//--> //--> //--> //-->
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
subject:"Schätzung"
isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~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: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Estimation theory
2,427
Schätztheorie
2,427
Theorie
629
Theory
629
Zeitreihenanalyse
482
Time series analysis
481
Nichtparametrisches Verfahren
448
Nonparametric statistics
448
Estimation
393
Regression analysis
382
Regressionsanalyse
382
Panel
210
Panel study
210
Statistical test
201
Statistischer Test
201
Volatility
162
Volatilität
162
USA
134
United States
133
Forecasting model
128
Prognoseverfahren
128
Method of moments
125
Induktive Statistik
124
Momentenmethode
124
Statistical inference
124
Maximum likelihood estimation
112
Maximum-Likelihood-Schätzung
112
Bootstrap approach
104
Bootstrap-Verfahren
104
Autocorrelation
102
Autokorrelation
102
Instrumental variables
93
Correlation
89
Korrelation
89
Statistical distribution
87
Statistische Verteilung
87
Causality analysis
85
Kausalanalyse
85
Bayes-Statistik
84
more ...
less ...
Online availability
All
Undetermined
238
Free
7
Type of publication
All
Article
388
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
387
Aufsatz in Zeitschrift
387
Conference paper
7
Konferenzbeitrag
7
Collection of articles of several authors
2
Sammelwerk
2
Conference proceedings
1
Konferenzschrift
1
more ...
less ...
Language
All
English
389
Author
All
Su, Liangjun
9
Gao, Jiti
8
Tauchen, George Eugene
8
Todorov, Viktor
8
Kim, Donggyu
6
Li, Jia
6
Phillips, Peter C. B.
6
Francq, Christian
5
Hsu, Yu-Chin
5
Linton, Oliver
5
Baltagi, Badi H.
4
Bollerslev, Tim
4
Hsiao, Cheng
4
Li, Qi
4
Lu, Xun
4
Racine, Jeffrey
4
Wang, Yazhen
4
Zakoïan, Jean-Michel
4
Cai, Zongwu
3
Callaway, Brantly
3
Fan, Yanqin
3
Li, Degui
3
Li, Kunpeng
3
Lieli, Robert P.
3
Liesenfeld, Roman
3
Park, Joon Y.
3
Sun, Yiguo
3
Taylor, Robert
3
Van Keilegom, Ingrid
3
Wang, Fa
3
White, Halbert
3
Ai, Chunrong
2
Andersen, Torben
2
Barigozzi, Matteo
2
Bertanha, Marinho
2
Bibinger, Markus
2
Caner, Mehmet
2
Chen, Heng
2
Chiang, Harold D.
2
Choi, Yongok
2
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
Economics letters
108
Discussion paper series / IZA
58
Applied economics letters
55
Econometric reviews
54
Economic modelling
52
NBER Working Paper
50
CEMMAP working papers / Centre for Microdata Methods and Practice
48
NBER working paper series
45
Applied economics
43
Discussion paper / Tinbergen Institute
38
Journal of applied econometrics
38
Working paper / Department of Econometrics and Business Statistics, Monash University
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
IZA Discussion Paper
32
Working paper
32
Working paper / National Bureau of Economic Research, Inc.
32
CESifo working papers
31
Discussion paper
29
Quantitative economics : QE ; journal of the Econometric Society
29
The econometrics journal
28
Econometric theory
27
Journal of banking & finance
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
Discussion papers / CEPR
25
Econometrics : open access journal
24
Journal of the American Statistical Association : JASA
24
Journal of empirical finance
22
The review of economics and statistics
22
International journal of forecasting
21
Discussion paper / Centre for Economic Policy Research
19
International journal of economics and financial issues : IJEFI
19
Journal of financial econometrics
19
SFB 649 discussion paper
19
Working papers series in theoretical and applied economics
19
CREATES research paper
18
Computational economics
18
Energy economics
18
more ...
less ...
Source
All
ECONIS (ZBW)
389
Showing
1
-
50
of
389
Sort
Relevance
Date (newest first)
Date (oldest first)
1
No-crossing single-index quantile regression curve estimation
Jiang, Rong
;
Yu, Keming
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 309-320
Persistent link: https://www.econbiz.de/10014448153
Saved in:
2
Estimating density ratio of marginals to joint : applications to causal inference
Matsushita, Yukitoshi
;
Otsu, Taisuke
;
Takahata, Keisuke
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 467-481
Persistent link: https://www.econbiz.de/10014448247
Saved in:
3
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
4
The incidental parameters problem in testing for remaining cross-section correlation
Juodis, Artūras
;
Reese, Simon
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1191-1203
Persistent link: https://www.econbiz.de/10013539484
Saved in:
5
Local polynomial order in regression discontinuity designs
Pei, Zhuan
;
Lee, David S.
;
Card, David E.
;
Weber, Andrea
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1259-1267
Persistent link: https://www.econbiz.de/10013539508
Saved in:
6
Local composite quantile regression for regression discontinuity
Huang, Xiao
;
Zhan, Zhaoguo
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1863-1875
Persistent link: https://www.econbiz.de/10013540525
Saved in:
7
Identification of time-varying factor models
Cheung, Ying Lun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 76-94
Persistent link: https://www.econbiz.de/10014449828
Saved in:
8
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
9
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 907-919
Persistent link: https://www.econbiz.de/10012653202
Saved in:
10
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
11
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:
12
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:
13
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
14
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:
15
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:
16
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
17
Probabilistic prediction for binary treatment choice : with focus on personalized medicine
Manski, Charles F.
