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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of econometrics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Estimation theory
Schätztheorie
1,785
Theorie
411
Theory
411
Time series analysis
367
Zeitreihenanalyse
367
Nichtparametrisches Verfahren
322
Nonparametric statistics
322
Regression analysis
296
Regressionsanalyse
296
Estimation
260
Schätzung
256
Panel
172
Panel study
172
Statistical test
158
Statistischer Test
158
Forecasting model
153
Prognoseverfahren
153
Volatility
130
Volatilität
130
Method of moments
107
Momentenmethode
106
Maximum likelihood estimation
86
Maximum-Likelihood-Schätzung
86
Induktive Statistik
85
Statistical inference
85
Autocorrelation
80
Autokorrelation
80
Bootstrap approach
75
Bootstrap-Verfahren
75
Instrumental variables
74
Cointegration
73
Kointegration
72
Stochastic process
69
Stochastischer Prozess
69
Statistical distribution
67
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67
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65
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24
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1,772
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13
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Aufsatz in Zeitschrift
Article in journal
1,785
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236
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Phillips, Peter C. B.
32
Lee, Lung-fei
21
Linton, Oliver
21
Chen, Songnian
19
Su, Liangjun
18
Li, Qi
17
Robinson, Peter M.
17
Cai, Zongwu
13
Chen, Xiaohong
13
Gao, Jiti
13
Baltagi, Badi H.
12
Fan, Yanqin
12
Taylor, Robert
12
Andrews, Donald W. K.
11
Gouriéroux, Christian
11
Hsiao, Cheng
11
Park, Joon Y.
11
Sun, Yixiao
11
White, Halbert
11
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Francq, Christian
10
Hong, Han
10
Leybourne, Stephen James
10
Newey, Whitney K.
10
Schmidt, Peter
10
Todorov, Viktor
10
Aït-Sahalia, Yacine
9
Bai, Jushan
9
Horowitz, Joel
9
Kristensen, Dennis
9
Li, Degui
9
Pesaran, M. Hashem
9
Davis, Richard A.
8
Lewbel, Arthur
8
Li, Dong
8
Ng, Serena
8
Simar, Léopold
8
Tauchen, George Eugene
8
Xiao, Zhijie
8
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International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
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Journal of forecasting
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
Economics letters
961
Econometric theory
722
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
590
Econometric reviews
436
Journal of the American Statistical Association : JASA
324
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
312
The econometrics journal
268
Journal of applied econometrics
218
Applied economics letters
197
Oxford bulletin of economics and statistics
187
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
186
European journal of operational research : EJOR
177
Applied economics
169
Journal of quantitative economics : official journal of the Indian Econometric Society
166
International journal of forecasting
150
Econometrics : open access journal
146
The review of economics and statistics
145
Economic modelling
136
Quantitative economics : QE ; journal of the Econometric Society
127
Insurance / Mathematics & economics
117
Computational economics
107
Statistical papers
102
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
102
Statistics in transition : an international journal of the Polish Statistical Association
96
Journal of economic dynamics & control
88
The review of economic studies
86
American journal of agricultural economics
77
Journal of banking & finance
74
Journal of empirical finance
74
Journal of financial econometrics : official journal of the Society for Financial Econometrics
73
International economic review
70
Annales d'économie et de statistique
69
Metrika : international journal for theoretical and applied statistics
68
Finance research letters
62
Operations research
62
Journal of productivity analysis
61
Journal of risk and financial management : JRFM
60
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ECONIS (ZBW)
1,785
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1
Testing the correct specification of a system of spatial dependence models for stock returns
Kutzker, Tim
;
Wied, Dominik
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2083-2103
Persistent link: https://www.econbiz.de/10014520115
Saved in:
2
A joint impulse response function for vector autoregressive models
Wiesen, Thomas F. P.
;
Beaumont, Paul Michael
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
4
,
pp. 1553-1585
Persistent link: https://www.econbiz.de/10014519875
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3
Testing for correlation between the regressors and factor loadings in heterogeneous panels with interactive effects
Kapetanios, George
;
Serlenga, Laura
;
Shin, Yongcheol
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2611-2659
Persistent link: https://www.econbiz.de/10014329005
Saved in:
4
Hotelling tubes, confidence bands and conformal inference
Koenker, Roger
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2757-2769
Persistent link: https://www.econbiz.de/10014329010
Saved in:
5
Generalized kernel regularized least squares estimator with parametric error covariance
Dang, Justin
;
Ullah, Aman
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3059-3088
Persistent link: https://www.econbiz.de/10014329024
Saved in:
6
DS-HECK : double-lasso estimation of Heckman selection model
Hirukawa, Masayuki
;
Liu, Di
;
Murtazashvili, Irina
; …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 3167-3195
Persistent link: https://www.econbiz.de/10014329028
Saved in:
7
Residual-based cointegration and non-cointegration tests for cointegrating polynomial regressions
Wagner, Martin
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014329033
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8
When to use matching and weighting or regression in instrumental variable estimation? : evidence from college proximity and returns to college
Tübbicke, Stefan
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 2979-2999
Persistent link: https://www.econbiz.de/10014389008
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9
Kernel-based time-varying IV estimation : handle with care
Lucchetti, Riccardo
;
Valentini, Francesco
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
6
,
pp. 3001-3026
Persistent link: https://www.econbiz.de/10014389013
Saved in:
10
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
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