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subject:"Estimation theory"
isPartOf:"Journal of the Royal Statistical Society"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"Theorie"
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Estimation theory
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679
Estimation
142
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112
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104
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57
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Baltagi, Badi H.
11
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9
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8
Raj, Baldev
8
Gupta, Rangan
5
Kunst, Robert M.
5
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4
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4
Franses, Philip Hans
4
Hall, Peter
4
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4
Pirotte, Alain
4
Tran, Kien C.
4
Balcilar, Mehmet
3
Gil-Alaña, Luis A.
3
Krämer, Walter
3
Murasawa, Yasutomo
3
Nicol, Christopher J.
3
Proietti, Tommaso
3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
Das, Samarjit
2
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2
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2
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2
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2
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Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
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Universität Konstanz
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Journal of the Royal Statistical Society
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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6,481
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ECONIS (ZBW)
679
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1
Evaluation of economic forecasts for Austria
Fortin, Ines
;
Koch, Sebastian
;
Weyerstrass, Klaus
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 107-137
Persistent link: https://www.econbiz.de/10012216362
Saved in:
2
Forecasting with supervised factor models
Umbach, Simon Lineu
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 169-190
Persistent link: https://www.econbiz.de/10012216370
Saved in:
3
Does the price of crude oil help predict the conditional distribution of aggregate equity return?
Nonejad, Nima
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 313-349
Persistent link: https://www.econbiz.de/10012218998
Saved in:
4
Forecasting of recessions via dynamic probit for time series : replication and extension of Kauppi and Saikkonen (2008)
Park, Byeong U.
;
Simar, Léopold
;
Zelenyuk, Valentin
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
1
,
pp. 379-392
Persistent link: https://www.econbiz.de/10012219002
Saved in:
5
Economic volatility and sovereign yields' determinants : a time-varying approach
Afonso, António
;
Jalles, João Tovar
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 427-451
Persistent link: https://www.econbiz.de/10012219023
Saved in:
6
Intertemporal diversification of sub-sovereign debt
Knezevic, David
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 453-487
Persistent link: https://www.econbiz.de/10012219025
Saved in:
7
Searching for the finance-growth nexus in Libya
Cevik, Serhan
;
Rahmati, Mohammad
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 567-581
Persistent link: https://www.econbiz.de/10012219125
Saved in:
8
Measuring the neutral real interest rate in Brazil : a semi-structural open economy framework
Neto, Alberto Ronchi
;
Candido, Osvaldo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 651-667
Persistent link: https://www.econbiz.de/10012219146
Saved in:
9
A note on the maximum value of the Kakwani index
Mantovani, Daniela
;
Pellegrino, Simone
;
Vernizzi, Achille
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 869-874
Persistent link: https://www.econbiz.de/10012219164
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10
Aggregation biases in empirical Euler consumption equations : evidence from Spanish data
Cutanda Tarin, Antonio
;
Labeaga, José M.
;
Sanchis …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 957-977
Persistent link: https://www.econbiz.de/10012219465
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11
On the distribution of links in financial networks : structural heterogeneity and functional form
Lux, Thomas
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1019-1053
Persistent link: https://www.econbiz.de/10012219518
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12
Hysteresis losses in the Preisach framework
Werner, Laura
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1249-1278
Persistent link: https://www.econbiz.de/10012219556
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13
Why are Bayesian trend-cycle decompositions of US real GDP so different?
Kim, Jaeho
;
Chon, Sora
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1339-1354
Persistent link: https://www.econbiz.de/10012219585
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14
A review of Student's t distribution and its generalizations
Li, Rui
;
Nadarajah, Saralees
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1461-1490
Persistent link: https://www.econbiz.de/10012219612
Saved in:
15
Modeling US historical time-series prices and inflation using alternative long-memory approaches
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1491-1511
Persistent link: https://www.econbiz.de/10012219614
Saved in:
16
A marked point process model for intraday financial returns : modeling extreme risk
Herrera, Rodrigo
;
Clements, Adam
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1575-1601
Persistent link: https://www.econbiz.de/10012219662
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17
The dynamics among domestic saving, investment, and the current account balance in the USA : a long-run perspective
McFarlane, Adian A.
