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isPartOf:"Journal of applied econometrics"
subject:"Lohnstruktur"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Bayesian inference"
~subject:"Forecasting model"
~subject:"Theorie"
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Lohnstruktur
Bayesian inference
Forecasting model
Theorie
Estimation
1,134
Schätzung
1,129
Theory
369
Estimation theory
268
Schätztheorie
268
Volatility
222
Volatilität
222
USA
195
United States
195
Time series analysis
184
Zeitreihenanalyse
184
Börsenkurs
149
Capital income
149
Kapitaleinkommen
149
Share price
149
Prognoseverfahren
141
Panel
138
Panel study
138
Nichtparametrisches Verfahren
134
Nonparametric statistics
134
Regression analysis
120
Regressionsanalyse
120
Welt
89
World
89
ARCH model
81
ARCH-Modell
81
Aktienmarkt
74
Stock market
74
VAR model
71
VAR-Modell
71
Bayes-Statistik
70
Cointegration
69
Kointegration
69
Stochastic process
65
Stochastischer Prozess
65
Exchange rate
56
Wechselkurs
56
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Undetermined
254
Free
11
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Article
508
Book / Working Paper
1
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Article in journal
508
Aufsatz in Zeitschrift
508
Collection of articles of several authors
2
Conference paper
2
Konferenzbeitrag
2
Sammelwerk
2
Country report
1
Länderbericht
1
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English
509
Author
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Pesaran, M. Hashem
8
Gupta, Rangan
7
Koop, Gary
7
Phillips, Peter C. B.
6
Todorov, Viktor
6
Andersen, Torben
5
Ghysels, Eric
5
Aït-Sahalia, Yacine
4
Bollerslev, Tim
4
Clark, Todd E.
4
Dai, Zhifeng
4
Frühwirth-Schnatter, Sylvia
4
Marcellino, Massimiliano
4
Pierdzioch, Christian
4
Ravazzolo, Francesco
4
Steel, Mark F. J.
4
Asai, Manabu
3
Baltagi, Badi H.
3
Billio, Monica
3
Blundell, Richard W.
3
Casarin, Roberto
3
Dijk, Dick van
3
Doppelhofer, Gernot
3
Fan, Jianqing
3
Fulop, Andras
3
Gallant, A. Ronald
3
Hong, Yongmiao
3
Jacobi, Liana
3
Kaufmann, Sylvia
3
Kim, Donggyu
3
Koopman, Siem Jan
3
Lee, Lung-fei
3
Lucas, André
3
McAleer, Michael
3
McCracken, Michael W.
3
Nielsen, Morten Ørregaard
3
Nonejad, Nima
3
Shin, Yongcheol
3
Su, Liangjun
3
Weeks, Melvyn
3
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Journal of applied econometrics
Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Discussion paper series / IZA
701
Working paper / National Bureau of Economic Research, Inc.
628
NBER working paper series
525
NBER Working Paper
490
Applied economics
428
Discussion paper / Centre for Economic Policy Research
428
CESifo working papers
323
Economic modelling
276
Working paper
274
Economics letters
265
IZA Discussion Paper
262
Applied economics letters
239
Discussion paper
199
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
196
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
190
Journal of international money and finance
186
Journal of banking & finance
184
International journal of forecasting
173
Discussion paper / Tinbergen Institute
171
International review of economics & finance : IREF
169
Discussion papers / CEPR
167
Finance research letters
161
Journal of economic dynamics & control
141
Journal of empirical finance
138
Europäische Hochschulschriften / 5
137
Journal of macroeconomics
135
Journal of forecasting
130
Journal of financial economics
126
Energy economics
123
The review of economics and statistics
120
International review of financial analysis
115
Applied financial economics
112
European economic review : EER
110
Macroeconomic dynamics
105
Journal of monetary economics
104
Labour economics : official journal of the European Association of Labour Economists
103
SpringerLink / Bücher
99
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ECONIS (ZBW)
509
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31
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
Saved in:
32
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
33
The demand for money at the zero interest rate bound
Watanabe, Tsutomu
;
Tomoyoshi, Yabu
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 968-976
Persistent link: https://www.econbiz.de/10014432204
Saved in:
34
Probabilistic prediction for binary treatment choice : with focus on personalized medicine
Manski, Charles F.
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 647-663
Persistent link: https://www.econbiz.de/10014434356
Saved in:
35
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 758-776
Persistent link: https://www.econbiz.de/10014434367
Saved in:
36
Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels
Chen, Na
;
Jin, Xiu
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014484000
Saved in:
37
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
38
The time-varying risk-return trade-off and its explanatory and predictive factors
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014485269
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39
Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun
;
Chen, Dongqiao
;
Huang, Jialiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
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40
Does the Central Bank of Peru respond to exchange rate movements? : a Bayesian estimation of a New Keynesian DSGE model with FX interventions
Rodriguez, Gabriel
;
Castillo B., Paul
;
Hasegawa, Harumi
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014485281
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