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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Journal of applied econometrics"
~subject:"Mathematische Optimierung"
~type_genre:"Article in journal"
~type_genre:"Textbook"
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Estimation theory
Schätzung
Mathematische Optimierung
Theorie
562
Theory
562
Estimation
143
Schätztheorie
136
USA
92
United States
92
Time series analysis
89
Zeitreihenanalyse
89
Forecasting model
64
Prognoseverfahren
64
Volatility
34
Volatilität
34
Bayes-Statistik
30
Bayesian inference
30
Großbritannien
30
United Kingdom
30
VAR model
28
VAR-Modell
28
Statistical test
26
Statistischer Test
26
ARCH model
23
ARCH-Modell
23
Panel
22
Panel study
22
Welt
22
World
22
Cointegration
20
Kointegration
20
Regression analysis
20
Regressionsanalyse
20
Statistical distribution
20
Statistische Verteilung
20
Capital income
16
Exchange rate
16
Kapitaleinkommen
16
Microeconometrics
16
Mikroökonometrie
16
Private consumption
16
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Undetermined
26
Free
7
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Article
264
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Article in journal
Textbook
Aufsatz in Zeitschrift
264
Collection of articles of several authors
7
Sammelwerk
7
Conference proceedings
2
Konferenzschrift
2
Country report
1
Länderbericht
1
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Language
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English
264
Author
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Pesaran, M. Hashem
5
Clark, Todd E.
4
Hall, Stephen G.
3
Marcellino, Massimiliano
3
Pagan, Adrian R.
3
Palm, Franz C.
3
Phillips, Peter C. B.
3
Trivedi, Pravin K.
3
Baillie, Richard
2
Baltagi, Badi H.
2
Banerjee, Anindya
2
Bianchi, Marco
2
Blundell, Richard W.
2
Carriero, Andrea
2
Deb, Partha
2
Deschamps, Jean-Philippe
2
Fair, Ray C.
2
Fleissig, Adrian R.
2
Franses, Philip Hans
2
Hodgson, Douglas J.
2
Kapteyn, Arie
2
Kiefer, Nicholas Maximilian
2
Kilian, Lutz
2
Kodde, David A.
2
Koop, Gary
2
Kooreman, Peter
2
Lee, Myoung-jae
2
Lucas, André
2
MacKinnon, James G.
2
Martin, Gael M.
2
McAleer, Michael
2
Monfort, Alain
2
Nielsen, Morten Ørregaard
2
Osborn, Denise R.
2
Praag, Bernard M. S. van
2
Psaradakis, Zacharias G.
2
Rabemananjara, R.
2
Raj, Baldev
2
Robin, Jean-Marc
2
Rust, John
2
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Published in...
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Journal of applied econometrics
European journal of operational research : EJOR
1,827
Computers & operations research : and their applications to problems of world concern ; an international journal
1,054
Economics letters
603
Operations research letters
534
Journal of econometrics
521
International journal of production research
490
Applied economics
360
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
336
Mathematics of operations research
321
INFORMS journal on computing : JOC
314
Operations research
303
Econometric theory
299
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
297
Journal of economic dynamics & control
248
Economic modelling
226
The review of economics and statistics
215
Management science : journal of the Institute for Operations Research and the Management Sciences
206
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
201
Econometric reviews
198
International journal of production economics
187
Mathematical methods of operations research
186
Applied economics letters
181
Journal of international money and finance
174
Omega : the international journal of management science
173
Transportation research / E : an international journal
157
Journal of quantitative economics : official journal of the Indian Econometric Society
154
Oxford bulletin of economics and statistics
153
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
151
Journal of the Operational Research Society : OR
147
Journal of banking & finance
143
American journal of agricultural economics
136
Journal of macroeconomics
130
Journal of the Operational Research Society
127
Operational research : an international journal
127
Opsearch : journal of the Operational Research Society of India
127
International review of economics & finance : IREF
124
RAIRO / Operations research
123
Journal of forecasting
120
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
118
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ECONIS (ZBW)
264
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1
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
2
Workplace heterogeneity and wage inequality in Denmark
Morin, Annaïg
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 123-133
Persistent link: https://www.econbiz.de/10014287943
Saved in:
3
Inflation expectations and nonlinearities in the Phillips curve
Doser, Alexander
;
Nunes, Ricardo
;
Rao, Nikhil
; …
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 453-471
Persistent link: https://www.econbiz.de/10014288011
Saved in:
4
Identifying and interpreting the factors in factor models via sparsity : different approaches
Despois, Thomas
;
Doz, Catherine
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 533-555
Persistent link: https://www.econbiz.de/10014288017
Saved in:
5
Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
Saved in:
6
Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1356-1378
Persistent link: https://www.econbiz.de/10013473983
Saved in:
7
Identification of dynamic latent factor models of skill formation with translog production
Del Bono, Emilia
;
Kinsler, Josh
;
Pavan, Ronni
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1256-1265
Persistent link: https://www.econbiz.de/10013464674
Saved in:
8
Best linear and quadratic moments for spatial econometric models with an application to spatial interdependence patterns of employment growth in US counties
Jin, Fei
;
Lee, Lung-fei
;
Yang, Kai
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 640-658
Persistent link: https://www.econbiz.de/10014562842
Saved in:
9
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
10
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
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