;
Jung, Young Cheol
;
Das, Anupam
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1659-1680
Persistent link: https://www.econbiz.de/10012219677
Saved in:
18
Does oil rents dependency reduce the quality of education?
Farzanegan, Mohammad Reza
;
Thum, Marcel
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1863-1911
Persistent link: https://www.econbiz.de/10012219720
Saved in:
19
Testing functional forms of the lifetime income process in the presence of factor loadings
Ostrovsky, Yuri
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012253112
Saved in:
20
Heterogeneous selection in the market for private supplemental dental insurance : evidence from Germany
Bauer, Jan M.
;
Schiller, Jörg
;
Schreckenberger, Christopher
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
1
,
pp. 205-231
Persistent link: https://www.econbiz.de/10012253190
Saved in:
21
Real-time US GDP gap properties using Hamilton’s regression-based filter
Jönsson, Kristian
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
1
,
pp. 307-314
Persistent link: https://www.econbiz.de/10012253213
Saved in:
22
Measuring public inflation perceptions and expectations in the UK
Murasawa, Yasutomo
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
1
,
pp. 315-344
Persistent link: https://www.econbiz.de/10012253216
Saved in:
23
Term structure and interest rate stabilization policies in the Greenspan era
Florio, Anna
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
1
,
pp. 345-355
Persistent link: https://www.econbiz.de/10012253218
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24
A rank approach for studying cross-currency bases and the covered interest rate parity
Gómez González, José Eduardo
;
Gomez-Malagon, Santiago
; …
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
1
,
pp. 357-369
Persistent link: https://www.econbiz.de/10012253219
Saved in:
25
Markov switching in exchange rate models : will more regimes help?
Stillwagon, Josh
;
Sullivan, Peter
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
1
,
pp. 413-436
Persistent link: https://www.econbiz.de/10012253229
Saved in:
26
Investor sentiment, investor crowded-trade behavior, and limited arbitrage in the cross section of stock returns
Zhou, Liyun
;
Yang, Chunpeng
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
1
,
pp. 437-460
Persistent link: https://www.econbiz.de/10012253231
Saved in:
27
Asymmetric pricing dynamics with market power : investigating island data of the retail gasoline market
Hong, Woo-Hyung
;
Lee, Daeyong
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
5
,
pp. 2181-2221
Persistent link: https://www.econbiz.de/10012254610
Saved in:
28
Inequality, redistribution, and growth : new evidence on the trade-off between equality and efficiency
Woo, Jaejoon
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
6
,
pp. 2667-2707
Persistent link: https://www.econbiz.de/10012256904
Saved in:
29
Why fully efficient banks matter? : a nonparametric stochastic frontier approach in the presence of fully efficient banks
Tran, Kien C.
;
Tsionas, Efthymios G.
;
Mamatzakis, …
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
6
,
pp. 2733-2760
Persistent link: https://www.econbiz.de/10012256954
Saved in:
30
The Moses effect : can central banks really guide foreign exchange markets?
Trivedi, Smita Roy
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
6
,
pp. 2837-2865
Persistent link: https://www.econbiz.de/10012257367
Saved in:
31
The Neo-Fisherian hypothesis : empirical implications and evidence?
Crowder, William J.
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
6
,
pp. 2867-2888
Persistent link: https://www.econbiz.de/10012257369
Saved in:
32
Monetary shocks and job flows : evidence from disaggregated data
Karaki, Mohamad B.
