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  • Search: subject:"Schätztheorie"
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Year of publication
Subject
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Schätztheorie 17,520 Estimation theory 16,888 Theorie 13,416 Theory 13,038 USA 5,085 United States 5,043 Zeitreihenanalyse 3,001 Time series analysis 2,931 Schätzung 2,598 Estimation 2,499 Regressionsanalyse 1,435 Regression analysis 1,429 Nichtparametrisches Verfahren 1,048 Nonparametric statistics 965 Volatilität 806 Volatility 785 Prognoseverfahren 781 Panel 762 Statistischer Test 759 Forecasting model 755 Statistical test 727 Panel study 719 Statistische Methodenlehre 668 Statistical theory 664 Monte Carlo simulation 657 Monte-Carlo-Simulation 657 ARCH-Modell 626 ARCH model 619 Deutschland 594 Simulation 567 Germany 550 Börsenkurs 537 Share price 519 Kointegration 502 Cointegration 492 Stochastischer Prozess 480 Stochastic process 464 Ökonometrie 395 Modellierung 365 Kapitaleinkommen 364
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Online availability
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Free 3,335 Undetermined 1,258
Type of publication
All
Article 9,743 Book / Working Paper 7,771 Journal 18
Type of publication (narrower categories)
All
Article in journal 8,895 Aufsatz in Zeitschrift 8,895 Working Paper 5,821 Graue Literatur 5,639 Non-commercial literature 5,639 Arbeitspapier 5,273 Aufsatz im Buch 754 Book section 754 Hochschulschrift 704 Thesis 655 Collection of articles of several authors 215 Sammelwerk 215 Amtsdruckschrift 187 Government document 187 Bibliografie enthalten 151 Bibliography included 151 Collection of articles written by one author 138 Sammlung 138 Systematic review 90 Übersichtsarbeit 90 Lehrbuch 72 Konferenzschrift 70 Conference proceedings 56 Conference paper 40 Konferenzbeitrag 40 Aufsatzsammlung 32 Forschungsbericht 29 Mehrbändiges Werk 26 Multi-volume publication 26 Commentary 21 Kommentar 21 Festschrift 17 Dissertation u.a. Prüfungsschriften 11 Article 9 Rezension 8 Bibliografie 7 Handbook 7 Handbuch 7 Case study 5 Fallstudie 5
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Language
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English 16,307 German 754 French 234 Spanish 86 Italian 39 Polish 36 Undetermined 25 Portuguese 19 Hungarian 10 Chinese 8 Russian 7 Finnish 6 Danish 5 Japanese 3 Dutch 3 Norwegian 3 Swedish 2 Turkish 2 Czech 1 Romanian 1
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Author
All
Phillips, Peter C. B. 112 Härdle, Wolfgang 99 Pesaran, M. Hashem 79 Gouriéroux, Christian 68 McAleer, Michael 65 Linton, Oliver Bruce 62 Lütkepohl, Helmut 62 Newey, Whitney K. 60 Andrews, Donald W. K. 58 Swanson, Norman R. 58 Baltagi, Badi H. 55 Chernozhukov, Victor 54 Franses, Philip Hans 54 Imbens, Guido 52 Robinson, Peter M. 51 Lechner, Michael 50 Heckman, James J. 46 Kapetanios, George 46 White, Halbert 45 Dette, Holger 44 Wooldridge, Jeffrey M. 44 Chen, Xiaohong 43 Giles, David E. A. 43 Horowitz, Joel 43 Koopman, Siem Jan 43 Krämer, Walter 43 Dufour, Jean-Marie 40 Lucas, André 40 Teräsvirta, Timo 40 Smith, Richard J. 39 Li, Qi 38 Engle, Robert F. 37 Gao, Jiti 37 Johansen, Søren 37 Ohtani, Kazuhiro 37 Scaillet, Olivier 37 Brännäs, Kurt 36 Shephard, Neil G. 36 Bera, Anil K. 35 King, Maxwell L. 34
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 65 Ekonomiska forskningsinstitutet <Stockholm> 31 Umeå Universitet 26 European University Institute / Department of Economics 25 University of New England / Department of Econometrics 20 Center for Economic Research <Tilburg> 18 Centre for Microdata Methods and Practice <London> 16 Centre for Analytical Finance <Århus> 11 Technische Universität Dresden / Fakultät Wirtschaftswissenschaften 11 Institut für Statistik und Ökonometrie <Basel> 10 Institut für Weltwirtschaft 10 Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät 10 University of Exeter / Department of Economics 10 Centre for Quantitative Economics & Computing 9 Forschungsinstitut zur Zukunft der Arbeit 9 Birkbeck College / Department of Economics 8 Institutionen för Nationalekonomi <Ume°a> 8 Universitetet i Oslo / Økonomisk institutt 8 Federal Reserve System / Division of Research and Statistics 7 Rutgers University / Department of Economics 7 European University Institute / Department of Law 6 Universität Mannheim / Institut für Volkswirtschaft und Statistik 6 Aarhus Universitet / Afdeling for Nationaløkonomi 5 Banque de France / Direction des Etudes Economiques et de la Recherche 5 Chambre de commerce et d'industrie de Paris 5 Rodney L. White Center for Financial Research 5 Australian National University / Faculty of Economics 4 Australian National University / Faculty of Economics and Commerce 4 Columbia University / Department of Economics 4 Ecole des Hautes Etudes Commerciales <Lausanne> / Département d'Econométrie et d'Economie Politique 4 Escola de Pós-Graduação em Economia <Rio de Janeiro> 4 Johns Hopkins University / Department of Economics 4 Nationalekonomiska Institutionen <Lund> 4 University of Chicago / Graduate School of Business 4 University of Otago / Commerce Division 4 University of Southampton / Department of Economics 4 Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung 3 California Agricultural Experiment Station / Department of Agricultural and Resource Economics 3 Econometrisch Instituut <Rotterdam> 3 Europäische Kommission / Statistisches Amt 3
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Published in...
