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subject:"Estimation"
subject:"Schätzung"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~source:"econis"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
Schätzung
Zeitreihenanalyse
Theorie
167
Theory
167
Estimation theory
134
Schätztheorie
134
USA
100
United States
100
Time series analysis
97
Nichtparametrisches Verfahren
63
Nonparametric statistics
63
Volatility
62
Volatilität
62
Forecasting model
53
Prognoseverfahren
53
Capital income
47
Kapitaleinkommen
47
Regression analysis
43
Regressionsanalyse
43
Börsenkurs
32
Share price
32
Panel
28
Panel study
28
Bayes-Statistik
27
Bayesian inference
27
Stochastic process
25
Stochastischer Prozess
25
Causality analysis
24
Factor analysis
24
Kausalanalyse
24
VAR model
24
VAR-Modell
24
Faktorenanalyse
23
Statistical distribution
21
Statistische Verteilung
21
Correlation
19
Korrelation
19
ARCH model
18
ARCH-Modell
18
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Undetermined
160
Free
18
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Article
377
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Aufsatz in Zeitschrift
Article in journal
377
Reprint
1
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English
377
Author
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Su, Liangjun
6
Gao, Jiti
4
Pesaran, M. Hashem
4
Carrasco, Marine
3
Franses, Philip Hans
3
Gospodinov, Nikolaj
3
Hsu, Yu-Chin
3
Lan, Wei
3
Li, Qi
3
Lieli, Robert P.
3
Liesenfeld, Roman
3
Lucas, André
3
Ravazzolo, Francesco
3
Sentana, Enrique
3
Tauchen, George Eugene
3
Westerlund, Joakim
3
Bansal, Ravi
2
Berg, Gerard J. van den
2
Bollerslev, Tim
2
Boswijk, Herman Peter
2
Caner, Mehmet
2
Cavaliere, Giuseppe
2
Chan, Joshua
2
Cheung, Ying Lun
2
Delle Monache, Davide
2
Demetrescu, Matei
2
Einmahl, John H. J.
2
Enders, Walter
2
Ericsson, Neil R.
2
Escanciano, Juan Carlos
2
Galvão Júnior, Antônio Fialho
2
Gerlach, Richard H.
2
Haldrup, Niels
2
Harvey, Andrew C.
2
Hautsch, Nikolaus
2
Horváth, Lajos
2
Hoshino, Tadao
2
Huber, Florian
2
Huber, Martin
2
Härdle, Wolfgang
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Applied economics
1,750
Applied economics letters
1,171
Economic modelling
832
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
728
Economics letters
687
Energy economics
513
International review of economics & finance : IREF
496
Journal of econometrics
465
Journal of international money and finance
460
Finance research letters
447
Applied financial economics
442
Journal of banking & finance
434
Journal of applied econometrics
362
International review of financial analysis
337
The North American journal of economics and finance : a journal of financial economics studies
307
Labour economics : official journal of the European Association of Labour Economists
306
The American economic review
298
The empirical economics letters : a monthly international journal of economics
298
The review of economics and statistics
290
Journal of macroeconomics
279
European economic review : EER
262
International journal of economics and financial issues : IJEFI
259
International journal of finance & economics : IJFE
258
International journal of economics and finance
255
Economics of education review
254
Journal of empirical finance
254
Journal of international financial markets, institutions & money
250
Journal of economic dynamics & control
248
Journal of financial economics
248
Research in international business and finance
239
Journal of international economics
226
Journal of monetary economics
208
The journal of finance : the journal of the American Finance Association
201
Cogent economics & finance
200
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
200
The European journal of finance
198
Journal of economic behavior & organization : JEBO
197
Journal of money, credit and banking : JMCB
195
Journal of population economics
195
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ECONIS (ZBW)
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1
Dynamic network quantile regression model
Xu, Xiu
;
Wang, Weining
;
Shin, Yongcheol
;
Zheng, Chaowen
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 407-421
Persistent link: https://www.econbiz.de/10015053411
Saved in:
2
Estimating a continuous treatment model with spillovers : a control function approach
Hoshino, Tadao
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 591-602
Persistent link: https://www.econbiz.de/10015053430
Saved in:
3
A simple correction for misspecification in trend-cycle decompositions with an application to estimating r*
Morley, James C.
;
Trung Duc Tran
;
Wong, Benjamin
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 665-680
Persistent link: https://www.econbiz.de/10015053441
Saved in:
4
FNETS : factor-adjusted network estimation and forecasting for high-dimensional time series
Barigozzi, Matteo
;
Cho, Haeran
;
Owens, Dom
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 890-902
Persistent link: https://www.econbiz.de/10015053503
Saved in:
5
Modeling extreme events : time-varying extreme tail shape
D'Innocenzo, Enzo
;
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10015053506
Saved in:
6
Modeling and forecasting macroeconomic downside risk
Delle Monache, Davide
;
De Polis, Andrea
;
Petrella, Ivan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 1010-1025
Persistent link: https://www.econbiz.de/10015053528
Saved in:
7
Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
Saved in:
8
No-crossing single-index quantile regression curve estimation
Jiang, Rong
;
Yu, Keming
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 309-320
Persistent link: https://www.econbiz.de/10014448153
Saved in:
9
Estimating density ratio of marginals to joint : applications to causal inference
Matsushita, Yukitoshi
;
Otsu, Taisuke
;
Takahata, Keisuke
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 467-481
Persistent link: https://www.econbiz.de/10014448247
Saved in:
10
Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Karavias, Yiannis
;
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 653-666
Persistent link: https://www.econbiz.de/10014448426
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