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
6
,
pp. 2911-2936
Persistent link: https://www.econbiz.de/10012257375
Saved in:
33
On real interest rate convergence among G7 countries
Riedel, Jana
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
2
,
pp. 599-626
Persistent link: https://www.econbiz.de/10012258791
Saved in:
34
Ownership, pricing, and productivity : the case of electric distribution cooperatives
Jang, Heesun
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
2
,
pp. 977-1001
Persistent link: https://www.econbiz.de/10012260615
Saved in:
35
On cointegration between the insurance market and economic activity
Petrova, Yana
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
3
,
pp. 1127-1138
Persistent link: https://www.econbiz.de/10012284900
Saved in:
36
Monetary policy and financial frictions in a small open-economy model for Uganda
Anguyo, Francis Leni
;
Gupta, Rangan
;
Kotzé, Kevin
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
3
,
pp. 1213-1241
Persistent link: https://www.econbiz.de/10012285343
Saved in:
37
The arbitrage-free generalized Nelson-Siegel term structure model : does a good in-sample fit imply better out-of-sample forecasts?
Ullah, Wali
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
3
,
pp. 1243-1284
Persistent link: https://www.econbiz.de/10012285551
Saved in:
38
Is it possible to accurately forecast the evolution of Brent crude oil prices? : an answer based on parametric and nonparametric forecasting methods
Álvarez-Díaz, Marcos
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
3
,
pp. 1285-1305
Persistent link: https://www.econbiz.de/10012285558
Saved in:
39
On the pricing of overnight market risk
Perras, Patrizia Julia
;
Wagner, Niklas F.
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
3
,
pp. 1307-1327
Persistent link: https://www.econbiz.de/10012285567
Saved in:
40
Economic growth and market segment choice in tourism-based economies
Giannoni, Sauveur
;
Hernández, Juan M.
;
Pérez …
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
3
,
pp. 1435-1452
Persistent link: https://www.econbiz.de/10012286442
Saved in:
41
Identification and decompositions in probit and logit models
Choe, Chung
;
Jung, Seeun
;
Oaxaca, Ronald L.
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
3
,
pp. 1479-1492
Persistent link: https://www.econbiz.de/10012286517
Saved in:
42
Prequential forecasting in the presence of structure breaks in natural gas spot markets
Duangnate, Kannika
;
Mjelde, James W.
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
5
,
pp. 2363-2384
Persistent link: https://www.econbiz.de/10012314345
Saved in:
43
Development of an efficient cluster-based portfolio optimization model under realistic market conditions
Massahi, Mahdi
;
Mahootchi, Masoud
;
Khamseh, Alireza Arshadi
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
5
,
pp. 2423-2442
Persistent link: https://www.econbiz.de/10012315071
Saved in:
44
A comment on interest rate pass-through : a non-normal approach
Oh, Dong-Yop
;
Lee, Hyejin
;
Boulware, Karl David
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
4
,
pp. 2017-2035
Persistent link: https://www.econbiz.de/10012305127
Saved in:
45
Asymmetric information in external versus internal promotions
Bossler, Mario
;
Grunau, Philipp
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 2977-2998
Persistent link: https://www.econbiz.de/10012504292
Saved in:
46
The unemployment effect of central bank transparency
Weber, Christoph Sebastian
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 2947-2975
Persistent link: https://www.econbiz.de/10012500890
Saved in:
47
Average labour productivity dynamics over the business cycle
Evans, Andrew E.
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
4
,
pp. 1833-1863
Persistent link: https://www.econbiz.de/10012302171
Saved in:
48
Market uncertainty, risk aversion, and macroeconomic expectations
Inekwe, John Nkwoma
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
4
,
pp. 1977-1995
Persistent link: https://www.econbiz.de/10012304343
Saved in:
49
Is Gibrat's "Economic Inequality" lognormal?
Akhundjanov, Sherzod B.
;
Akira Toda, Alexis
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
5
,
pp. 2071-2091
Persistent link: https://www.econbiz.de/10012309445
Saved in:
50
Measuring the strength of the theories of government size
Kourtellos, Andros
;
Lenkoski, Alex
;
Petrou, Kyriakos
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
5
,
pp. 2185-2222
Persistent link: https://www.econbiz.de/10012310039
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