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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Econometric theory"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The review of financial studies"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
Estimation theory
778
Schätztheorie
778
Theorie
327
Theory
327
Time series analysis
161
Zeitreihenanalyse
161
Nichtparametrisches Verfahren
105
Nonparametric statistics
105
Regression analysis
92
Regressionsanalyse
92
Statistical test
43
Statistischer Test
43
Estimation
37
Schätzung
37
ARCH model
35
ARCH-Modell
35
United States
33
Autocorrelation
31
Autokorrelation
31
Method of moments
25
Momentenmethode
25
Statistical distribution
25
Statistische Verteilung
25
Cointegration
24
Kointegration
24
Statistical theory
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Statistische Methodenlehre
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Induktive Statistik
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Panel
23
Panel study
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Statistical inference
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CAPM
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Einheitswurzeltest
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Unit root test
21
Volatility
19
Volatilität
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Börsenkurs
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English
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Diebold, Francis X.
2
Nimalendran, Mahendrarajah
2
Andersen, Torben
1
Aït-Sahalia, Yacine
1
Baillie, Richard
1
Bao, Yong
1
Bazdresch, Santiago
1
Bekaert, Geert
1
Bollerslev, Tim
1
Boudoukh, Jacob
1
Braun, Phillip A.
1
Cai, Zongwu
1
Camponovo, Lorenzo
1
Chambers, Marcus J.
1
Chan, K. C.
1
Chan, Kalok
1
Chen, Hui
1
Chen, Xiaohong
1
Chernov, Mikhail
1
Christoffersen, Peter F.
1
Christopeit, Norbert
1
Conley, Timothy G.
1
Eckbo, B. Espen
1
Engle, Robert F.
1
Feng, Yuanhua
1
Ferson, Wayne E.
1
Gardeazabal, Javier
1
George, Thomas J.
1
Gormley, Todd A.
1
Greenaway-McGrevy, Ryan
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Hahn, Sang B.
1
Hansen, Lars Peter
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Harvey, Campbell R.
1
Hidalgo, Javier
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Huang, Roger D.
1
Ilmanen, Antti
1
Ing, Ching-kang
1
Itō, Takatoshi
1
Jo, Hoje
1
Joslin, Scott
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Econometric theory
The journal of finance : the journal of the American Finance Association
The review of financial studies
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
132
International journal of forecasting
116
Journal of econometrics
106
Journal of forecasting
75
The review of economics and statistics
45
Economics letters
40
Working paper / National Bureau of Economic Research, Inc.
35
Journal of applied econometrics
29
Discussion paper / Tinbergen Institute
28
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
23
Working paper / Department of Econometrics and Business Statistics, Monash University
21
Applied economics
20
American journal of agricultural economics
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of empirical finance
18
CREATES research paper
17
Journal of banking & finance
17
Journal of financial and quantitative analysis : JFQA
17
Journal of the American Statistical Association : JASA
16
NBER working paper series
16
The econometrics journal
16
Discussion paper
15
Discussion paper series / IZA
15
Econometric reviews
15
Oxford bulletin of economics and statistics
15
The journal of futures markets
15
Working paper
15
Journal of macroeconomics
14
Discussion paper / Centre for Economic Policy Research
13
Technical working paper / National Bureau of Economic Research
13
Finance research letters
12
Insurance / Mathematics & economics
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Working papers / Rutgers University, Department of Economics
12
Applied economics letters
11
CESifo working papers
11
Discussion papers / CEPR
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Tests of the CAPM with time-varying covariances : a multivariate GARCH approach
Ng, Lilian K.
- In:
The journal of finance : the journal of the American …
46
(
1991
)
4
,
pp. 1507-1521
Persistent link: https://www.econbiz.de/10001112556
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42
Consistent estimaton of cross-sectional models in event studies
Eckbo, B. Espen
- In:
The review of financial studies
3
(
1990
)
3
,
pp. 343-365
Persistent link: https://www.econbiz.de/10001105898
Saved in:
43
Corrections for trading frictions in multivariate returns
Korkie, Robert M.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1421-1434
Persistent link: https://www.econbiz.de/10001080349
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