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  • Search: subject_exact:"Schätzfunktion"
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Year of publication
Subject
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Schätztheorie 39,810 Estimation theory 39,809 Theorie 9,126 Theory 9,125 Estimation 7,334 Schätzung 7,333 Zeitreihenanalyse 6,747 Time series analysis 6,735 Regressionsanalyse 5,104 Regression analysis 5,090 Nichtparametrisches Verfahren 3,771 Nonparametric statistics 3,770 Prognoseverfahren 2,325 Forecasting model 2,323 Panel 2,168 Panel study 2,167 Volatilität 2,002 Volatility 1,999 Statistischer Test 1,959 Statistical test 1,953 Statistical distribution 1,848 Statistische Verteilung 1,848 Statistical theory 1,667 Statistische Methodenlehre 1,667 Stochastischer Prozess 1,662 Stochastic process 1,661 USA 1,524 ARCH model 1,516 ARCH-Modell 1,516 United States 1,515 Monte-Carlo-Simulation 1,468 Monte Carlo simulation 1,457 Bayesian inference 1,447 Bayes-Statistik 1,446 Korrelation 1,369 Correlation 1,367 Sampling 1,358 Stichprobenerhebung 1,358 Induktive Statistik 1,357 Statistical inference 1,357
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Online availability
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Free 13,881 Undetermined 6,968 CC license 580
Type of publication
All
Book / Working Paper 20,199 Article 19,625 Journal 7
Type of publication (narrower categories)
All
Article in journal 17,884 Aufsatz in Zeitschrift 17,884 Arbeitspapier 9,645 Working Paper 9,645 Graue Literatur 9,518 Non-commercial literature 9,518 Aufsatz im Buch 1,248 Book section 1,248 Hochschulschrift 860 Thesis 686 Collection of articles of several authors 232 Sammelwerk 232 Amtsdruckschrift 184 Government document 184 Bibliografie enthalten 161 Bibliography included 161 Collection of articles written by one author 150 Sammlung 150 Conference paper 125 Konferenzbeitrag 125 Aufsatzsammlung 117 Konferenzschrift 108 Forschungsbericht 97 Systematic review 91 Übersichtsarbeit 91 Lehrbuch 78 Textbook 71 Conference proceedings 56 Rezension 50 Festschrift 30 Mikroform 23 Mehrbändiges Werk 22 Multi-volume publication 22 Bibliografie 13 Einführung 11 Handbook 9 Handbuch 9 Statistik 9 Reprint 7 Aufgabensammlung 6
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Language
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English 38,634 German 747 French 243 Spanish 89 Italian 39 Polish 36 Portuguese 18 Hungarian 10 Chinese 8 Russian 7 Danish 5 Finnish 5 Japanese 3 Dutch 3 Norwegian 3 Swedish 2 Turkish 2 Undetermined 2 Czech 1 Romanian 1
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Author
All
Phillips, Peter C. B. 324 Linton, Oliver 213 Gao, Jiti 198 Pesaran, M. Hashem 194 Härdle, Wolfgang 184 Newey, Whitney K. 138 Imbens, Guido 134 Andrews, Donald W. K. 130 Chen, Xiaohong 119 Chernozhukov, Victor 119 McAleer, Michael 116 Baltagi, Badi H. 112 Lütkepohl, Helmut 111 Kapetanios, George 103 Heckman, James J. 101 Otsu, Taisuke 98 Gouriéroux, Christian 96 Koopman, Siem Jan 95 Swanson, Norman R. 95 Ullah, Aman 91 White, Halbert 88 Robinson, Peter M. 87 Su, Liangjun 87 Franses, Philip Hans 86 Wooldridge, Jeffrey M. 86 Lee, Lung-fei 84 Bera, Anil K. 80 Dette, Holger 80 Li, Qi 78 Croux, Christophe 76 Lechner, Michael 76 Simar, Léopold 76 Sentana, Enrique 75 Lucas, André 74 Marcellino, Massimiliano 74 Nielsen, Morten Ørregaard 74 Sun, Yixiao 74 Horowitz, Joel 73 Hsiao, Cheng 73 Stock, James H. 73
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Institution
All