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Journal of econometrics 797 Economics letters 654 Econometric theory 453 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 338 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 285 Econometric reviews 221 Série des documents de travail / Centre de Recherche en Économie et Statistique 209 Working paper / National Bureau of Economic Research, Inc. 205 Discussion paper / Tinbergen Institute 179 Journal of applied econometrics 173 Oxford bulletin of economics and statistics 156 Journal of quantitative economics : official journal of the Indian Econometric Society 153 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 140 The review of economics and statistics 139 CEMMAP working papers / Centre for Microdata Methods and Practice 129 Discussion paper / Center for Economic Research, Tilburg University 114 Discussion paper series / IZA 110 Applied economics 106 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 104 The econometrics journal 99 Statistical papers 93 Cowles Foundation discussion paper 89 CORE discussion paper : DP 86 Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques 85 Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse 83 Journal of forecasting 79 The review of economic studies 76 CREATES research paper 71 American journal of agricultural economics 70 Annales d'économie et de statistique 68 International economic review 68 Metrika : international journal for theoretical and applied statistics 67 Working paper series 67 IZA Discussion Papers 66 SFB 649 discussion paper 66 Discussion papers of interdisciplinary research project 373 65 cemmap working paper 64 Discussion paper / Centre for Economic Policy Research 63 International journal of forecasting 61 Technical working paper / National Bureau of Economic Research 61
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Source
All
ECONIS (ZBW) 16,918 EconStor 558 USB Cologne (EcoSocSci) 49 ArchiDok 4 RePEc 2 OLC EcoSci 1
Showing 1 - 10 of 17,532
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Bellman filtering for state-space models
Lange, Rutger-Jan - 2021 - Revision: 8 January 2021
This article presents a new filter for state-space models based on Bellman's dynamic programming principle applied to the posterior mode. The proposed Bellman filter generalises the Kalman filter including its extended and iterated versions, while remaining equally inexpensive computationally....
Persistent link: https://www.econbiz.de/10012264983
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Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo; Koopman, Siem Jan - 2020
We consider a general class of observation-driven models with exogenous regressors for double bounded data that are based on the beta distribution. We obtain a stationary and ergodic beta observation-driven process subject to a contraction condition on the stochastic dynamic model equation. We...
Persistent link: https://www.econbiz.de/10012161059
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VC : a method for estimating time-varying coefficients in linear models
Schlicht, Ekkehart - 2020
This paper describes a moments estimator for a standard state-space model with coefficients generated by a random walk. A penalized least squares estimation is linked to the GLS (Aitken) estimates of the corresponding linear model with time-invariant parameters. The VC estimates are moments...
Persistent link: https://www.econbiz.de/10012161405
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Cointegration and error correction mechanisms for singular stochastic vectors
Barigozzi, Matteo; Lippi, Marco; Luciani, Matteo - In: Econometrics : open access journal 8 (2020) 1/3, pp. 1-23
Large-dimensional dynamic factor models and dynamic stochastic general equilibrium models, both widely used in empirical macroeconomics, deal with singular stochastic vectors, i.e., vectors of dimension r which are driven by a q-dimensional white noise, with q r. The present paper studies...
Persistent link: https://www.econbiz.de/10012161569
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Structural modeling of simultaneous discrete choice
Chesher, Andrew; Rosen, Adam M. - 2020
Models of simultaneous discrete choice may be incomplete, delivering multiple values of out- comes at certain values of the latent variables and covariates, and incoherent, delivering no val- ues. Alternative approaches to accommodating incompleteness and incoherence are considered in a unifying...
Persistent link: https://www.econbiz.de/10012165372
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The power of (non-)linear shrinking : a review and guide to covariance matrix estimation
Ledoit, Olivier; Wolf, Michael - 2020 - This version: February 2020
Many econometric and data-science applications require a reliable estimate of the covariance matrix, such as Markowitz portfolio selection. When the number of variables is of the same magnitude as the number of observations, this constitutes a difficult estimation problem; the sample covariance...
Persistent link: https://www.econbiz.de/10012165719
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A principal component-guided sparse regression approach for the determination of bitcoin returns
Stengos, Thanasēs; Panagiōtidēs, Theodōros; … - 2020
Persistent link: https://www.econbiz.de/10012152311
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Estimating dynamic games of oligopolistic competition : an experimental investigation
Salz, Tobias; Vespa, Emanuel - 2020
Persistent link: https://www.econbiz.de/10012195089
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Covered interest parity : a stochastic volatility approach to estimate the neutral band
Hernández, Juan Ramón - 2020
The neutral band is the interval where deviations from Covered Interest Parity (CIP) are not considered meaningful arbitrage opportunities. The band is determined by transaction costs and risk associated to arbitrage. Seemingly large deviations from CIP in the foreign exchange markets for the US...
Persistent link: https://www.econbiz.de/10012195198
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Estimation and inference in heterogeneous spatial panel data models with a multifactor error structure
Chen, Jia; Shin, Yongcheol; Zheng, Chaowen - 2020 - This version: March, 2020
Persistent link: https://www.econbiz.de/10012199405
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