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Estimation theory
Prognoseverfahren
43,684
Forecasting model
42,687
Schätztheorie
40,667
Theorie
37,107
Theory
36,243
Zeitreihenanalyse
31,867
Time series analysis
30,858
Schätzung
17,177
Estimation
16,843
Prognose
7,929
Volatilität
7,813
Volatility
7,698
Forecast
7,581
USA
7,488
United States
7,233
Regressionsanalyse
7,167
Regression analysis
7,119
Kapitaleinkommen
6,465
Capital income
6,443
Börsenkurs
5,808
Share price
5,713
Nichtparametrisches Verfahren
4,779
Nonparametric statistics
4,643
Unit root test
4,629
Einheitswurzeltest
4,554
ARCH-Modell
4,412
ARCH model
4,346
Welt
4,046
Panel
4,027
Kointegration
3,966
World
3,962
Panel study
3,942
Cointegration
3,900
Wirtschaftsprognose
3,900
Economic forecast
3,788
VAR-Modell
3,748
VAR model
3,685
Bayes-Statistik
3,673
Stochastischer Prozess
3,630
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Free
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593
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19,767
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7
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Phillips, Peter C. B.
328
Linton, Oliver
213
Gao, Jiti
198
Pesaran, M. Hashem
195
Härdle, Wolfgang
184
Newey, Whitney K.
138
Imbens, Guido
137
Andrews, Donald W. K.
130
Chernozhukov, Victor
120
Chen, Xiaohong
119
McAleer, Michael
116
Baltagi, Badi H.
112
Lütkepohl, Helmut
112
Kapetanios, George
103
Heckman, James J.
102
Otsu, Taisuke
98
Gouriéroux, Christian
96
Koopman, Siem Jan
95
Swanson, Norman R.
95
Ullah, Aman
92
Su, Liangjun
88
Franses, Philip Hans
87
Robinson, Peter M.
87
White, Halbert
87
Wooldridge, Jeffrey M.
86
Lee, Lung-fei
84
Bera, Anil K.
81
Dette, Holger
80
Li, Qi
78
Marcellino, Massimiliano
78
Simar, Léopold
77
Croux, Christophe
76
Lechner, Michael
76
Sentana, Enrique
76
Lucas, André
75
Hausman, Jerry A.
74
Nielsen, Morten Ørregaard
74
Sun, Yixiao
74
Horowitz, Joel
73
Hsiao, Cheng
73
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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OECD
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Ekonomiska forskningsinstitutet <Stockholm>
37
Umeå universitet
27
European University Institute / Department of Economics
26
University of New England / Department of Econometrics
22
Center for Economic Research <Tilburg>
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Centre for Microdata Methods and Practice <London>
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Centre for Quantitative Economics & Computing
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Organisation for Economic Co-operation and Development
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Centre for Analytical Finance <Århus>
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Deutsche Forschungsgemeinschaft
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London School of Economics and Political Science
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European Commission / Joint Research Centre
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Universität Basel / Institut für Statistik und Ökonometrie
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Econometrisch Instituut <Rotterdam>
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
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Federal Reserve System / Division of Research and Statistics
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International Energy Agency
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Birkbeck College / Department of Economics
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European Commission / Statistical Office of the European Communities
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Forschungsinstitut zur Zukunft der Arbeit
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University of Western Australia / Department of Economics
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Umeå Universitet / Institutionen för Nationalekonomi
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Universitetet i Oslo / Økonomisk institutt
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University of Chicago / Graduate School of Business
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Europäische Kommission / Statistisches Amt
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Rutgers University / Department of Economics
7
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
7
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
7
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
7
State University of New York at Albany / Department of Economics
7
European University Institute / Department of Law
6
Federal Reserve System / Board of Governors
6
Trinity College Dublin / Department of Economics
6
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Journal of econometrics
1,912
Economics letters
1,058
Econometric theory
760
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
692
Econometric reviews
496
CEMMAP working papers / Centre for Microdata Methods and Practice
408
NBER Working Paper
367
Discussion paper / Tinbergen Institute
350
Journal of the American Statistical Association : JASA
347
NBER working paper series
335
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
327
The econometrics journal
288
Journal of applied econometrics
243
Série des documents de travail / Centre de Recherche en Économie et Statistique
237
Applied economics letters
232
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
232
Cowles Foundation discussion paper
228
Working paper / National Bureau of Economic Research, Inc.
223
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
219
European journal of operational research : EJOR
212
Discussion paper series / IZA
211
Oxford bulletin of economics and statistics
201
Discussion paper / Center for Economic Research, Tilburg University
200
Applied economics
197
Working paper / Department of Econometrics and Business Statistics, Monash University
196
Econometrics : open access journal
186
Working paper
182
Discussion paper
176
International journal of forecasting
176
Journal of quantitative economics : official journal of the Indian Econometric Society
172
The review of economics and statistics
157
Economic modelling
155
Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland
152
Quantitative economics : QE ; journal of the Econometric Society
151
Insurance / Mathematics & economics
150
Journal of forecasting
148
Computational economics
147
CREATES research paper
146
IZA Discussion Paper
143
Working paper series
142
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ECONIS (ZBW)
40,005
RePEc
14
BASE
10
EconStor
4
ArchiDok
4
USB Cologne (EcoSocSci)
1
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Generalized forecast averaging in autoregressions with a near unit root
Kejriwal, Mohitosh
;
Yu, Xuewen
-
2019
Persistent link: https://www.econbiz.de/10012139722
Saved in:
2
On confidence intervals for autoregressive roots and predictive regression
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
82
(
2014
)
3
,
pp. 1177-1195
Persistent link: https://www.econbiz.de/10010506470
Saved in:
3
Testing for multiple level shifts with an integrated or stationary noise component
Carrion i Silvestre, Josep Lluís
;
Gadea, María Dolores
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 801-819
Persistent link: https://www.econbiz.de/10014432113
Saved in:
4
Residuals-based tests for cointegration with generalized least-squares detrended data
Perron, Pierre
;
Rodríguez, Gabriel
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 84-111
Persistent link: https://www.econbiz.de/10011487613
Saved in:
5
Low frequency robust cointegrated regression in the presence of a near-unity regressor
Hwang, Jungbin
;
Valdés, Gonzalo
-
2020
Persistent link: https://www.econbiz.de/10012214074
Saved in:
6
Asymptotic properties of the least squares estimator in local to unity processes with fractional Gaussian noise
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 73-95)
.
2023
Persistent link: https://www.econbiz.de/10014313249
Saved in:
7
Time varying three pass regression filter
Marcellino, Massimiliano
;
Dendramis, Yiannis
; …
-
2023
Persistent link: https://www.econbiz.de/10014383819
Saved in:
8
Forecasting simultaneously high-dimensional time series : a robust model-based clustering approach
Wang, Yongning
;
Tsay, Ruey S.
;
Ledolter, Johannes
; …
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 673-684
Persistent link: https://www.econbiz.de/10010344465
Saved in:
9
Multivariate time series modeling, estimation and prediction of mortalities
Ekheden, Erland
;
Hössjer, Ola
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 156-171
Persistent link: https://www.econbiz.de/10011428648
Saved in:
10
Estimation and forecasting in vector autoregressive moving average models for rich datasets
Dias, Gustavo Fruet
;
Kapetanios, George
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10011974554
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