National Bureau of Economic Research 449 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 135 OECD 45 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> 18 Centre for Microdata Methods and Practice <London> 17 Centre for Quantitative Economics & Computing 17 Organisation for Economic Co-operation and Development 17 London School of Economics and Political Science 14 Centre for Analytical Finance <Århus> 13 Deutsche Forschungsgemeinschaft 13 University of Exeter / Department of Economics 13 European Commission / Joint Research Centre 12 Technische Universität Dresden / Fakultät Wirtschaftswissenschaften 12 Universität Basel / Institut für Statistik und Ökonometrie 12 Econometrisch Instituut <Rotterdam> 11 Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät 11 Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft 10 Federal Reserve System / Division of Research and Statistics 10 International Energy Agency 10 Birkbeck College / Department of Economics 9 European Commission / Statistical Office of the European Communities 9 Forschungsinstitut zur Zukunft der Arbeit 9 University of Western Australia / Department of Economics 9 Escola de Pós-Graduação em Economia <Rio de Janeiro> 8 Umeå Universitet / Institutionen för Nationalekonomi 8 Universitetet i Oslo / Økonomisk institutt 8 University of Chicago / Graduate School of Business 8 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 Europäische Kommission / Statistisches Amt 6 Federal Reserve System / Board of Governors 6 Trinity College Dublin / Department of Economics 6
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Published in...
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Journal of econometrics 1,900 Economics letters 1,042 Econometric theory 760 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 691 Econometric reviews 496 CEMMAP working papers / Centre for Microdata Methods and Practice 405 NBER Working Paper 367 Discussion paper / Tinbergen Institute 348 Journal of the American Statistical Association : JASA 347 NBER working paper series 331 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 242 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 224 Working paper / National Bureau of Economic Research, Inc. 223 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 218 Discussion paper series / IZA 209 European journal of operational research : EJOR 209 Oxford bulletin of economics and statistics 201 Discussion paper / Center for Economic Research, Tilburg University 200 Working paper / Department of Econometrics and Business Statistics, Monash University 196 Applied economics 194 Econometrics : open access journal 184 Working paper 180 Discussion paper 176 International journal of forecasting 176 Journal of quantitative economics : official journal of the Indian Econometric Society 172 Economic modelling 155 The review of economics and statistics 155 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 152 Insurance / Mathematics & economics 150 Quantitative economics : QE ; journal of the Econometric Society 150 Journal of forecasting 148 Computational economics 147 CREATES research paper 146 IZA Discussion Paper 144 Working paper series 142
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Source
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ECONIS (ZBW) 39,815 USB Cologne (business full texts) 10 USB Cologne (EcoSocSci) 6
Showing 1 - 50 of 39,831
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Econometrics of insurance with multidimensional types
Aryal, Gaurab; Perrigne, Isabelle; Vuong, Quang H.; … - In: Quantitative economics : QE ; journal of the … 16 (2025) 1, pp. 267-294
In this paper, we address the identification and estimation of insurance models where insurees have private information about their risk and risk aversion. The model includes random damages and allows for several claims, while insurees choose from a finite number of coverages. We show that the...
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Double robust inference for continuous updating GMM
Kleibergen, Frank; Zhan, Zhaoguo - In: Quantitative economics : QE ; journal of the … 16 (2025) 1, pp. 295-327
We propose the double robust Lagrange multiplier (DRLM) statistic for testing hypotheses specified on the minimizer of the population continuous updating objective function. The (bounding) χ2 limiting distribution of the DRLM statistic is robust to both misspecification and weak identification,...
