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isPartOf:"Annales d'économie et de statistique"
subject:"Estimation theory"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation theory
Schätzung
Theorie
4,471
Theory
4,471
Schätztheorie
459
Time series analysis
407
Zeitreihenanalyse
407
Estimation
321
Monetary policy
294
Geldpolitik
293
Portfolio selection
201
Portfolio-Management
201
USA
201
United States
201
Volatility
197
Volatilität
197
Stochastic process
179
Stochastischer Prozess
179
Forecasting model
178
Prognoseverfahren
178
CAPM
164
Learning process
162
Lernprozess
162
Nichtparametrisches Verfahren
149
Nonparametric statistics
149
Rational expectations
141
Rationale Erwartung
141
Business cycle
139
Konjunktur
139
Risk
138
Risiko
137
Statistical test
136
Statistischer Test
136
Regression analysis
126
Regressionsanalyse
126
Overlapping Generations
124
Overlapping generations
124
Schock
122
Shock
122
Bayesian inference
120
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Online availability
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Undetermined
151
Type of publication
All
Article
747
Book / Working Paper
2
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
749
Collection of articles of several authors
7
Sammelwerk
7
Conference proceedings
3
Konferenzschrift
3
Conference paper
1
Konferenzbeitrag
1
Systematic review
1
Übersichtsarbeit
1
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Language
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English
712
French
37
Author
All
Gouriéroux, Christian
13
Phillips, Peter C. B.
9
Baltagi, Badi H.
8
Koop, Gary
7
Lee, Lung-fei
7
Li, Qi
7
Chib, Siddhartha
6
Ghysels, Eric
6
Lütkepohl, Helmut
6
Pesaran, M. Hashem
6
Steel, Mark F. J.
6
Aït-Sahalia, Yacine
5
Kohn, Robert
5
Abrevaya, Jason
4
Bertail, Patrice
4
Diebold, Francis X.
4
Gonzalo, Jesús
4
Granger, C. W. J.
4
Haldrup, Niels
4
Harvey, Andrew C.
4
Jondeau, Eric
4
King, Maxwell L.
4
Langot, François
4
Magnus, Jan R.
4
Newey, Whitney K.
4
Osiewalski, Jacek
4
Robert, Christian P.
4
Schmidt, Peter
4
Swanson, Norman R.
4
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Bauwens, Luc
3
Bruneau, Catherine
3
Chan, Joshua
3
Chen, Songnian
3
Donald, Stephen G.
3
Fernández, Carmen
3
Franses, Philip Hans
3
Frühwirth-Schnatter, Sylvia
3
Gallant, A. Ronald
3
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Published in...
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Annales d'économie et de statistique
Journal of econometrics
Journal of economic dynamics & control
Economics letters
575
Applied economics
356
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
324
Econometric theory
298
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
277
Journal of applied econometrics
260
The review of economics and statistics
211
Economic modelling
203
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
199
Econometric reviews
196
Applied economics letters
169
Journal of international money and finance
167
Oxford bulletin of economics and statistics
153
Journal of quantitative economics : official journal of the Indian Econometric Society
148
Journal of banking & finance
130
Journal of macroeconomics
129
International review of economics & finance : IREF
119
Journal of empirical finance
114
American journal of agricultural economics
113
Journal of forecasting
112
Journal of monetary economics
111
International journal of forecasting
106
Applied financial economics
101
The journal of finance : the journal of the American Finance Association
101
International economic review
97
The review of economic studies
95
European economic review : EER
94
Journal of financial economics
92
The economic journal : the journal of the Royal Economic Society
91
Journal of international economics
90
Macroeconomic dynamics
90
Journal of urban economics
88
The American economic review
85
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
81
The Canadian journal of economics
81
Statistical papers
80
Journal of money, credit and banking : JMCB
78
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ECONIS (ZBW)
749
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1
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749
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1
Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
Saved in:
2
The term structure of monetary policy uncertainty
Bundick, Brent
;
Herriford, Trenton
;
Smith, Andrew Lee
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532440
Saved in:
3
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
4
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
Saved in:
5
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
6
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
7
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
8
Interaction effects in the adjustment cost function of firms
Amundsen, Alexander
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014478154
Saved in:
9
Monetary policy and the term structure of inflation expectations with information frictions
McNeil, James
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478538
Saved in:
10
Commodity price shocks, labour market dynamics and monetary policy in small open economies
Naraidoo, Ruthira
;
Paez-Farrell, Juan
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014478610
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