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subject:"United Kingdom"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Korrelation"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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United Kingdom
Korrelation
Prognoseverfahren
Estimation theory
1,859
Schätztheorie
1,859
Theorie
454
Theory
454
Zeitreihenanalyse
329
Time series analysis
328
Nichtparametrisches Verfahren
320
Nonparametric statistics
320
Regression analysis
280
Regressionsanalyse
280
Estimation
247
Schätzung
244
Panel
161
Panel study
161
Statistical test
151
Statistischer Test
151
Volatility
122
Volatilität
122
Method of moments
101
Momentenmethode
100
Maximum likelihood estimation
84
Maximum-Likelihood-Schätzung
84
Induktive Statistik
83
Statistical inference
83
Causality analysis
82
Kausalanalyse
82
Autocorrelation
78
Autokorrelation
78
Forecasting model
77
Bootstrap approach
73
Bootstrap-Verfahren
73
Instrumental variables
73
USA
67
United States
67
Cointegration
65
Kointegration
64
Stochastic process
64
Stochastischer Prozess
64
IV-Schätzung
62
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English
145
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Fan, Jianqing
5
Lee, Ji Hyung
5
Linton, Oliver
4
Taylor, Robert
4
Bai, Jushan
3
Corradi, Valentina
3
Demetrescu, Matei
3
Diebold, Francis X.
3
Georgiev, Iliyan
3
Kim, Donggyu
3
Koopman, Siem Jan
3
Li, Degui
3
McCracken, Michael W.
3
Ng, Serena
3
Pesaran, M. Hashem
3
Rodrigues, Paulo M. M.
3
Tu, Yundong
3
Andersen, Torben
2
Bauwens, Luc
2
Bekaert, Geert
2
Cai, Zongwu
2
Clark, Todd E.
2
Fan, Rui
2
Hafner, Christian M.
2
Hansen, Bruce E.
2
Hounyo, Ulrich
2
Hsiao, Cheng
2
Li, Kunpeng
2
Lu, Lina
2
Onatski, Alexei
2
Phillips, Peter C. B.
2
Robinson, Peter M.
2
Rossi, Barbara
2
Sekhposyan, Tatevik
2
Shephard, Neil G.
2
Swanson, Norman R.
2
Wallis, Kenneth Frank
2
Altonji, Joseph G.
1
Ando, Tomohiro
1
Andrews, Donald W. K.
1
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Journal of forecasting
73
Economics letters
51
Discussion paper / Tinbergen Institute
34
Journal of the American Statistical Association : JASA
28
Econometric theory
25
Working paper / Department of Econometrics and Business Statistics, Monash University
24
The econometrics journal
22
Working paper
21
Econometric reviews
20
Journal of banking & finance
20
Oxford bulletin of economics and statistics
20
Journal of empirical finance
19
Applied economics letters
18
Finance research letters
18
NBER Working Paper
18
Cambridge working papers in economics
17
Discussion paper
17
Journal of applied econometrics
17
Journal of financial econometrics
17
Applied economics
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
NBER working paper series
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
CESifo working papers
14
Econometrics : open access journal
14
Computational economics
13
Insurance / Mathematics & economics
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Quantitative finance
13
Risks : open access journal
13
CEMMAP working papers / Centre for Microdata Methods and Practice
12
CREATES research paper
12
SFB 649 discussion paper
12
Discussion paper series / IZA
11
Discussion papers in economics
11
Economic modelling
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ECONIS (ZBW)
145
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1
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:
2
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
3
A dynamic conditional score model for the log correlation matrix
Hafner, Christian M.
;
Wang, Linqi
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014471519
Saved in:
4
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:
5
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
6
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
7
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
Saved in:
8
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:
9
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
10
Post-processed posteriors for sparse covariances
Lee, Kwangmin
;
Lee, Jaeyong
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014332347
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