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Prediction sets and conformal inference with censored outcomes
Liu, Weiguang; Paula, Áureo de; Tamer, Elie T. - 2025
Given data on a scalar random variable 𝑌, a prediction set for 𝑌 with miscoverage level 𝛼 is a set of values for 𝑌 that contains a randomly drawn 𝑌 with probability 1 − 𝛼, where 𝛼 ∈ (0, 1). Among all prediction sets that satisfy this coverage property, the oracle...
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A Neyman-orthogonalization approach to the incidental parameter problem
Bonhomme, Stéphane; Jochmans, Koen; Weidner, Martin - 2025
A popular approach to perform inference on a target parameter in the presence of nuisance parameters is to construct estimating equations that are orthogonal to the nuisance parameters, in the sense that their expected first derivative is zero. Such first-order orthogonalization may, however,...
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Identification of treatment effects under limited exogenous variation
Newey, Whitney K.; Stouli, Sami - 2025 - Date: January 24, 2025
Multidimensional heterogeneity and endogeneity are important features of a wide class of econometric models. With control variables to correct for endogeneity, nonparametric identification of treatment effects requires strong support conditions. To alleviate this requirement, we consider varying...
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Weak exogeneity, cointegration and stability tests
Bianchi, Annamaria; Khalaf, Lynda; Urga, Giovanni - 2025
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Tail expectile-VaR estimation in the semiparametric Generalized Pareto model
Abbas, Yasser; Daouia, Abdelaati; Nemouchi, Boutheina; … - 2025
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Freidlin-Wentzell type exit-time estimates for time-inhomogeneous diffusions and their applications
Aleksian, Ashot; Villeneuve, Stéphane - 2025
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A Neyman-Orthogonalization Approach to the incidental parameter problem
Bonhomme, Stéphane; Jochmans, Koen; Weidner, Martin - 2025
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The pricing kernel under proportional ambiguity
Spengemann, Marco - 2025
The pricing kernel is an important tool for understanding asset prices, expected returns, and investor preferences. However, empirical findings often reveal deviations from theoretical predictions, leading to the so-called "pricing kernel puzzle". This article explores the pricing kernel under...
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Dealing with regression models' endogeneity by means of an adjusted estimator for the Gaussian copula approach
Liengaard, Benjamin Dybro; Becker, Jan-Michael; … - In: Journal of the Academy of Marketing Science 53 (2025) 1, pp. 279-299
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Estimation and forecast of carbon emission market volatility based on model averaging method
Wang, Nianling; Wang, Qianchao; Li, Yong - In: Economic modelling 143 (2025), pp. 1-10
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Modelling green knowledge production and environmental policies with semiparametric panel data regression models
Musolesi, Antonio; Golinelli, Davide; Mazzanti, Massimiliano - In: Empirical economics : a quarterly journal of the … 68 (2025) 1, pp. 327-352
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Improving minimum-variance portfolio through shrinkage of large covariance matrices
Shi, Fangquan; Shu, Lianjie; He, Fangyi; Huang, Wenpo - In: Economic modelling 144 (2025), pp. 1-16
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Bayesian analysis for functional coefficient conditional autoregressive range model with applications
Wang, Bin; Qian, Yixin; Yu, Enping - In: Economic modelling 144 (2025), pp. 1-12
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Sparse spanning portfolios and under-diversification with second-order stochastic dominance
Arvanitis, Stelios - 2025
We develop and implement methods for determining whether relaxing sparsity constraints on portfolios improves the investment opportunity set for risk-averse investors. We formulate a new estimation procedure for sparse second-order stochastic spanning based on a greedy algorithm and Linear...
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On the identity of two solution algorithms of the "improved normalized squared differences" matrix adjustment model
Révész, Tamás - In: Central European journal of operations research 33 (2025) 1, pp. 315-332
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Copula tensor count autoregressions for modeling multidimensional integer-valued time series
Armillotta, Mirko; Gorgi, Paolo; Lucas, André - 2025
This paper presents a novel copula-based autoregressive framework for multilayer arrays of integer-valued time series with tensor structure. It complements recent advances in tensor time series that predominantly focus on real-valued data and overlook the unique properties of integer-valued time...
