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~subject:"Estimation theory"
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Estimation theory
Theorie
731,413
Theory
716,503
Prognoseverfahren
43,692
Forecasting model
42,695
Schätzung
41,343
Estimation
40,446
Welt
36,253
USA
35,917
World
35,594
United States
34,397
Zeitreihenanalyse
31,877
Time series analysis
30,868
Risiko
26,399
Risk
26,195
Deutschland
25,346
Geldpolitik
25,263
Monetary policy
24,426
Germany
23,714
Portfolio-Management
23,528
Portfolio selection
23,317
Mathematische Optimierung
19,671
Mathematical programming
19,560
Wirtschaftswachstum
18,203
Economic growth
17,519
Börsenkurs
16,973
Share price
16,731
Schätztheorie
16,469
Volatilität
16,072
Volatility
15,770
Kapitaleinkommen
13,948
Capital income
13,904
Konsumentenverhalten
13,194
Consumer behaviour
13,046
Spieltheorie
12,644
Finanzmarkt
12,476
Einkommensverteilung
12,424
Experiment
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12,261
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Phillips, Peter C. B.
165
Gao, Jiti
105
Härdle, Wolfgang
87
Pesaran, M. Hashem
87
Koopman, Siem Jan
75
Linton, Oliver
68
Gouriéroux, Christian
67
Franses, Philip Hans
65
Swanson, Norman R.
64
Lucas, André
62
Lütkepohl, Helmut
62
Johansen, Søren
56
Andrews, Donald W. K.
52
Kapetanios, George
52
Robinson, Peter M.
52
Marcellino, Massimiliano
51
McAleer, Michael
50
Teräsvirta, Timo
50
Giles, David E. A.
47
Newey, Whitney K.
47
Baltagi, Badi H.
45
Hendry, David F.
45
Diebold, Francis X.
44
Koop, Gary
43
Perron, Pierre
43
Nielsen, Morten Ørregaard
40
Ullah, Aman
40
Sibbertsen, Philipp
39
Watson, Mark W.
38
West, Kenneth D.
38
Imbens, Guido
37
Brännäs, Kurt
36
Li, Qi
36
Bera, Anil K.
35
Engle, Robert F.
35
Granger, C. W. J.
35
Schorfheide, Frank
35
Stock, James H.
35
Zakoïan, Jean-Michel
35
Krämer, Walter
34
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National Bureau of Economic Research
64
Ekonomiska forskningsinstitutet <Stockholm>
31
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Umeå universitet
26
European University Institute / Department of Economics
22
University of New England / Department of Econometrics
19
Center for Economic Research <Tilburg>
17
Centre for Quantitative Economics & Computing
11
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
Universität Basel / Institut für Statistik und Ökonometrie
10
Birkbeck College / Department of Economics
9
Forschungsinstitut zur Zukunft der Arbeit
9
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
9
University of Exeter / Department of Economics
9
Federal Reserve System / Division of Research and Statistics
7
Umeå Universitet / Institutionen för Nationalekonomi
7
Centre for Analytical Finance <Århus>
6
Rutgers University / Department of Economics
6
Universitetet i Oslo / Økonomisk institutt
6
Centre for Microdata Methods and Practice <London>
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Rodney L. White Center for Financial Research
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Universität Mannheim / Institut für Volkswirtschaft und Statistik
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Chambre de commerce et d'industrie de Paris
4
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
4
Deutsche Forschungsgemeinschaft
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
European Commission / Statistical Office of the European Communities
4
European University Institute / Department of Law
4
Johns Hopkins University / Department of Economics
4
Københavns Universitet / Økonomisk Institut
4
London School of Economics and Political Science
4
State University of New York at Albany / Department of Economics
4
University of Strathclyde / Department of Economics
4
Australian National University / Faculty of Economics
3
Australian National University / Faculty of Economics and Commerce
3
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
3
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Journal of econometrics
798
Economics letters
517
Econometric theory
401
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
351
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
253
Econometric reviews
240
Discussion paper / Tinbergen Institute
195
International journal of forecasting
162
Journal of applied econometrics
159
Série des documents de travail / Centre de Recherche en Économie et Statistique
159
Journal of quantitative economics : official journal of the Indian Econometric Society
142
Journal of forecasting
128
The review of economics and statistics
125
Oxford bulletin of economics and statistics
120
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
108
Working paper / Department of Econometrics and Business Statistics, Monash University
107
Discussion paper / Center for Economic Research, Tilburg University
101
Working paper / National Bureau of Economic Research, Inc.
98
Cowles Foundation discussion paper
93
Applied economics
91
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
84
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
CORE discussion paper : DP
82
The econometrics journal
82
Statistical papers
81
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
75
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
75
Working paper series
74
Applied economics letters
73
Econometrics : open access journal
73
CREATES research paper
72
Economic modelling
70
Working paper
68
SFB 649 discussion paper
67
Technical working paper / National Bureau of Economic Research
65
Annales d'économie et de statistique
63
The review of economic studies
63
International economic review
62
Journal of empirical finance
61
Metrika : international journal for theoretical and applied statistics
59
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ECONIS (ZBW)
16,055
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1
Predictive model averaging with parameter instability and heteroskedasticity
Yin, Anwen
- In:
Bulletin of economic research
76
(
2024
)
2
,
pp. 418-442
Persistent link: https://www.econbiz.de/10014543814
Saved in:
2
A new test on asset return predictability with structural breaks
Cai, Zongwu
;
Chang, Seong Yeon
-
2024
Persistent link: https://www.econbiz.de/10015338763
Saved in:
3
A new test on asset return predictability with structural breaks
Cai, Zongwu
;
Chang, Seong Yeon
-
2022
Persistent link: https://www.econbiz.de/10012888261
Saved in:
4
Optimal forecast under structural breaks
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
-
2022
Persistent link: https://www.econbiz.de/10012888324
Saved in:
5
Structural breaks and GARCH models of exchange rate volatility : re-examination and extension
Hasanov, Akram Shavkatovich
;
Brooks, Robert
;
Abrorov, …
- In:
Journal of applied econometrics
39
(
2024
)
7
,
pp. 1403-1407
Persistent link: https://www.econbiz.de/10015156866
Saved in:
6
A joint test of predictability and structural break in predictive regressions
Fei, Yijie
- In:
Empirical economics : a quarterly journal of the …
67
(
2024
)
3
,
pp. 985-1013
Persistent link: https://www.econbiz.de/10015141902
Saved in:
7
Forecasting under structural breaks using improved weighted estimation
Lee, Tae-hwy
;
Parsaeian, Shahnaz
;
Ullah, Aman
-
2022
Persistent link: https://www.econbiz.de/10013284029
Saved in:
8
Break detectability and mean square forecast error ratios for selecting estimation windows
Ahumada, Hildegart A.
- In:
Journal of forecasting
31
(
2012
)
8
,
pp. 688-705
Persistent link: https://www.econbiz.de/10009722642
Saved in:
9
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
10
Volatility prediction : a study with structural breaks
Kumar, Dilip
- In:
Theoretical economics letters
8
(
2018
)
6
,
pp. 1218-1231
Persistent link: https://www.econbiz.de/10011888198
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