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Nichtparametrisches Verfahren
544
Nonparametric statistics
544
Estimation theory
451
Schätztheorie
451
Theorie
357
Theory
357
Regression analysis
182
Regressionsanalyse
182
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174
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174
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174
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173
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169
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169
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162
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162
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116
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64
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44
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43
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Linton, Oliver
28
Chen, Xiaohong
19
Lewbel, Arthur
14
Li, Qi
14
Phillips, Peter C. B.
14
Koop, Gary
13
Gao, Jiti
12
Robinson, Peter M.
12
Simar, Léopold
12
Fan, Yanqin
11
Park, Joon Y.
11
White, Halbert
11
Florens, Jean-Pierre
10
Su, Liangjun
10
Chen, Songnian
9
Hoderlein, Stefan
9
Slottje, Daniel Jonathan
9
Xiao, Zhijie
9
Yu, Jun
9
Cai, Zongwu
8
Chib, Siddhartha
8
Dijk, Herman K. van
8
Hong, Han
8
Horowitz, Joel
8
Hu, Yingyao
8
Li, Degui
8
Zhang, Xinyu
8
Gallant, A. Ronald
7
Hsiao, Cheng
7
Maheu, John M.
7
McAleer, Michael
7
Racine, Jeffrey
7
Sun, Yiguo
7
Casarin, Roberto
6
Gouriéroux, Christian
6
Kohn, Robert
6
Lee, Sokbae
6
Mammen, Enno
6
Sasaki, Yuya
6
Steel, Mark F. J.
6
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
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Journal of econometrics
NBER working paper series
1,196
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1,131
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1,010
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1,001
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753
Economics letters
750
European journal of operational research : EJOR
672
CESifo working papers
645
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636
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604
Physica A: Statistical Mechanics and its Applications
552
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508
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507
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499
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458
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449
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
435
Energy economics
433
Applied economics letters
407
IMF Working Papers
398
IZA Discussion Papers
392
Insurance / Mathematics & economics
387
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385
Discussion papers / CEPR
368
Working paper / World Institute for Development Economics Research
334
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334
SpringerLink / Bücher
329
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
327
The review of income and wealth : journal of the International Association for Research in Income and Wealth
327
CEMMAP working papers / Centre for Microdata Methods and Practice
312
Journal of economic inequality
305
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
293
International journal of production research
287
IMF working papers
284
LIS working paper series
275
Annals of the Institute of Statistical Mathematics
274
CESifo Working Paper Series
269
International journal of production economics
261
Econometric reviews
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ECONIS (ZBW)
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1
Modeling realized covariance measures with heterogeneous liquidity : a generalized matrix-variate Wishart state-space model
Gribisch, Bastian
;
Hartkopf, Jan Patrick
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014434377
Saved in:
2
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
3
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
4
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
5
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
6
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
7
Estimation and inference for the counterfactual
distribution
and quantile functions in continuous treatment models
Ai, Chunrong
;
Linton, Oliver
;
Zhang, Zheng
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441723
Saved in:
8
Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity
Norets, Andriy
;
Pelenis, Justinas
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 62-82
Persistent link: https://www.econbiz.de/10013441915
Saved in:
9
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
Saved in:
10
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
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