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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~subject:"Shock"
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Zeitreihenanalyse
Shock
Estimation
880
Schätzung
876
Estimation theory
166
Schätztheorie
166
Theorie
165
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165
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152
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152
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Todorov, Viktor
6
Kim, Donggyu
5
Li, Jia
5
Moosa, Imad A.
5
Bollerslev, Tim
4
Gil-Alaña, Luis A.
4
Tauchen, George Eugene
4
Chang, Tsangyao
3
Fan, Jianqing
3
Omay, Tolga
3
Patton, Andrew J.
3
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3
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3
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2
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2
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2
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2
Ergemen, Yunus Emre
2
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2
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2
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2
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2
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2
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2
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2
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2
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Medeiros, Marcelo C.
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Mukhriz Izraf Azman Aziz
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Quaedvlieg, Rogier
2
Ranjbar, Omid
2
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Applied economics
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112
Discussion paper / Centre for Economic Policy Research
91
Discussion papers / CEPR
83
Economics letters
77
Energy economics
75
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
64
Applied economics letters
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
International journal of forecasting
51
Journal of economic dynamics & control
50
International review of economics & finance : IREF
49
Finance research letters
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
The North American journal of economics and finance : a journal of financial economics studies
44
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40
Journal of international money and finance
39
Working paper / National Bureau of Economic Research, Inc.
31
Macroeconomic dynamics
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European economic review : EER
27
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23
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Emerging markets, finance and trade : EMFT
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ECONIS (ZBW)
177
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1
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
2
Housing market regimes and the macroeconomy : a nonlinear study of the effects of housing price shocks
Motie, Golnaz Baradaran
;
Zeng, Zheng
- In:
Applied economics
56
(
2024
)
42
,
pp. 4989-5011
Persistent link: https://www.econbiz.de/10014560500
Saved in:
3
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
4
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
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6
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
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7
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
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8
Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? : a time-frequency analysis
Chen, Xiuwen
- In:
Applied economics
55
(
2023
)
48
,
pp. 5637-5652
Persistent link: https://www.econbiz.de/10014335498
Saved in:
9
Estimates of Trade Based Money Laundering within the European Union
Saenz, Mariana
;
Lewer, Joshua J.
- In:
Applied economics
55
(
2023
)
51
,
pp. 5991-6003
Persistent link: https://www.econbiz.de/10014335882
Saved in:
10
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
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