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isPartOf:"Journal of applied econometrics"
subject:"Lohnstruktur"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Share price"
~subject:"Theorie"
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Lohnstruktur
Share price
Theorie
Estimation
376
Schätzung
372
Estimation theory
162
Schätztheorie
162
Theory
102
Time series analysis
95
Zeitreihenanalyse
95
Panel
86
Panel study
86
Nichtparametrisches Verfahren
82
Nonparametric statistics
82
Volatility
80
Volatilität
80
Regression analysis
71
Regressionsanalyse
71
Forecasting model
65
Prognoseverfahren
65
Börsenkurs
45
Capital income
43
Kapitaleinkommen
43
Factor analysis
39
Faktorenanalyse
39
Stochastic process
38
Stochastischer Prozess
38
Panel data
32
Bayes-Statistik
31
Bayesian inference
31
Statistical test
29
Statistischer Test
29
Markov chain
25
Markov-Kette
25
ARCH model
24
ARCH-Modell
24
Causality analysis
24
Kausalanalyse
24
VAR model
24
VAR-Modell
24
Monte Carlo simulation
23
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Article
144
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144
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Conference paper
1
Konferenzbeitrag
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English
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Todorov, Viktor
6
Li, Jia
5
Marcellino, Massimiliano
5
Kim, Donggyu
4
Tauchen, George Eugene
4
Aït-Sahalia, Yacine
3
Lucas, André
3
Wang, Yazhen
3
Xiu, Dacheng
3
Andersen, Torben
2
Asai, Manabu
2
Bailey, Natalia
2
Bollerslev, Tim
2
Carriero, Andrea
2
Christensen, Kim
2
Clark, Todd E.
2
Fan, Jianqing
2
Forbes, Catherine Scipione
2
Frühwirth-Schnatter, Sylvia
2
Ghysels, Eric
2
Hallin, Marc
2
Hong, Yongmiao
2
Hounyo, Ulrich
2
Hurd, Michael D.
2
Jacobi, Liana
2
Kapetanios, George
2
Koopman, Siem Jan
2
Maneesoonthorn, Worapree
2
Martin, Gael M.
2
McAleer, Michael
2
Paolella, Marc S.
2
Pelger, Markus
2
Phillips, Peter C. B.
2
Polak, Pawel
2
Sasaki, Yuya
2
Su, Liangjun
2
Taylor, Robert
2
Thyrsgaard, Martin
2
Timmermann, Allan
2
Zhang, Congshan
2
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Journal of applied econometrics
Journal of econometrics
Discussion paper / Centre for Economic Policy Research
342
Working paper / National Bureau of Economic Research, Inc.
189
Economic modelling
181
Finance research letters
177
Applied economics
167
Discussion papers / CEPR
161
International review of economics & finance : IREF
150
Economics letters
120
Applied economics letters
114
International review of financial analysis
114
The North American journal of economics and finance : a journal of financial economics studies
112
Energy economics
100
Journal of banking & finance
95
Journal of empirical finance
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
83
Journal of economic dynamics & control
81
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
Journal of international money and finance
74
Research in international business and finance
70
Journal of financial economics
67
International journal of forecasting
63
Journal of international financial markets, institutions & money
60
Macroeconomic dynamics
60
Pacific-Basin finance journal
58
Journal of macroeconomics
57
Labour economics : official journal of the European Association of Labour Economists
57
Management science : journal of the Institute for Operations Research and the Management Sciences
56
SpringerLink / Bücher
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
51
European economic review : EER
47
The European journal of finance
45
Review of quantitative finance and accounting
44
Journal of monetary economics
43
International journal of economics and finance
42
Quantitative finance
42
International journal of finance & economics : IJFE
38
Journal of international economics
37
Journal of financial markets
36
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ECONIS (ZBW)
144
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1
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
2
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:
3
Best linear and quadratic moments for spatial econometric models with an application to spatial interdependence patterns of employment growth in US counties
Jin, Fei
;
Lee, Lung-fei
;
Yang, Kai
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 640-658
Persistent link: https://www.econbiz.de/10014562842
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
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
Saved in:
6
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
7
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
Saved in:
8
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
9
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
10
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
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