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Estimation theory
Theorie
734,231
Theory
719,321
Schätzung
128,842
Estimation
122,691
Konjunktur
48,745
USA
48,520
Welt
46,677
United States
46,191
World
45,287
Business cycle
42,762
Deutschland
41,494
Germany
36,515
Geldpolitik
29,839
Monetary policy
28,695
Risiko
28,651
Risk
28,410
Wirtschaftswachstum
25,319
Portfolio-Management
24,539
Portfolio selection
24,283
Economic growth
23,992
Asymmetrische Information
23,322
Asymmetric information
23,212
Prognoseverfahren
21,800
Forecasting model
21,389
Börsenkurs
20,103
Mathematische Optimierung
19,824
Share price
19,742
Mathematical programming
19,716
Zeitreihenanalyse
19,050
Volatilität
18,641
Time series analysis
18,538
Volatility
18,240
EU-Staaten
17,030
Schätztheorie
16,557
Spieltheorie
16,188
Wirkungsanalyse
16,182
EU countries
16,175
Impact assessment
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Pesaran, M. Hashem
100
Phillips, Peter C. B.
94
Härdle, Wolfgang
91
Gao, Jiti
63
Gouriéroux, Christian
62
Kapetanios, George
59
Linton, Oliver
59
Newey, Whitney K.
55
Franses, Philip Hans
50
Marcellino, Massimiliano
48
Swanson, Norman R.
48
Andrews, Donald W. K.
45
Heckman, James J.
45
McAleer, Michael
45
Baltagi, Badi H.
44
Imbens, Guido
42
Koopman, Siem Jan
42
Koop, Gary
41
Diebold, Francis X.
40
Giles, David E. A.
40
Lütkepohl, Helmut
40
Ullah, Aman
40
Hsiao, Cheng
39
Lee, Lung-fei
38
Li, Qi
38
Robinson, Peter M.
38
Bai, Jushan
35
Lucas, André
34
Winkelmann, Rainer
34
Wooldridge, Jeffrey M.
34
Bera, Anil K.
33
Horowitz, Joel
33
Lechner, Michael
33
Cai, Zongwu
31
Kohn, Robert
31
Zakoïan, Jean-Michel
31
Blundell, Richard W.
30
Brännäs, Kurt
30
Kilian, Lutz
30
Kumbhakar, Subal
30
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National Bureau of Economic Research
72
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
30
Ekonomiska forskningsinstitutet <Stockholm>
25
OECD
24
Umeå universitet
22
European University Institute / Department of Economics
21
University of New England / Department of Econometrics
18
Center for Economic Research <Tilburg>
16
Organisation for Economic Co-operation and Development
13
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
International Energy Agency
10
University of Exeter / Department of Economics
10
Universität Basel / Institut für Statistik und Ökonometrie
10
Forschungsinstitut zur Zukunft der Arbeit
9
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
9
Birkbeck College / Department of Economics
8
Federal Reserve System / Division of Research and Statistics
8
Centre for Analytical Finance <Århus>
6
Centre for Microdata Methods and Practice <London>
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Rodney L. White Center for Financial Research
5
Rutgers University / Department of Economics
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Universitetet i Oslo / Økonomisk institutt
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Chambre de commerce et d'industrie de Paris
4
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
4
Deutsche Forschungsgemeinschaft
4
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
4
Johns Hopkins University / Department of Economics
4
Universität Mannheim / Institut für Volkswirtschaft und Statistik
4
Australian National University / Faculty of Economics
3
Australian National University / Faculty of Economics and Commerce
3
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
3
Centre for Quantitative Economics & Computing
3
Columbia University / Department of Economics
3
Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
3
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
3
Erasmus Research Institute of Management
3
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Journal of econometrics
749
Economics letters
520
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
336
Econometric theory
330
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
259
Econometric reviews
233
Journal of applied econometrics
177
Série des documents de travail / Centre de Recherche en Économie et Statistique
159
Journal of quantitative economics : official journal of the Indian Econometric Society
143
Discussion paper / Tinbergen Institute
138
The review of economics and statistics
131
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
125
Oxford bulletin of economics and statistics
110
Discussion paper series / IZA
104
Working paper / National Bureau of Economic Research, Inc.
100
Applied economics
98
Discussion paper / Center for Economic Research, Tilburg University
97
Applied economics letters
87
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Statistical papers
81
CORE discussion paper : DP
79
Working paper
77
Working paper series
77
CEMMAP working papers / Centre for Microdata Methods and Practice
76
Economic modelling
73
The econometrics journal
72
Working paper / Department of Econometrics and Business Statistics, Monash University
71
CESifo working papers
69
Discussion paper
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
67
The review of economic studies
67
Journal of forecasting
66
Annales d'économie et de statistique
62
International journal of forecasting
62
Cowles Foundation discussion paper
61
NBER Working Paper
61
International economic review
60
NBER working paper series
60
American journal of agricultural economics
59
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ECONIS (ZBW)
16,137
ArchiDok
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1
EconStor
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1
Regularized
estimation
of structural instability in factor models : the US macroeconomy and the great moderation
Callot, Laurent
;
Kristensen, Johannes Tang
-
2015
estimation
of static factor models and factor augmented autoregressions using a set of 190 quarterly observations of 144 US …
Persistent link: https://www.econbiz.de/10010532582
Saved in:
2
Eigenvalue ratio estimators for the number of common factors
Cavicchioli, Maddalena
;
Forni, Mario
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011544556
Saved in:
3
Frequency-band
estimation
of the number of factors detecting the main business cycle shocks
Avarucci, Marco
;
Cavicchiol, Maddalena
;
Forni, Mario
; …
-
2022
Persistent link: https://www.econbiz.de/10013466051
Saved in:
4
Examining the quality of early GDP component estimates
Sinclair, Tara M.
;
Stekler, Herman O.
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 736-750
Persistent link: https://www.econbiz.de/10010221287
Saved in:
5
Fluctuations in global macro volatility
Leiva-Leon, Danilo
;
Ductor, Lorenzo
-
2019
Persistent link: https://www.econbiz.de/10012116822
Saved in:
6
When factors do not span their basis portfolios
Grinblatt, Mark
;
Saxena, Konark
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2335-2354
Persistent link: https://www.econbiz.de/10012128025
Saved in:
7
Optimal cross-sectional regression
Liao, Zhipeng
;
Liu, Yan
;
Xie, Zhenzhen
- In:
Management science : journal of the Institute for …
70
(
2024
)
11
,
pp. 7911-7942
Persistent link: https://www.econbiz.de/10015145017
Saved in:
8
Better risk and performance estimates with factor-model Monte Carlo
Jiang, Yindeng
;
Martin, Doug
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 29-67
Persistent link: https://www.econbiz.de/10011438893
Saved in:
9
Bayesian analysis of static and dynamic factor models : an ex-post approach towards the rotation problem
Aßmann, Christian
;
Boysen-Hogrefe, Jens
;
Pape, Markus
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 190-206
Persistent link: https://www.econbiz.de/10011617144
Saved in:
10
Macroeconomic forecasting using penalized regression methods
Smeekes, Stephan
;
Weijler, Etiënne
-
2016
Persistent link: https://www.econbiz.de/10011574993
Saved in:
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