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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~isPartOf:"CREATES research paper"
~isPartOf:"Cowles Foundation discussion paper"
~language:"eng"
~subject:"Forecasting model"
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Search: subject_exact:"Estimation theory"
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Monte-Carlo-Simulation
Panel study
Forecasting model
Estimation theory
352
Schätztheorie
352
Time series analysis
100
Zeitreihenanalyse
100
Theorie
55
Theory
55
Nichtparametrisches Verfahren
53
Nonparametric statistics
53
Regression analysis
52
Regressionsanalyse
52
Statistical test
43
Statistischer Test
43
Cointegration
28
Estimation
28
Kointegration
28
Schätzung
28
Induktive Statistik
27
Statistical inference
27
Stochastic process
26
Stochastischer Prozess
26
Method of moments
25
Momentenmethode
25
Bootstrap approach
24
Bootstrap-Verfahren
24
Autocorrelation
18
Autokorrelation
18
Volatility
18
Volatilität
18
Heteroscedasticity
14
Heteroskedastizität
14
Modellierung
14
Prognoseverfahren
14
Scientific modelling
14
ARCH model
13
ARCH-Modell
13
Maximum likelihood estimation
13
Maximum-Likelihood-Schätzung
13
Panel
13
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29
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English
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Phillips, Peter C. B.
13
Sul, Donggyu
4
Gørgens, Tue
2
Han, Chirok
2
Hillebrand, Eric
2
Lee, Tae-hwy
2
Lunde, Asger
2
Moon, Hyungsik Roger
2
Würtz, Allan H.
2
Andersen, Torben
1
Bennedsen, Mikkel
1
Bredahl Kock, Anders
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Chen, Ye
1
Ergemen, Yunus Emre
1
Floor Brix, Anne
1
Gilboa, Itzhak
1
Hounyo, Ulrich
1
Jiang, Liang
1
Kheifets, Igor
1
Kock, Anders B.
1
Kock, Anders Bredahl
1
Kristensen, Johannes Tang
1
Kruse, Robinson
1
Lahiri, Kajal
1
Lieberman, Offer
1
Medeiros, Marcelo C.
1
Morgan, Lynn Bergeland
1
Osterrieder, Daniela
1
Sandberg, Rickard
1
Schmeidler, David
1
Shephard, Neil G.
1
Skeels, Christopher L.
1
Varneskov, Rasmus Tangsgaard
1
Ventosa-Santaulària, Daniel
1
Vera-Valdés, J. Eduardo
1
Veraart, Almut E. D.
1
Wang, Ying
1
Wei, Wei
1
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CREATES research paper
Cowles Foundation discussion paper
Journal of econometrics
264
Economics letters
132
International journal of forecasting
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
109
Econometric reviews
84
Journal of forecasting
73
The econometrics journal
61
Working paper / Department of Econometrics and Business Statistics, Monash University
53
Discussion paper / Tinbergen Institute
49
CEMMAP working papers / Centre for Microdata Methods and Practice
46
Discussion paper series / IZA
40
Econometric theory
39
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36
Applied economics letters
35
CESifo working papers
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
Economic modelling
32
Applied economics
31
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28
Econometrics : open access journal
27
NBER Working Paper
27
NBER working paper series
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
European journal of operational research : EJOR
22
Journal of the American Statistical Association : JASA
22
Oxford bulletin of economics and statistics
22
Working paper / National Bureau of Economic Research, Inc.
22
Finance research letters
20
Discussion paper
19
IZA Discussion Paper
19
Cambridge working papers in economics
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Journal of applied econometrics
16
Quantitative economics : QE ; journal of the Econometric Society
16
CESifo Working Paper Series
15
Insurance / Mathematics & economics
15
Journal of empirical finance
15
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ECONIS (ZBW)
30
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1
Policy evaluation with nonlinear trended outcomes : COVID-19 vaccination rates in the US
Morgan, Lynn Bergeland
;
Phillips, Peter C. B.
;
Sul, Donggyu
-
2023
Persistent link: https://www.econbiz.de/10014538947
Saved in:
2
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
3
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
4
Functional coefficient panel modeling with communal smoothing covariates
Phillips, Peter C. B.
;
Wang, Ying
-
2019
Persistent link: https://www.econbiz.de/10012062413
Saved in:
5
Threshold regression with endogeneity for short panels
Gørgens, Tue
;
Würtz, Allan H.
-
2018
Persistent link: https://www.econbiz.de/10011946251
Saved in:
6
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
7
System estimation of panel data models under long-range dependence
Ergemen, Yunus Emre
-
2016
Persistent link: https://www.econbiz.de/10011421766
Saved in:
8
A generalized Schwartz model for energy spot prices : estimation using a particle MCMC method
Floor Brix, Anne
;
Lunde, Asger
;
Wei, Wei
-
2015
Persistent link: https://www.econbiz.de/10011373234
Saved in:
9
Pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
-
2015
Persistent link: https://www.econbiz.de/10011312325
Saved in:
10
Unbalanced regressions and the predictive equation
Osterrieder, Daniela
;
Ventosa-Santaulària, Daniel
; …
-
2015
Persistent link: https://www.econbiz.de/10011516995
Saved in:
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