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 647-663
Persistent link: https://www.econbiz.de/10014434356
Saved in:
18
Estimation and inference of treatment effects with L2-boosting in high-dimensional settings
Kueck, Jannis
;
Luo, Ye
;
Spindler, Martin
;
Wang, Zigan
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 714-731
Persistent link: https://www.econbiz.de/10014434364
Saved in:
19
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:
20
Multi-dimensional latent group structures with heterogeneous distributions
Leng, Xuan
;
Chen, Heng
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014340642
Saved in:
21
Estimation of panel group structure models with structural breaks in group memberships and coefficients
Lumsdaine, Robin L.
;
Okui, Ryo
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10014340925
Saved in:
22
Shrinkage estimation of network spillovers with factor structured errors
Higgins, Ayden
;
Martellosio, Federico
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 66-87
Persistent link: https://www.econbiz.de/10014340929
Saved in:
23
Treatment effects in interactive fixed effects models with a small number of time periods
Callaway, Brantly
;
Karami, Sonia
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 184-208
Persistent link: https://www.econbiz.de/10014340983
Saved in:
24
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
25
Composite likelihood estimation of an autoregressive panel ordered probit model with random effects
Tuzcuoglu, Kerem
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 593-607
Persistent link: https://www.econbiz.de/10014448376
Saved in:
26
Estimation of leverage effect : kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
27
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
28
Optimal model averaging of mixed-data kernel-weighted spline regressions
Racine, Jeffrey
;
Li, Qi
;
Yu, Dalei
;
Zheng, Li
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1251-1261
Persistent link: https://www.econbiz.de/10014448627
Saved in:
29
From conditional quantile regression to marginal quantile estimation with applications to missing data and causal inference
Ma, Huijuan
;
Qin, Jing
;
Zhou, Yong
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1377-1390
Persistent link: https://www.econbiz.de/10014448657
Saved in:
30
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
31
Inference in sparsity-induced weak factor models
Uematsu, Yoshimasa
;
Yamagata, Takashi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 126-139
Persistent link: https://www.econbiz.de/10013540652
Saved in:
32
Survey response behavior as a proxy for unobserved ability : theory and evidence
New, Sonja C. de
;
Schurer, Stefanie
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 197-212
Persistent link: https://www.econbiz.de/10013540665
Saved in:
33
Estimation of sparsity-induced weak factor models
Uematsu, Yoshimasa
;
Yamagata, Takashi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 213-227
Persistent link: https://www.econbiz.de/10013540797
Saved in:
34
Factor and factor loading augmented estimators for panel regression with possibly nonstrong factors
Beyhum, Jad
;
Gautier, Eric
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 270-281
Persistent link: https://www.econbiz.de/10013540841
Saved in:
35
How to go viral : a COVID-19 model with endogenously time-varying parameters
Ho, Paul
;
Lubik, Thomas A.
;
Matthes, Christian
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 70-86
Persistent link: https://www.econbiz.de/10013472838
Saved in:
36
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
37
A nonparametric nonclassical measurement error approach to estimating intergenerational mobility elasticities
An, Yonghong
;
Wang, Le
;
Xiao, Ruli
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 169-185
Persistent link: https://www.econbiz.de/10012804096
Saved in:
38
Counterfactual treatment effects : estimation and inference
Hsu, Yu-Chin
;
Lai, Tsung-Chih
;
Lieli, Robert P.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 240-255
Persistent link: https://www.econbiz.de/10012804104
Saved in:
39
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
40
Testing for the presence of jump components in jump diffusion models
Wang, Bin
;
Zheng, Xu
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10013464085
Saved in:
41
A factor-based estimation of integrated covariance matrix with noisy high-frequency data
Sun, Yucheng
;
Xu, Wen
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 770-784
Persistent link: https://www.econbiz.de/10013534498
Saved in:
42
The effect of dependence on European market risk : a nonparametric time varying approach
Ascorbebeitia, Jone
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 913-923
Persistent link: https://www.econbiz.de/10013534579
Saved in:
43
Estimation of impulse response functions when shocks are observed at a higher frequency than outcome variables
Chudik, Alexander
;
Georgiadis, Georgios
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 965-979
Persistent link: https://www.econbiz.de/10013539400
Saved in:
44
Direct semi-parametric estimation of the state price density implied in option prices
Frasso, Gianluca
;
Eilers, Paul H. C.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1179-1190
Persistent link: https://www.econbiz.de/10013539477
Saved in:
45
Scalable Bayesian estimation in the multinomial probit model
Loiza-Maya, Ruben
;
Nibbering, Didier
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1678-1690
Persistent link: https://www.econbiz.de/10013540448
Saved in:
46
A note on distributed quantile regression by pilot sampling and one-step updating
Pan, Rui
;
Ren, Tunan
;
Guo, Baishan
;
Li, Feng
;
Li, Guodong
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1691-1700
Persistent link: https://www.econbiz.de/10013540454
Saved in:
47
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1784-1802
Persistent link: https://www.econbiz.de/10013540515
Saved in:
48
Censored quantile regression survival models with a cure proportion
Narisetty, Naveen
;
Koenker, Roger
- In:
Journal of econometrics
226
(
2022
)
1
,
pp. 192-203
Persistent link: https://www.econbiz.de/10013440549
Saved in:
49
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:
50
Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence
Cai, Zongwu
;
Fang, Ying
;
Xu, Qiuhua
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 114-133
Persistent link: https://www.econbiz.de/10013441628
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->