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subject:"Exchange rate"
subject:"USA"
~isPartOf:"Journal of econometrics"
~subject:"Forecasting model"
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Search: subject_exact:"Estimation"
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Exchange rate
USA
Forecasting model
Estimation
466
Schätzung
461
Estimation theory
217
Schätztheorie
217
Theorie
166
Theory
166
Time series analysis
115
Zeitreihenanalyse
115
Nichtparametrisches Verfahren
106
Nonparametric statistics
106
Volatility
102
Volatilität
102
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94
Panel study
94
Regression analysis
81
Regressionsanalyse
81
Prognoseverfahren
63
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54
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54
Capital income
53
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53
Stochastic process
46
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46
Factor analysis
38
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Panel data
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34
Bayesian inference
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32
ARCH-Modell
32
Statistical test
32
Statistischer Test
32
Statistical distribution
29
Statistische Verteilung
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Markov chain
27
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118
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Koop, Gary
4
Andersen, Torben
3
Bollerslev, Tim
3
Fan, Jianqing
3
Kim, Donggyu
3
Andreou, Elena
2
Aruoba, S. Borağan
2
Aït-Sahalia, Yacine
2
Baltagi, Badi H.
2
Diebold, Francis X.
2
Fulop, Andras
2
Ghysels, Eric
2
Harvey, Andrew C.
2
Hong, Yongmiao
2
Inoue, Atsushi
2
Lee, Tae-hwy
2
McAleer, Michael
2
Mroz, Thomas A.
2
Park, Joon Y.
2
Patton, Andrew J.
2
Ryu, Hang-keun
2
Slottje, Daniel Jonathan
2
Steel, Mark F. J.
2
Todorov, Viktor
2
Tu, Yundong
2
Valkanov, Rossen I.
2
Zhou, Hao
2
Asai, Manabu
1
Ashenfelter, Orley
1
Ashmore, David
1
Atkinson, Scott Estes
1
Bakalli, Gaetan
1
Bandi, Federico M.
1
Barnett, William A.
1
Bates, David S.
1
Bekaert, Geert
1
Belzil, Christian
1
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1
Billio, Monica
1
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
1,535
Discussion paper / Centre for Economic Policy Research
438
Discussion paper series / IZA
430
Applied economics
373
NBER working paper series
237
CESifo working papers
221
Applied economics letters
218
Working paper
185
Finance and economics discussion series
184
Journal of international money and finance
177
The review of economics and statistics
173
NBER Working Paper
170
International journal of forecasting
163
Economic modelling
162
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
155
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
The American economic review
153
The journal of finance : the journal of the American Finance Association
148
Applied financial economics
141
International review of economics & finance : IREF
138
Finance research letters
136
Journal of banking & finance
131
Journal of applied econometrics
126
Economics letters
122
The North American journal of economics and finance : a journal of financial economics studies
116
Journal of forecasting
114
Energy economics
113
Journal of financial economics
107
The journal of futures markets
103
International review of financial analysis
101
Discussion paper
100
Journal of money, credit and banking : JMCB
95
The review of financial studies
95
Journal of empirical finance
94
Discussion paper / Tinbergen Institute
88
International journal of finance & economics : IJFE
86
Journal of financial and quantitative analysis : JFQA
86
Journal of international financial markets, institutions & money
85
Journal of macroeconomics
82
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ECONIS (ZBW)
118
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118
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1
Inference and forecasting for continuous-time integer-valued trawl processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014365470
Saved in:
2
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
3
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
4
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:
5
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
6
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
7
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
8
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
Saved in:
9
Probabilistic prediction for binary treatment choice : with focus on personalized medicine
Manski, Charles F.
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 647-663
Persistent link: https://www.econbiz.de/10014434356
Saved in:
10
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
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