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Stochastic process
Schätztheorie
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Phillips, Peter C. B.
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16
Takahashi, Akihiko
16
Tauchen, George Eugene
15
Park, Joon Y.
14
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14
McAleer, Michael
13
Tsionas, Efthymios G.
13
Lieberman, Offer
11
Linton, Oliver
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Chan, Joshua
10
Lucas, André
10
Reiß, Markus
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Yu, Jun
10
Iacus, Stefano Maria
9
Li, Jia
9
Spokojnyj, Vladimir G.
9
Blasques, Francisco
8
Cui, Zhenyu
8
Dong, Chaohua
8
Fu, Michael
8
Greene, William
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Yamada, Toshihiro
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Tansel, Aysıt
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Asai, Manabu
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Brandenburgische Technische Universität Cottbus / Lehrstuhl Energiewirtschaft
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Federal Reserve Bank of Cleveland
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Queen Mary College / Department of Economics
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Rodney L. White Center for Financial Research
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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State University of New York at Albany / Department of Economics
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Symposium on Operations Research <24, 1999, Magdeburg>
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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University of Chicago / Graduate School of Business
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University of Essex / Department of Economics
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Universität Ulm
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Journal of econometrics
117
Economics letters
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
European journal of operational research : EJOR
37
Discussion paper / Tinbergen Institute
30
Econometric reviews
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CREATES research paper
23
Mathematics of operations research
23
Econometrics : open access journal
18
Quantitative finance
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Cowles Foundation discussion paper
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Econometric theory
17
The journal of computational finance
17
Computational economics
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Journal of empirical finance
16
Operations research
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SFB 649 discussion paper
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Discussion papers of interdisciplinary research project 373
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Insurance / Mathematics & economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of theoretical and applied finance
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Risks : open access journal
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Finance and stochastics
12
Operations research letters
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Quantitative economics : QE ; journal of the Econometric Society
12
The econometrics journal
12
Economic modelling
11
Journal of mathematical finance
11
Journal of productivity analysis
11
Working paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
11
Research paper series / Swiss Finance Institute
10
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
9
Journal of the American Statistical Association : JASA
9
Série des documents de travail
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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1
CVaR (superquantile) norm : stochastic case
Mafusalov, Alexander
;
Uryasev, Stan
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 200-208
Persistent link: https://www.econbiz.de/10011435796
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2
On factor models with random missing : EM estimation, inference, and cross validation
Jin, Sainan
;
Miao, Ke
;
Su, Liangjun
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 745-777
Persistent link: https://www.econbiz.de/10012619784
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3
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
4
Feasible optimal instrumental variables estimation of linear models with moving average disturbances
West, Kenneth D.
;
Wong, Ka-fu
;
Anatolyev, Stanislav
-
1998
Persistent link: https://www.econbiz.de/10001407344
Saved in:
5
Seemingly unrelated regression equation systems under diffuse stochastic prior information : a recursive analytical approach
Steel, Mark F. J.
-
1988
Persistent link: https://www.econbiz.de/10000782853
Saved in:
6
Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin
;
McAleer, Michael
;
Gill, Len
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000799442
Saved in:
7
Limited dependent Poisson regression
Brännäs, Kurt
-
1991
Persistent link: https://www.econbiz.de/10000816004
Saved in:
8
Simple procedures for testing autoregressive versus moving average errors in regression models
MacKenzie, Colin R.
;
McAleer, Michael
;
Gill, Len
-
1990
Persistent link: https://www.econbiz.de/10000129167
Saved in:
9
Estimation of linear models with missing data : the role of stochastic linear constraints
Toutenburg, Helge
;
Shalabh
-
2001
Persistent link: https://www.econbiz.de/10001744480
Saved in:
10
Smooth design-adapted wavelets for nonparametric stochastic regression
Delouille, V.
;
Simoens, J.
;
Sachs, R. von
- In:
Journal of the American Statistical Association : JASA
99
(
2004
)
467
,
pp. 643-658
Persistent link: https://www.econbiz.de/10002241660
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