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isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
subject:"Estimation theory"
~isPartOf:"Journal of applied econometrics"
~subject:"Nonparametric statistics"
~subject:"United States"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation theory
Nonparametric statistics
United States
Zeitreihenanalyse
Theorie
562
Theory
562
Estimation
143
Schätzung
143
Schätztheorie
136
USA
92
Time series analysis
89
Forecasting model
64
Prognoseverfahren
64
Volatility
34
Volatilität
34
Bayes-Statistik
30
Bayesian inference
30
Großbritannien
30
United Kingdom
30
VAR model
28
VAR-Modell
28
Statistical test
26
Statistischer Test
26
ARCH model
23
ARCH-Modell
23
Panel
22
Panel study
22
Welt
22
World
22
Cointegration
20
Kointegration
20
Regression analysis
20
Regressionsanalyse
20
Statistical distribution
20
Statistische Verteilung
20
Capital income
16
Exchange rate
16
Kapitaleinkommen
16
Microeconometrics
16
Mikroökonometrie
16
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16
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2
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Article
272
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Aufsatz in Zeitschrift
Article in journal
272
Arbeitspapier
150
Working Paper
150
Graue Literatur
131
Non-commercial literature
131
Collection of articles of several authors
7
Sammelwerk
7
Conference proceedings
1
Country report
1
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1
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1
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English
272
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Pesaran, M. Hashem
6
Koop, Gary
5
Franses, Philip Hans
3
Hall, Stephen G.
3
Koopman, Siem Jan
3
Marcellino, Massimiliano
3
Palm, Franz C.
3
Trivedi, Pravin K.
3
Baillie, Richard
2
Bianchi, Marco
2
Blundell, Richard W.
2
Carriero, Andrea
2
Clark, Todd E.
2
Clements, Michael P.
2
Creal, Drew
2
David, Martin Heidenhain
2
Deb, Partha
2
Dijk, Herman K. van
2
Fair, Ray C.
2
Fleissig, Adrian R.
2
Garcia, René
2
Giacomini, Raffaella
2
Hafner, Christian M.
2
Harvey, Andrew C.
2
Hautsch, Nikolaus
2
Hodgson, Douglas J.
2
Horrace, William C.
2
Jäger, Albert
2
Kapetanios, George
2
Kilian, Lutz
2
Kodde, David A.
2
Koenker, Roger
2
Kuan, Chung-ming
2
Kunst, Robert M.
2
Lee, Myoung-jae
2
Lucas, André
2
MacKinnon, James G.
2
McAleer, Michael
2
Monfort, Alain
2
Neusser, Klaus
2
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Discussion paper / Center for Economic Research, Tilburg University
Journal of applied econometrics
Journal of econometrics
796
Economics letters
774
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
496
Econometric theory
456
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
398
European journal of operational research : EJOR
389
International journal of forecasting
359
The review of economics and statistics
340
Applied economics
300
The American economic review
294
American journal of agricultural economics
292
Econometric reviews
292
Journal of forecasting
277
The review of financial studies
238
The journal of finance : the journal of the American Finance Association
227
Computers & operations research : and their applications to problems of world concern ; an international journal
217
Journal of monetary economics
209
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
192
Journal of economic dynamics & control
191
Journal of political economy
191
International economic review
185
Economic modelling
182
Applied economics letters
178
Journal of banking & finance
174
International journal of production research
173
Oxford bulletin of economics and statistics
165
Journal of money, credit and banking : JMCB
158
Journal of quantitative economics : official journal of the Indian Econometric Society
153
Southern economic journal
152
Journal of financial economics
150
Journal of macroeconomics
149
Economic inquiry : journal of the Western Economic Association International
142
The review of economic studies
127
The journal of futures markets
124
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
122
Journal of international money and finance
118
The quarterly journal of economics
117
Energy economics
115
Journal of urban economics
115
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ECONIS (ZBW)
272
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1
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
Klein, Nadja
;
Smith, Michael S.
;
Nott, David J.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 493-511
Persistent link: https://www.econbiz.de/10014288014
Saved in:
2
Forecasting low-frequency macroeconomic events with high-frequency data
Galvão, Ana Beatriz C.
;
Owyang, Michael T.
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1314-1333
Persistent link: https://www.econbiz.de/10013473971
Saved in:
3
Partial identification and inference for conditional distributions of treatment effects
Lee, Sungwon
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 107-127
Persistent link: https://www.econbiz.de/10014474442
Saved in:
4
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
5
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
6
Heavy tailed but not Zipf : firm and establishment size in the United States
Kondo, Illenin O.
;
Lewis, Logan T.
;
Stella, Andrea
- In:
Journal of applied econometrics
38
(
2023
)
5
,
pp. 767-785
Persistent link: https://www.econbiz.de/10014338144
Saved in:
7
US weekly economic index : replication and extension
Wegmüller, Philipp
;
Glocker, Christian
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 977-985
Persistent link: https://www.econbiz.de/10014432206
Saved in:
8
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
9
Count Roy model with finite mixtures
Munkin, Murat K.
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1160-1181
Persistent link: https://www.econbiz.de/10013464662
Saved in:
10
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
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