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Estimation theory
Schätzung
128,609
Estimation
122,459
Theorie
116,375
Theory
114,468
Risk
60,999
Risiko
60,611
Börsenkurs
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51,897
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33,884
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31,881
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30,872
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21,790
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20,960
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20,689
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20,185
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19,442
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18,952
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18,609
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16,055
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16,045
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15,686
Wirtschaftswachstum
11,016
Finanzmarkt
10,926
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10,753
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10,689
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10,456
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Phillips, Peter C. B.
329
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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OECD
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37
Umeå universitet
27
European University Institute / Department of Economics
26
University of New England / Department of Econometrics
22
Center for Economic Research <Tilburg>
18
Centre for Microdata Methods and Practice <London>
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Centre for Quantitative Economics & Computing
17
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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International Energy Agency
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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
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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
289
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
Discussion paper series / IZA
212
European journal of operational research : EJOR
212
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
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142
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ECONIS (ZBW)
40,020
RePEc
14
BASE
10
EconStor
4
ArchiDok
4
USB Cologne (EcoSocSci)
1
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date (oldest first)
1
Correlated idiosyncratic
volatility
shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
2
Multivariate time-varying parameter modelling for stock markets
Neslihanoglu, Serdar
;
Bekiros, Stelios
;
McColl, John H.
; …
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 947-972
Persistent link: https://www.econbiz.de/10012616913
Saved in:
3
Realized regression with asynchronous and noisy high frequency and high dimensional data
Chen, Dachuan
;
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10015074483
Saved in:
4
Unrealistic expectations: the futility of precisely estimating a stock's expected return
Das, Sanjiv R.
;
Ostrov, Daniel
- In:
Journal of investment management : JOIM
22
(
2024
)
1
,
pp. 58-64
Persistent link: https://www.econbiz.de/10014546370
Saved in:
5
Econometric analysis of multivariate realised QML :
estimation
of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Saved in:
6
Conditional
correlation
models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10010380478
Saved in:
7
Estimating dynamic copula dependence using intraday data
Grossmass, Lidan
;
Poon, Ser-Huang
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 501-529
Persistent link: https://www.econbiz.de/10011339412
Saved in:
8
Determinism and non-linear behaviour of log-return and conditional
volatility
: empirical analysis for 26 stock markets
Dhifaoui, Zouhaier
- In:
South Asian journal of macroeconomics and public finance
11
(
2022
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10013256597
Saved in:
9
A factor approach to realized
volatility
forecasting in the presence of finite jumps and cross-sectional
correlation
in pricing errors
Atak, Alev
;
Kapetanios, George
- In:
Economics letters
120
(
2013
)
2
,
pp. 224-228
Persistent link: https://www.econbiz.de/10010128339
Saved in:
10
Equilibrium moment restrictions on asset returns : normal and crisis periods
Simmons, Peter J.
;
Tantisantiwong, Nongnuch
- In:
The European journal of finance
20
(
2014
)
10/12
,
pp. 1064-1089
Persistent link: https://www.econbiz.de/10010465917
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