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isPartOf:"Journal of econometrics"
subject:"Schätzung"
~isPartOf:"Journal of urban economics"
~subject:"United States"
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Schätzung
United States
Theorie
2,354
Theory
2,354
Estimation theory
381
Schätztheorie
381
Time series analysis
326
Zeitreihenanalyse
326
Estimation
252
USA
200
Nichtparametrisches Verfahren
141
Nonparametric statistics
141
Statistical test
130
Statistischer Test
130
Forecasting model
128
Prognoseverfahren
128
Volatility
126
Volatilität
126
Regression analysis
116
Regressionsanalyse
116
Stochastic process
108
Stochastischer Prozess
108
Panel
94
Panel study
94
Bayes-Statistik
88
Bayesian inference
88
Ökonometrie
86
Statistical distribution
85
Statistische Verteilung
85
Econometrics
84
Method of moments
81
Momentenmethode
81
Monte Carlo simulation
75
Monte-Carlo-Simulation
75
Wohnstandort
73
Cointegration
72
Kointegration
72
Residential location
72
Markov chain
71
Markov-Kette
71
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Article
388
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4
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Article in journal
389
Aufsatz in Zeitschrift
389
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3
Sammelwerk
3
Conference paper
1
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Konferenzschrift
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English
392
Author
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McMillen, Daniel P.
8
Koop, Gary
5
Rosenthal, Stuart S.
5
Aït-Sahalia, Yacine
4
Parry, Ian W. H.
4
Pesaran, M. Hashem
4
Steel, Mark F. J.
4
Coulson, N. Edward
3
Diebold, Francis X.
3
Frühwirth-Schnatter, Sylvia
3
Glaeser, Edward L.
3
Haurin, Donald R.
3
Heckman, James J.
3
McDonald, John F.
3
Ommeren, Jos van
3
Phillips, Peter C. B.
3
Sasaki, Yuya
3
Sirmans, Clemon F.
3
Timmermann, Allan
3
Todorov, Viktor
3
Anas, Alex
2
Andersen, Torben
2
Asai, Manabu
2
Atkinson, Scott Estes
2
Baltagi, Badi H.
2
Brueckner, Jan K.
2
Cannaday, Roger E.
2
Carlino, Gerald A.
2
Chen, Xiaohong
2
Chudik, Alexander
2
Cropper, Maureen L.
2
DeBartolome, Charles A. M.
2
DeFina, Robert H.
2
Dijk, Dick van
2
Engle, Robert F.
2
Fernandes, Marcelo
2
Fernández, Carmen
2
Formby, John P.
2
Franses, Philip Hans
2
Fulop, Andras
2
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National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
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Journal of econometrics
Journal of urban economics
Working paper / National Bureau of Economic Research, Inc.
1,629
Discussion paper / Centre for Economic Policy Research
595
NBER working paper series
528
NBER Working Paper
464
Applied economics
433
Discussion paper series / IZA
420
Working paper
386
European journal of operational research : EJOR
370
Economics letters
361
CESifo working papers
343
The American economic review
341
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
303
American journal of agricultural economics
285
The review of economics and statistics
268
Applied economics letters
253
Journal of monetary economics
249
Economic modelling
240
The review of financial studies
235
Journal of banking & finance
232
The journal of finance : the journal of the American Finance Association
230
Discussion paper
217
Computers & operations research : and their applications to problems of world concern ; an international journal
210
Journal of economic dynamics & control
207
Journal of international money and finance
206
Journal of macroeconomics
205
Journal of political economy
202
Journal of applied econometrics
198
Journal of money, credit and banking : JMCB
196
Europäische Hochschulschriften / 5
193
Finance and economics discussion series
193
Journal of financial economics
189
Southern economic journal
185
Discussion paper / Tinbergen Institute
181
The economic journal : the journal of the Royal Economic Society
180
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
157
Discussion papers / CEPR
154
European economic review : EER
154
IZA Discussion Paper
151
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ECONIS (ZBW)
392
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1
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392
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1
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
Saved in:
2
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
3
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:
4
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:
5
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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