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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Metrika : international journal for theoretical and applied statistics"
~subject:"ARMA-Modell"
~subject:"Stochastic process"
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Search: subject_exact:"Theory"
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Schätztheorie
ARMA-Modell
Stochastic process
Theorie
1,700
Theory
1,700
Estimation theory
425
Time series analysis
327
Zeitreihenanalyse
327
Estimation
166
Schätzung
166
Nichtparametrisches Verfahren
142
Nonparametric statistics
142
Statistical test
133
Statistischer Test
133
Forecasting model
129
Prognoseverfahren
129
Volatility
125
Volatilität
125
Regression analysis
124
Regressionsanalyse
124
Stochastischer Prozess
104
USA
94
United States
94
Panel
91
Panel study
91
Bayes-Statistik
88
Bayesian inference
88
Statistical distribution
84
Statistische Verteilung
84
Ökonometrie
84
Econometrics
82
Method of moments
81
Momentenmethode
81
Monte Carlo simulation
75
Monte-Carlo-Simulation
75
Cointegration
72
Kointegration
72
Markov chain
71
Markov-Kette
71
Bootstrap approach
68
Bootstrap-Verfahren
68
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540
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3
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540
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540
Collection of articles of several authors
8
Sammelwerk
8
Conference proceedings
3
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3
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English
543
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Phillips, Peter C. B.
13
Chib, Siddhartha
7
Gouriéroux, Christian
7
Kohn, Robert
6
Lee, Lung-fei
6
Li, Qi
6
Yu, Jun
6
Gonzalo, Jesús
5
Granger, C. W. J.
5
Baltagi, Badi H.
4
Chen, Songnian
4
Diebold, Francis X.
4
Franses, Philip Hans
4
Hsiao, Cheng
4
King, Maxwell L.
4
Koop, Gary
4
Linton, Oliver
4
McAleer, Michael
4
Paap, Richard
4
Schmidt, Peter
4
Srivastava, Virendra K.
4
Steel, Mark F. J.
4
Swanson, Norman R.
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Boswijk, Herman Peter
3
Chan, Joshua
3
Donald, Stephen G.
3
Galbraith, John W.
3
Godfrey, L. G.
3
Golan, Amos
3
Greenberg, Edward S.
3
Haldrup, Niels
3
Hausman, Jerry A.
3
Horowitz, Joel
3
Lütkepohl, Helmut
3
Magnus, Jan R.
3
Mukhopadhyay, Nitis
3
Newey, Whitney K.
3
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Journal of econometrics
Metrika : international journal for theoretical and applied statistics
Economics letters
445
European journal of operational research : EJOR
444
Econometric theory
337
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
268
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
257
Econometric reviews
191
Série des documents de travail / Centre de Recherche en Économie et Statistique
184
Insurance / Mathematics & economics
154
Discussion paper / Tinbergen Institute
150
Journal of applied econometrics
147
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Journal of quantitative economics : official journal of the Indian Econometric Society
140
Finance and stochastics
133
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
131
The review of economics and statistics
130
International journal of production research
128
Working paper / National Bureau of Economic Research, Inc.
124
International journal of theoretical and applied finance
122
Operations research
115
Journal of economic dynamics & control
109
Discussion paper / Center for Economic Research, Tilburg University
107
Operations research letters
104
Oxford bulletin of economics and statistics
103
Mathematical finance : an international journal of mathematics, statistics and financial theory
88
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
88
CORE discussion paper : DP
87
Statistical papers
83
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
79
Mathematics of operations research
79
Journal of forecasting
77
International journal of production economics
76
SFB 649 discussion paper
75
Working paper series
72
Working paper
68
Applied economics
66
Cowles Foundation discussion paper
65
International economic review
65
The review of economic studies
64
Risks : open access journal
63
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ECONIS (ZBW)
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543
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1
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
2
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
3
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
4
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
5
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:
6
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
7
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:
8
Spatial econometrics for misaligned data
Pouliot, Guillaume Allaire
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 168-190
Persistent link: https://www.econbiz.de/10013472883
Saved in:
9
Fast and accurate variational inference for models with many latent variables
Loiza-Maya, Ruben
;
Smith, Michael S.
;
Nott, David J.
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 339-362
Persistent link: https://www.econbiz.de/10013463884
Saved in:
10
Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
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