
29
Konferenzschrift
11
Festschrift
8
Conference proceedings
7
Aufsatzsammlung
4
Systematic review
3
Übersichtsarbeit
3
Case study
1
Fallstudie
1
more ...
less ...
Language
All
English
4,546
Author
All
Phillips, Peter C. B.
53
Linton, Oliver
31
Lee, Lung-fei
29
Su, Liangjun
25
Robinson, Peter M.
24
Taylor, Robert
22
Bahmani-Oskooee, Mohsen
21
Chen, Songnian
21
Gil-Alaña, Luis A.
21
Chen, Xiaohong
20
Gao, Jiti
19
McAleer, Michael
19
Moosa, Imad A.
19
Park, Joon Y.
19
Gupta, Rangan
18
Li, Qi
18
Todorov, Viktor
18
Gouriéroux, Christian
17
Fan, Yanqin
16
Schmidt, Peter
16
Ghysels, Eric
15
Hsiao, Cheng
15
Koop, Gary
15
Leybourne, Stephen James
15
Pesaran, M. Hashem
15
Yu, Jun
15
Aït-Sahalia, Yacine
14
Sun, Yixiao
14
White, Halbert
14
Xiao, Zhijie
14
Andrews, Donald W. K.
13
Bai, Jushan
13
Bollerslev, Tim
13
Cai, Zongwu
13
Inoue, Atsushi
13
Newey, Whitney K.
13
Perron, Pierre
13
Swanson, Norman R.
13
Tauchen, George Eugene
13
Andersen, Torben
12
more ...
less ...
Institution
All
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Published in...
All
Applied economics
Journal of econometrics
Discussion paper series / IZA
3,210
Working paper / National Bureau of Economic Research, Inc.
2,962
NBER working paper series
2,755
NBER Working Paper
2,604
Economics letters
1,928
Discussion paper / Centre for Economic Policy Research
1,594
CESifo working papers
1,574
Applied economics letters
1,449
IZA Discussion Paper
1,395
Working paper
1,133
Economic modelling
1,109
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1,100
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1,032
Discussion paper
966
Econometric theory
946
Discussion paper / Tinbergen Institute
921
International journal of forecasting
745
Energy economics
695
Econometric reviews
691
Journal of applied econometrics
656
CESifo Working Paper Series
593
ZEW discussion papers
582
Journal of banking & finance
561
European journal of operational research : EJOR
547
International review of economics & finance : IREF
547
CEMMAP working papers / Centre for Microdata Methods and Practice
546
Applied financial economics
524
Journal of international money and finance
520
Discussion papers / CEPR
509
The review of economics and statistics
497
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
494
Journal of forecasting
490
Finance research letters
489
Discussion papers / Deutsches Institut für Wirtschaftsforschung
474
Oxford bulletin of economics and statistics
451
Working paper series
436
Journal of economic dynamics & control
417
International review of financial analysis
401
more ...
less ...
Source
All
ECONIS (ZBW)
4,546
Showing
1
-
20
of
4,546
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
2
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:
3
Fully modified least squares cointegrating parameter
estimation
in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
4
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
5
Analysts versus the random walk in financial forecasting : evidence from the Czech National Bank's Financial Market Inflation Expectations survey
Kladívko, Kamil
;
Österholm, Pär
- In:
Applied economics
56
(
2024
)
17
,
pp. 2077-2088
Persistent link: https://www.econbiz.de/10014475262
Saved in:
6
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
7
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
8
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
9
Parametric
estimation
of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
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
Saved in:
11
Testing many restrictions under heteroskedasticity
Anatolyev, Stanislav
;
Sølvsten, Mikkel
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332346
Saved in:
12
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
Saved in:
13
Over-identified doubly robust identification and
estimation
Lewbel, Arthur
;
Choi, Jin-young
;
Zhou, Zhuzhu
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 25-42
Persistent link: https://www.econbiz.de/10014434376
Saved in:
14
Time series
estimation
of the dynamic effects of disaster-type shocks
Davis, Richard A.
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 180-201
Persistent link: https://www.econbiz.de/10014434389
Saved in:
15
Higher-order least squares inference for spatial autoregressions
Rossi, Francesca
;
Robinson, Peter M.
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 244-269
Persistent link: https://www.econbiz.de/10013472898
Saved in:
16
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
17
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
18
Sieve IV
estimation
of cross-sectional interaction models with nonparametric endogenous effect
Hoshino, Tadao
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 263-275
Persistent link: https://www.econbiz.de/10013441870
Saved in:
19
Maximum likelihood
estimation
for score-driven models
Blasques, Francisco
;
Brummelen, Janneke van
;
Koopman, …
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 325-346
Persistent link: https://www.econbiz.de/10013442028
Saved in:
20
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->