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isPartOf:"Discussion paper"
subject:"Statistische Methodenlehre"
~isPartOf:"Econometric theory"
~isPartOf:"Jahrbücher für Nationalökonomie und Statistik"
~isPartOf:"Journal of econometrics"
~subject:"Forecasting model"
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Search: subject_exact:"Estimation theory"
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Statistische Methodenlehre
Forecasting model
Estimation theory
2,569
Schätztheorie
2,569
Theorie
705
Theory
705
Zeitreihenanalyse
493
Time series analysis
492
Nichtparametrisches Verfahren
427
Nonparametric statistics
427
Regression analysis
382
Regressionsanalyse
382
Estimation
275
Schätzung
272
Statistical test
205
Statistischer Test
205
Panel
189
Panel study
189
Volatility
133
Volatilität
133
Method of moments
127
Momentenmethode
126
Autocorrelation
110
Autokorrelation
110
Induktive Statistik
106
Statistical inference
106
Prognoseverfahren
95
Maximum likelihood estimation
94
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94
Instrumental variables
89
Cointegration
87
Statistical distribution
87
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87
Kointegration
86
ARCH model
85
ARCH-Modell
85
Bootstrap approach
84
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84
Stochastic process
79
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79
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78
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Lee, Ji Hyung
5
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4
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3
Cai, Zongwu
3
Corradi, Valentina
3
Demetrescu, Matei
3
Georgiev, Iliyan
3
Hansen, Bruce E.
3
Kim, Donggyu
3
McCracken, Michael W.
3
Ng, Serena
3
Rodrigues, Paulo M. M.
3
Strecker, Heinrich
3
Tu, Yundong
3
Zheng, John Xu
3
Anders, Ulrich
2
Clark, Todd E.
2
Fan, Jianqing
2
Fan, Rui
2
Fan, Yanqin
2
Ghysels, Eric
2
Guay, Alain
2
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2
Koopman, Siem Jan
2
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2
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2
Lu, Xun
2
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2
Manski, Charles F.
2
Mizon, Grayham E.
2
Phillips, Peter C. B.
2
Rossi, Barbara
2
Schmid, Timo
2
Sekhposyan, Tatevik
2
Su, Liangjun
2
Swanson, Norman R.
2
Tzavidis, Nikos
2
Varneskov, Rasmus Tangsgaard
2
Wang, Yazhen
2
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Discussion paper
Econometric theory
Jahrbücher für Nationalökonomie und Statistik
Journal of econometrics
International journal of forecasting
113
Journal of forecasting
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
49
Economics letters
48
Econometric reviews
37
Discussion paper / Tinbergen Institute
30
Working paper / Department of Econometrics and Business Statistics, Monash University
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Oxford bulletin of economics and statistics
16
Europäische Hochschulschriften / 5
15
Journal of quantitative economics : official journal of the Indian Econometric Society
15
Journal of the American Statistical Association : JASA
15
The econometrics journal
14
Insurance / Mathematics & economics
13
International economic review
13
NBER Working Paper
13
Working paper
13
Discussion paper / Center for Economic Research, Tilburg University
12
Journal of empirical finance
12
Technical working paper / National Bureau of Economic Research
12
CORE discussion paper : DP
11
Computational economics
11
European journal of operational research : EJOR
11
Finance research letters
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Working papers / Rutgers University, Department of Economics
11
Cowles Foundation discussion paper
10
Journal of applied econometrics
10
Journal of banking & finance
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
Working paper series
10
Working papers in economics and econometrics
10
Applied economics
9
CREATES research paper
9
Econometrics : open access journal
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
161
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1
Consistent specification testing under spatial dependence
Gupta, Abhimanyu
;
Qu, Xi
- In:
Econometric theory
40
(
2024
)
2
,
pp. 278-319
Persistent link: https://www.econbiz.de/10014485243
Saved in:
2
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:
3
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:
4
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
5
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
6
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
7
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:
8
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
9
A new robust inference for predictive quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 227-250
Persistent link: https://www.econbiz.de/10014364804
Saved in:
10
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
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