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isPartOf:"Annales d'économie et de statistique"
subject:"Estimation theory"
~isPartOf:"Journal of econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation theory
Schätzung
Theorie
2,389
Theory
2,389
Time series analysis
436
Zeitreihenanalyse
436
Schätztheorie
426
Estimation
278
Volatility
171
Volatilität
171
Nichtparametrisches Verfahren
160
Nonparametric statistics
160
Forecasting model
158
Prognoseverfahren
158
Statistical test
146
Statistischer Test
146
Stochastic process
130
Stochastischer Prozess
130
Regression analysis
129
Regressionsanalyse
129
USA
126
United States
126
Panel
114
Panel study
114
Bayes-Statistik
110
Bayesian inference
110
Markov chain
102
Markov-Kette
102
Monte Carlo simulation
97
Monte-Carlo-Simulation
97
Cointegration
96
Kointegration
96
Statistical distribution
95
Statistische Verteilung
95
Ökonometrie
95
Econometrics
94
ARCH model
86
ARCH-Modell
86
Nichtlineare Regression
85
Nonlinear regression
85
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Undetermined
154
Free
2
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Article
672
Book / Working Paper
2
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Article in journal
674
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
637
French
37
Author
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Gouriéroux, Christian
13
Phillips, Peter C. B.
9
Baltagi, Badi H.
8
Koop, Gary
8
Lee, Lung-fei
7
Li, Qi
7
Chib, Siddhartha
6
Ghysels, Eric
6
Steel, Mark F. J.
6
Aït-Sahalia, Yacine
5
Franses, Philip Hans
5
Kohn, Robert
5
Pesaran, M. Hashem
5
Abrevaya, Jason
4
Bertail, Patrice
4
Diebold, Francis X.
4
Gonzalo, Jesús
4
Granger, C. W. J.
4
Haldrup, Niels
4
King, Maxwell L.
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
Barnett, William A.
3
Bauwens, Luc
3
Bruneau, Catherine
3
Chen, Songnian
3
Donald, Stephen G.
3
Fabozzi, Frank J.
3
Fernández, Carmen
3
Frühwirth-Schnatter, Sylvia
3
Gallant, A. Ronald
3
Godfrey, L. G.
3
Golan, Amos
3
Greenberg, Edward S.
3
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Published in...
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Annales d'économie et de statistique
Journal of econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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
Journal of economic dynamics & control
156
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
The Canadian journal of economics
81
Statistical papers
80
Journal of money, credit and banking : JMCB
78
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ECONIS (ZBW)
674
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1
On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
Saved in:
2
Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration
Murasawa, Yasutomo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 387-415
Persistent link: https://www.econbiz.de/10013334834
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
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
9
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
10
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 758-776
Persistent link: https://www.econbiz.de/10014434367
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