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subject:"Risiko"
subject:"Schätztheorie"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Risiko
Schätztheorie
Theorie
854
Theory
854
Time series analysis
235
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235
Estimation theory
198
USA
188
United States
188
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164
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164
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Franses, Philip Hans
3
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2
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2
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Aastveit, Knut Are
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Economics letters
545
Journal of econometrics
390
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
291
Econometric theory
284
Working paper / National Bureau of Economic Research, Inc.
265
Insurance / Mathematics & economics
253
European journal of operational research : EJOR
234
NBER working paper series
205
NBER Working Paper
175
CESifo working papers
161
Série des documents de travail / Centre de Recherche en Économie et Statistique
160
Journal of applied econometrics
148
Journal of economic dynamics & control
145
Journal of quantitative economics : official journal of the Indian Econometric Society
142
The review of economics and statistics
141
Journal of economic theory
140
Discussion paper / Centre for Economic Policy Research
137
Discussion paper / Tinbergen Institute
135
Econometric reviews
135
Journal of risk and uncertainty : JRU
127
American journal of agricultural economics
121
Journal of banking & finance
111
Management science : journal of the Institute for Operations Research and the Management Sciences
110
Discussion paper / Center for Economic Research, Tilburg University
109
International economic review
105
Oxford bulletin of economics and statistics
104
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104
Discussion paper series / IZA
101
The review of economic studies
96
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95
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93
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91
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
88
Risks : open access journal
88
Journal of monetary economics
87
Journal of economic behavior & organization : JEBO
84
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83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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ECONIS (ZBW)
207
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1
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
2
Risk analysis via generalized pareto distributions
He, Yi
;
Peng, Liang
;
Zhang, Dabao
;
Zhao, Zifeng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 852-867
Persistent link: https://www.econbiz.de/10013534572
Saved in:
3
News-driven uncertainty fluctuations
Song, Dongho
;
Tang, Jenny
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 968-982
Persistent link: https://www.econbiz.de/10014448482
Saved in:
4
Conditional extremes in asymmetric financial markets
Nolde, Natalia
;
Zhang, Jinyuan
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 201-213
Persistent link: https://www.econbiz.de/10012179547
Saved in:
5
Real-time macroeconomic forecasting with a heteroscedastic inversion copula
Loiza-Maya, Ruben
;
Smith, Michael S.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 470-486
Persistent link: https://www.econbiz.de/10012262488
Saved in:
6
Understanding the risk-return relation : the aggregate wealth proxy actually matters
Cederburg, Scott
;
O'Doherty, Michael
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 721-735
Persistent link: https://www.econbiz.de/10012179374
Saved in:
7
Restrictions on risk prices in dynamic term structure models
Bauer, Michael D.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 196-211
Persistent link: https://www.econbiz.de/10011894602
Saved in:
8
Uniform inference in predictive regression models
Chen, Willa W.
;
Deo, Rohit S.
;
Yi, Yanping
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 525-533
Persistent link: https://www.econbiz.de/10010337853
Saved in:
9
Nonparametric estimation of labor supply and demand factors
Okumura, Tsunao
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 174-185
Persistent link: https://www.econbiz.de/10009159090
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10
Inference in nearly nonstationary SVAR models with long-run identifying restrictions
Gospodinov, Nikolaj
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10003992783
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11
Instrumental variables estimation with flexible distributions
Hansen, Christian Bailey
;
McDonald, James B.
;
Newey, …
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 13-25
Persistent link: https://www.econbiz.de/10003992787
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12
Sequential causal models for the evaluation of labor market programs
Lechner, Michael
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
1
,
pp. 71-83
Persistent link: https://www.econbiz.de/10003805428
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13
Information in the revision process of real-time datasets
Corradi, Valentina
;
Fernández, Andrés
;
Swanson, Norman R.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
4
,
pp. 455-467
Persistent link: https://www.econbiz.de/10003913382
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14
Forecasting with judgment
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
4
,
pp. 553-563
Persistent link: https://www.econbiz.de/10003913446
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15
On the specification of propensity scores, with applications to the analysis of trade policies
Millimet, Daniel L.
;
Tchernis, Rusty
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
3
,
pp. 397-415
Persistent link: https://www.econbiz.de/10003893885
Saved in:
16
Estimation with many instrumental variables
Hansen, Christian Bailey
;
Hausman, Jerry A.
;
Newey, …
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
4
,
pp. 398-422
Persistent link: https://www.econbiz.de/10003772265
Saved in:
17
Nonparametric estimation of conditional CDF and quantile functions with mixed categorical and continuous data
Li, Qi
;
Racine, Jeffrey
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
4
,
pp. 423-434
Persistent link: https://www.econbiz.de/10003772273
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18
Dynamic treatment assignment : the consequences for evaluations using observational data
Fredriksson, Peter
;
Johansson, Per-Olov
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
4
,
pp. 435-445
Persistent link: https://www.econbiz.de/10003772281
Saved in:
19
Semiparametric analysis with grouped dependent variables and application to physicians' provision of charity care
Das, Mitali
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
4
,
pp. 446-459
Persistent link: https://www.econbiz.de/10003772282
Saved in:
20
The sensitivity of productivity estimates : revisiting three important debates
Van Biesebroeck, Johannes
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
3
,
pp. 311-328
Persistent link: https://www.econbiz.de/10003754175
Saved in:
21
A new class of multivariate skew densities, with application to generalized autoregressive conditionalheteroscedasticity models
Bauwens, Luc
;
Laurent, Sébastien
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
3
,
pp. 346-354
Persistent link: https://www.econbiz.de/10003013029
Saved in:
22
Semiparametric duration models
Drost, Feike C.
