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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Journal of econometrics"
~subject:"Cointegration"
~subject:"Monte-Carlo-Simulation"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Probability theory
Statistische Methodenlehre
Cointegration
Monte-Carlo-Simulation
Theory
Estimation theory
1,638
Schätztheorie
1,638
Theorie
368
Nichtparametrisches Verfahren
313
Nonparametric statistics
313
Zeitreihenanalyse
309
Time series analysis
308
Regression analysis
268
Regressionsanalyse
268
Estimation
216
Schätzung
212
Panel
156
Panel study
156
Statistical test
150
Statistischer Test
150
Volatility
116
Volatilität
116
Method of moments
99
Momentenmethode
98
Induktive Statistik
82
Statistical inference
82
Maximum likelihood estimation
81
Maximum-Likelihood-Schätzung
81
Autocorrelation
77
Autokorrelation
77
Forecasting model
73
Prognoseverfahren
73
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
69
Kointegration
62
Stochastic process
61
Stochastischer Prozess
61
Statistical distribution
60
Statistische Verteilung
60
Causality analysis
59
Kausalanalyse
59
IV-Schätzung
58
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65
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Article
477
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3
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476
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476
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8
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8
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4
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3
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2
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480
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Phillips, Peter C. B.
13
Gouriéroux, Christian
7
Lee, Lung-fei
7
Li, Qi
7
Chib, Siddhartha
6
Kohn, Robert
6
Horowitz, Joel
5
Baltagi, Badi H.
4
Chen, Songnian
4
Franses, Philip Hans
4
Granger, C. W. J.
4
Hsiao, Cheng
4
King, Maxwell L.
4
Robinson, Peter M.
4
Schmidt, Peter
4
Tu, Yundong
4
Ullah, Aman
4
Xiao, Zhijie
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Chambers, Marcus J.
3
Diebold, Francis X.
3
Donald, Stephen G.
3
Gao, Jiti
3
Godfrey, L. G.
3
Golan, Amos
3
Gonzalo, Jesús
3
Greenberg, Edward S.
3
Haldrup, Niels
3
Hong, Han
3
Hualde, Javier
3
Jasiak, Joann
3
Johansen, Søren
3
Judge, George G.
3
Lütkepohl, Helmut
3
Magnus, Jan R.
3
Newey, Whitney K.
3
Ng, Serena
3
Ohtani, Kazuhiro
3
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Journal of econometrics
Economics letters
422
Econometric theory
317
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
244
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
238
Econometric reviews
173
Série des documents de travail / Centre de Recherche en Économie et Statistique
157
Journal of quantitative economics : official journal of the Indian Econometric Society
142
Journal of applied econometrics
138
The review of economics and statistics
123
Oxford bulletin of economics and statistics
117
Discussion paper / Tinbergen Institute
114
Working paper / National Bureau of Economic Research, Inc.
101
Discussion paper / Center for Economic Research, Tilburg University
94
CORE discussion paper : DP
84
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
82
Statistical papers
80
Applied economics
69
Technical working paper / National Bureau of Economic Research
63
The review of economic studies
63
Discussion paper series / IZA
59
International economic review
59
Working paper series
59
Annales d'économie et de statistique
58
Metrika : international journal for theoretical and applied statistics
58
Cowles Foundation discussion paper
57
The econometrics journal
57
American journal of agricultural economics
52
Journal of forecasting
52
Report / Econometric Institute, Erasmus University Rotterdam
50
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Working paper
47
Europäische Hochschulschriften / 5
46
Journal of economic dynamics & control
43
Journal of the Royal Statistical Society
42
SFB 649 discussion paper
42
Working paper / Department of Econometrics and Business Statistics, Monash University
42
Economic modelling
40
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ECONIS (ZBW)
480
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1
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
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2
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
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3
Improved marginal likelihood estimation via power posteriors and importance sampling
Li, Yong
;
Wang, Nianling
;
Yu, Jun
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014364649
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4
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
5
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
6
Estimation and inference about tail features with tail censored data
Wang, Yulong
;
Xiao, Zhijie
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 363-387
Persistent link: https://www.econbiz.de/10013463894
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7
Nonparametric inference for quantile cointegrations with stationary covariates
Tu, Yundong
;
Liang, Han-Ying
;
Wang, Qiying
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 453-482
Persistent link: https://www.econbiz.de/10013464076
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8
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
9
SVARs with occasionally-binding constraints
Aruoba, S. Borağan
;
Mlikota, Marko
;
Schorfheide, Frank
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 477-499
Persistent link: https://www.econbiz.de/10013464897
Saved in:
10
Bayesian estimation of long-run risk models using sequential Monte Carlo
Fulop, Andras
;
Heng, Jeremy
;
Li, Junye
;
Liu, Hening
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 62-84
Persistent link: https://www.econbiz.de/10013441725
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