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Regularized maximum likelihood estimation for the random coefficients model
Dunker, Fabian; Mendoza, Emil; Reale, Marco - In: Econometric reviews 44 (2025) 2, pp. 192-213
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Using generalized estimating equations to estimate nonlinear models with spatial data
Wang, Weining; Wooldridge, Jeffrey M.; Xu, Mengshan; … - In: Econometric reviews 44 (2025) 2, pp. 214-242
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Nonseparable panel models with index structure and correlated random effects
Čížek, Pavel; Sadikoğlu, Serhan - In: Econometric reviews 44 (2025) 3, pp. 246-274
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Robust inference on income inequality : t-statistic based approach
Ibragimov, Rustam Ju.; Kattuman, Paul A.; Skrobotov, Anton - In: Econometric reviews 44 (2025) 4, pp. 384-415
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Testing for nonlinear cointegration under heteroskedasticity
Hanck, Christoph; Massing, Till Philipp Georg - In: Econometric reviews 44 (2025) 4, pp. 512-543
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The shifted GARCH model with affine variance : applications in pricing
Escobar, Marcos; Hou, Yangyang; Stentoft, Lars - In: Finance research letters 71 (2025), pp. 1-8
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Estimating parameters of structural models using neural networks
Wei, Yanhao; Jiang, Zhenling - In: Marketing science 44 (2025) 1, pp. 102-128
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Uncovering the risk-return trade-off through ridge regressions
Alemany, Nuria; Aragó, Vicent; Salvador, Enrique - In: Finance research letters 71 (2025), pp. 1-13
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Point-identifying semiparametric sample selection models with no excluded variable
Kim, Dongwoo; Lee, Young Jun - 2025
Sample selection is pervasive in applied economic studies. This paper develops semiparametric selection models that achieve point identification without relying on exclusion restrictions, an assumption long believed necessary for identification in semiparametric selection models. Our...
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Score-driven time-varying parameter models with splinebased densities
Brummelen, Janneke van; Gorgi, Paolo; Koopman, Siem Jan - 2025
We develop a score-driven time-varying parameter model where no particular parametric error distribution needs to be specified. The proposed method relies on a versatile spline-based density, which produces a score function that follows a natural cubic spline. This flexible approach nests the...
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Simple estimation of semiparametric models with measurement errors
Evdokimov, Kirill S.; Zeleneev, Andrei - 2025 - This version: November 28, 2024
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...
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Marginal effects for probit and tobit with endogeneity
Evdokimov, Kirill S.; Kalina, Ilze; Zeleneev, Andrei - 2025 - This version: December 2024
When evaluating partial effects, it is important to distinguish between structural endogeneity and measurement errors. In contrast to linear models, these two sources of endogeneity affect partial effects differently in nonlinear models. We study this issue focusing on the Instrumental Variable...
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Estimating discrete choice demand models with sparse market-product shocks
Lu, Zhentong; Shimizu, Kenichi - 2025
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Nonparametric inference for a triangular system of equations for quantile regression
Kim, Yubin; Lee, Sungwon - In: Seoul journal of economics : SJE 38 (2025) 1, pp. 1-28
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Convergence rates of GMM estimators with nonsmooth moments under misspecification
Kang, Byunghoon; Lee, Seojeong; Song, Juha - In: Seoul journal of economics : SJE 38 (2025) 1, pp. 29-49
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Recent applications of generalized instrumental variable models
Kim, Dongwoo - In: Seoul journal of economics : SJE 38 (2025) 1, pp. 51-68
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Output gap measurement after Covid for Colombia: lessons from a permanent-transitory approach
Granados, Camilo; Parra-Amado, Daniel - 2025
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Propensity score in the tails and returns to education in Italy
Furno, Marilena; Caracciolo, Francesco - In: Economies : open access journal 13 (2025) 2, pp. 1-28
The propensity score defining the probability of completing a given degree of education - to balance covariates - and the Mincer equation is here estimated at various degrees of higher education. The novelty is in implementing propensity score and regression estimators together in a...