;
Werker, Bas J. M.
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
1
,
pp. 40-50
Persistent link: https://www.econbiz.de/10001891415
Saved in:
23
CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Saved in:
24
Efficient estimation of semiparametric equivalence scales with evidence from South Africa
Yatchew, Adonis John
;
Sun, Yiguo
;
Deri Armstrong, Catherine
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
2
,
pp. 247-257
Persistent link: https://www.econbiz.de/10001757471
Saved in:
25
Imposing and testing curvature conditions on a box-cox cost function
Koebel, Bertrand M.
;
Falk, Martin
;
Laisney, François
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
2
,
pp. 319-335
Persistent link: https://www.econbiz.de/10001757499
Saved in:
26
Testing the normality assumption in the sample selection model with an application to travel demand
Klaauw, Bas van der
;
Koning, Ruud Hans
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 31-42
Persistent link: https://www.econbiz.de/10001728814
Saved in:
27
Indirect inference, nuisance parameter, and threshold moving average models
Guay, Alain
;
Scaillet, Olivier
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 122-132
Persistent link: https://www.econbiz.de/10001728845
Saved in:
28
Iterative and recursive estimation in structural nonadaptive models
Pastorello, Sergio
;
Patilea, Valentin
;
Renault, Eric
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 449-482
Persistent link: https://www.econbiz.de/10001807000
Saved in:
29
Regime switching in interest rates
Ang, Andrew
;
Bekaert, Geert
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 163-182
Persistent link: https://www.econbiz.de/10001660371
Saved in:
30
Rolling-sample volatility estimators : some new theoretical, simulation, and empirical results
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001695282
Saved in:
31
Binary choice with binary endogenous regressors in panel data: estimating the effect of fertility on female labor participation
Carrasco, Raquel
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
4
,
pp. 385-394
Persistent link: https://www.econbiz.de/10001646211
Saved in:
32
Structural estimates of the US sacrifice ratio
Cecchetti, Stephen G.
;
Rich, Robert W.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
4
,
pp. 416-427
Persistent link: https://www.econbiz.de/10001646355
Saved in:
33
Testing target-zone models using efficient method of moments
Chung, Chae-shick
;
Tauchen, George Eugene
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 255-269
Persistent link: https://www.econbiz.de/10001603242
Saved in:
34
To aggregate, pool, or neither : testing the rational-expectations hypothesis using survey data
Bonham, Carl Stanley
;
Cohen, Richard H.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 278-291
Persistent link: https://www.econbiz.de/10001603245
Saved in:
35
Bayesian analysis on Engel curves estimation with measurement errors and an instrumental variable
Hasegawa, Hikaru
;
Kozumi, Hideo
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 292-298
Persistent link: https://www.econbiz.de/10001603247
Saved in:
36
A formalization of seasonal encompassing with an application to a German macromodel
Beyer, Andreas
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 315-323
Persistent link: https://www.econbiz.de/10001603251
Saved in:
37
The use of Butterworth filters for trend and cycle estimation in economic time series
Gómez, Víctor
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 365-373
Persistent link: https://www.econbiz.de/10001603260
Saved in:
38
Estimation with response error and nonresponse : food-stamp participation in the SIPP
Bollinger, Christopher R.
;
David, Martin Heidenhain
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 129-141
Persistent link: https://www.econbiz.de/10001568812
Saved in:
39
MCMC analysis of diffusion models with appliction to finance
Eraker, Bjørn
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 177-191
Persistent link: https://www.econbiz.de/10001568816
Saved in:
40
Tail-index estimates in small samples
Huisman, Ronald
(
contributor
)
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 208-216
Persistent link: https://www.econbiz.de/10001568818
Saved in:
41
Specification analysis in equations with stochastic regressors
Magdalinos, Michael A.
;
Kandilorou, Helen
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 226-232
Persistent link: https://www.econbiz.de/10001568820
Saved in:
42
Estimating Coke's and Pepsi's price and advertising strategies
Golan, Amos
;
Karp, Larry S.
;
Perloff, Jeffrey M.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
4
,
pp. 398-409
Persistent link: https://www.econbiz.de/10001521485
Saved in:
43
Tests for forecast encompassing when forecasts depend on estimated regression parameters
West, Kenneth D.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
1
,
pp. 29-33
Persistent link: https://www.econbiz.de/10001543433
Saved in:
44
Influence diagnostics and estimation algorithms for Powell's SCLS
Silva, João Santos
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
1
,
pp. 55-62
Persistent link: https://www.econbiz.de/10001543446
Saved in:
45
Semiparametric ARCH models : an estimating function approach
Li, David
;
Turtle, H. J.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 174-186
Persistent link: https://www.econbiz.de/10001469578
Saved in:
46
A note on optimal estimation from a risk-management perspective under possibly misspecified tail behavior
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 31-39
Persistent link: https://www.econbiz.de/10001441592
Saved in:
47
Estimating restricted cointegrating vectors
Elliott, Graham
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 91-99
Persistent link: https://www.econbiz.de/10001441611
Saved in:
48
Confidence intervals for univariate impulse responses with a near unit root
Wright, Jonathan H.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
3
,
pp. 368-373
Persistent link: https://www.econbiz.de/10001493869
Saved in:
49
A new test for ARCH effects and its finite-sample performance
Hong, Yongmiao
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
1
,
pp. 91-108
Persistent link: https://www.econbiz.de/10001253384
Saved in:
50
Symmetrically normalized instrumental-variable estimation using panel data
Alonso-Borrego, César
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
1
,
pp. 36-49
Persistent link: https://www.econbiz.de/10001253390
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