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isPartOf:"Discussion paper / Centre for Economic Policy Research"
subject:"United Kingdom"
~isPartOf:"Discussion paper / Tinbergen Institute"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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United Kingdom
USA
Estimation theory
375
Schätztheorie
375
Theorie
105
Theory
105
Time series analysis
105
Zeitreihenanalyse
105
Estimation
57
Schätzung
57
Regression analysis
33
Regressionsanalyse
33
Nichtparametrisches Verfahren
31
Nonparametric statistics
31
Volatility
29
Volatilität
29
Maximum likelihood estimation
27
Maximum-Likelihood-Schätzung
27
Forecasting model
25
Prognoseverfahren
25
Statistical distribution
20
Statistische Verteilung
20
ARCH model
19
ARCH-Modell
19
Probability theory
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Stochastic process
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Stochastischer Prozess
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Panel study
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Sampling
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Statistical test
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Statistischer Test
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United States
17
Autocorrelation
15
Autokorrelation
15
Bias
15
Monte Carlo simulation
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Graue Literatur
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English
20
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Marcellino, Massimiliano
2
Sluis, Pieter J. van der
2
Adrian, Tobias
1
Bams, Dennis
1
Barnichon, Régis
1
Beyer, Robert
1
Brownlees, Christian
1
Cavicchioli, Maddalena
1
Crawford, Gregory S.
1
Creedy, John
1
Crump, Richard K.
1
Dannenburg, Dennis Ramon
1
Darvas, Zsolt M.
1
Dijk, Dick van
1
Dijk, Herman K. van
1
Diks, Cees G. H.
1
Forni, Mario
1
Ghysels, Eric
1
Griffith, Rachel
1
Guérin, Pierre
1
Gürkaynak, Refet S.
1
Iaria, Alessandro
1
Jacobsen, Ben
1
Jordà, Òscar
1
Kleibergen, Frank
1
Knüppel, Malte
1
Koopman, Siem Jan
1
Kısacıkoğlu, Burçin
1
Lippi, Marco
1
Lye, Jenny
1
Manresa, Elena
1
Martin, Vance L.
1
Meenagh, David
1
Minford, Patrick
1
Mönch, Emanuel
1
Panchenko, Valentyn
1
Peñaranda, Francisco
1
Redding, Stephen
1
Schotman, Peter C.
1
Sentana, Enrique
1
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Discussion paper / Centre for Economic Policy Research
Discussion paper / Tinbergen Institute
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
The review of economics and statistics
44
Journal of econometrics
39
Working paper / National Bureau of Economic Research, Inc.
36
Journal of applied econometrics
32
Economics letters
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Oxford bulletin of economics and statistics
20
American journal of agricultural economics
19
The journal of futures markets
17
Journal of financial and quantitative analysis : JFQA
16
Applied economics
15
NBER working paper series
15
The review of financial studies
15
Discussion paper series / IZA
14
The journal of finance : the journal of the American Finance Association
14
CEMMAP working papers / Centre for Microdata Methods and Practice
12
Discussion paper
12
Journal of macroeconomics
12
International journal of forecasting
11
Journal of money, credit and banking : JMCB
11
Technical working paper / National Bureau of Economic Research
11
CREATES research paper
10
Journal of banking & finance
10
Applied economics letters
9
Discussion paper / A
9
International economic review
9
Journal of forecasting
9
The review of economic studies
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
International economic journal
8
Journal of monetary economics
8
Journal of policy modeling : JPMOD ; a social science forum of world issues
8
NBER Working Paper
8
Working paper
8
Econometric reviews
7
Econometric theory
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
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ECONIS (ZBW)
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1
Missing events in event studies : identifying the effects of partially-measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
-
2018
Persistent link: https://www.econbiz.de/10011981002
Saved in:
2
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011708502
Saved in:
3
Instability, imprecision and inconsistent use of equilibrium real interest rate estimates
Beyer, Robert
;
Wieland, Volker
-
2017
Persistent link: https://www.econbiz.de/10011654990
Saved in:
4
Eigenvalue ratio estimators for the number of common factors
Cavicchioli, Maddalena
;
Forni, Mario
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011544556
Saved in:
5
A unified approach to estimating demand and welfare
Redding, Stephen
;
Weinstein, David E.
-
2016
Persistent link: https://www.econbiz.de/10011524468
Saved in:
6
Impulse response estimation by smooth local projections
Barnichon, Régis
;
Brownlees, Christian
-
2016
Persistent link: https://www.econbiz.de/10011606743
Saved in:
7
Demand estimation with unobserved choice set heterogeneity
Crawford, Gregory S.
;
Griffith, Rachel
;
Iaria, Alessandro
-
2016
Persistent link: https://www.econbiz.de/10011606800
Saved in:
8
Regression based estimation of dynamic asset pricing models
Adrian, Tobias
;
Crump, Richard K.
;
Mönch, Emanuel
-
2015
Persistent link: https://www.econbiz.de/10010509481
Saved in:
9
Partial likelihood-based scoring rules for evaluating density forecasts in tails
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Dijk, Dick van
-
2008
Persistent link: https://www.econbiz.de/10003739119
Saved in:
10
Regime switches in the risk-return trade-off
Ghysels, Eric
;
Guérin, Pierre
;
Marcellino, Massimiliano
-
2013
Persistent link: https://www.econbiz.de/10010206904
Saved in:
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