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~isPartOf:"Journal of econometrics"
~isPartOf:"The review of economics and statistics"
~subject:"Stochastischer Prozess"
~subject:"Time series analysis"
~type:"article"
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Search: subject:"Statistik"
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Stochastischer Prozess
Time series analysis
Estimation theory
842
Schätztheorie
842
Theorie
647
Theory
647
Nichtparametrisches Verfahren
559
Nonparametric statistics
559
Regression analysis
480
Regressionsanalyse
480
Statistical test
339
Statistischer Test
339
Zeitreihenanalyse
289
Estimation
256
Schätzung
254
Bayes-Statistik
187
Bayesian inference
187
Bootstrap approach
187
Bootstrap-Verfahren
187
Induktive Statistik
158
Statistical inference
158
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151
Panel study
151
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126
Prognoseverfahren
126
Volatility
124
Volatilität
124
Sampling
115
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115
USA
111
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110
Stochastic process
101
Method of moments
95
Momentenmethode
95
Statistical distribution
94
Statistische Verteilung
94
Nichtlineare Regression
93
Nonlinear regression
93
Statistical theory
91
Statistische Methodenlehre
91
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Conference paper
2
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Collection of articles of several authors
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English
345
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Linton, Oliver
13
Phillips, Peter C. B.
12
Chen, Xiaohong
8
Todorov, Viktor
8
Gao, Jiti
7
Taylor, Robert
7
Hidalgo, Javier
6
Hong, Yongmiao
6
Koop, Gary
6
Park, Joon Y.
6
Cavaliere, Giuseppe
5
Delgado, Miguel A.
5
Li, Jia
5
Marcellino, Massimiliano
5
Tauchen, George Eugene
5
Varneskov, Rasmus Tangsgaard
5
Andersen, Torben
4
Boswijk, Herman Peter
4
Carriero, Andrea
4
Fan, Yanqin
4
Maheu, John M.
4
Velasco, Carlos
4
Xiao, Zhijie
4
Zhu, Ke
4
Chen, Bin
3
Clark, Todd E.
3
Demetrescu, Matei
3
Dong, Chaohua
3
Ghysels, Eric
3
Horváth, Lajos
3
Hounyo, Ulrich
3
Inoue, Atsushi
3
Kapetanios, George
3
Kohn, Robert
3
Koo, Bonsoo
3
Korobilis, Dimitris
3
Lee, Tae-hwy
3
Li, Degui
3
Li, Yingying
3
Perron, Pierre
3
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Journal of econometrics
The review of economics and statistics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
177
Econometric reviews
132
International journal of forecasting
117
Economics letters
103
Econometric theory
99
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
93
Journal of forecasting
81
European journal of operational research : EJOR
77
Economic modelling
56
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Applied economics
49
Applied economics letters
47
Computational economics
47
The econometrics journal
47
Econometrics : open access journal
43
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
42
Journal of applied econometrics
41
Journal of the American Statistical Association : JASA
40
Energy economics
38
Journal of economic dynamics & control
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
31
International journal of production research
26
Operations research
25
Insurance / Mathematics & economics
24
Journal of empirical finance
24
Macroeconomic dynamics
24
Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
Journal of risk and financial management : JRFM
22
Journal of time series econometrics
22
Oxford bulletin of economics and statistics
21
Finance research letters
20
International journal of theoretical and applied finance
19
Operations research letters
19
Quantitative economics : QE ; journal of the Econometric Society
18
Mathematics of operations research
17
The North American journal of economics and finance : a journal of financial economics studies
17
Journal of banking & finance
16
Journal of financial econometrics
15
Journal of macroeconomics
15
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ECONIS (ZBW)
345
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345
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
3
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
Saved in:
4
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
5
What's trending in difference-in-differences? : a synthesis of the recent econometrics literature
Roth, Jonathan
;
Sant'Anna, Pedro H. C.
;
Bilinski, Alyssa
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2218-2244
Persistent link: https://www.econbiz.de/10014471452
Saved in:
6
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
7
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
8
Indirect inference for locally stationary models
Frazier, David T.
;
Koo, Bonsoo
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012619956
Saved in:
9
Nonparametric comparison of epidemic time trends : the case of COVID-19
Khismatullina, Marina
;
Vogt, Michael
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 87-108
Persistent link: https://www.econbiz.de/10013472849
Saved in:
10
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
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