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Inference in dynamic models for panel data using the moving block bootstrap
Higgins, Ayden; Jochmans, Koen - 2025
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Using distributional random forests for the analysis of the income distribution
Biewen, Martin; Glaisner, Stefan - 2025
This paper utilises distributional random forests as a flexible machine learning method for analysing income distributions. Distributional random forests avoid parametric assumptions, capture complex interactions among covariates, and, once trained, provide full estimates of conditional income...
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Asymptotic F and t tests in cointegrating regressions with asymptotically homogeneous functions
Hwang, Jungbin; Sun, Yixiao - 2025
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To omit or to include? : integrating the frugal and prolific perspectives on control variable use
Mändli, Fabian; Rönkkö, Mikko - In: Organizational research methods : ORM 28 (2025) 1, pp. 114-137
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On the nuisance of control variables in causal regression analysis
Hünermund, Paul; Louw, Beyers - In: Organizational research methods : ORM 28 (2025) 1, pp. 138-151
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Accurate estimates of ultimate 100-meter records
Einmahl, John H. J.; He, Yi - 2025
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Testing for multiple structural breaks in multivariate long memory regression models
Less, Vivien; Rodrigues, Paulo M. M.; Sibbertsen, Philipp - 2025
This paper focuses on the estimation and testing of multiple breaks that occur at unknown dates in multivariate long memory time series regression models, allowing for fractional cointegration. A likelihood-ratio based approach for estimating the breaks in the parameters and in the covariance of...
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A comparison of Bayesian and frequentist variable selection methods for estimating average treatment effects in logistic regression
Martinez, Alex H.; Christensen, Brian; Sutton, Elizabeth F. - 2025
In many manuscripts, researchers use multivariable logistic regression to adjust for potential confounding variables when estimating a direct relationship of a treatment or exposure on a binary outcome. After choosing how variables are entered into that model, researchers can calculate an...
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Indirect inference for the identification of star variables in macroeconomic models
Minford, Patrick; Xu, Yongdeng - 2025
Star variables, such as potential output and the neutral real interest rate, are fundamental to economic policymaking but challenging to identify due to their latent nature. Buncic, Pagan, and Robinson (2023) highlight the difficulty of identifying star variables within short macroeconomic...
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Effects of capital flow management measures on wealth inequality : new evidence from counterfactual estimators
Zhou, Yang; Kitano, Shigeto - 2025
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Using tax kinks to estimate the marginal propensity to consume
Gillitzer, Christian; Landersø, Rasmus; Skov, Peer Ebbesen - 2025
We show how tax kinks can be used to estimate the marginal propensity to consume (MPC). Tax kinks create discrete changes in the relationship between taxable income and disposable income, which – under a set of testable assumptions – enables causal identification of the spending response to...
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A robust method to date recessions and compute output gaps : the Portuguese case
Assunção, João; Fernandes, Pedro Afonso - In: Portuguese economic journal 24 (2025) 1, pp. 101-121
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Essays on dynamic macroeconomics : from structural parameter estimation to the evaluation of central bank policies
Castellanos Silván, Juan - 2025
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On GARCH and autoregressive stochastic volatility approaches for market calibration and option pricing
Pang, Tao; Zhao, Yang - In: Risks : open access journal 13 (2025) 2, pp. 1-24
In this paper, we carry out a comprehensive comparison of Gaussian generalized autoregressive conditional heteroskedasticity (GARCH) and autoregressive stochastic volatility (ARSV) models for volatility forecasting using the S&P 500 Index. In particular, we investigate their performance using...
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