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isPartOf:"Journal of econometrics"
subject:"Schätzung"
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Schätzung
Theorie
1,573
Theory
1,573
Estimation theory
366
Schätztheorie
366
Time series analysis
319
Zeitreihenanalyse
319
Estimation
165
Nichtparametrisches Verfahren
137
Nonparametric statistics
137
Statistical test
126
Statistischer Test
126
Forecasting model
125
Prognoseverfahren
125
Volatility
124
Volatilität
124
Regression analysis
114
Regressionsanalyse
114
Stochastic process
104
Stochastischer Prozess
104
USA
91
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91
Panel
89
Panel study
89
Bayes-Statistik
88
Bayesian inference
88
Method of moments
80
Momentenmethode
80
Statistical distribution
79
Statistische Verteilung
79
Monte Carlo simulation
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Monte-Carlo-Simulation
75
Cointegration
72
Kointegration
72
Markov chain
71
Markov-Kette
71
Bootstrap approach
68
Bootstrap-Verfahren
68
Einheitswurzeltest
65
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65
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164
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English
165
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Koop, Gary
5
Aït-Sahalia, Yacine
4
Frühwirth-Schnatter, Sylvia
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Steel, Mark F. J.
3
Todorov, Viktor
3
Andersen, Torben
2
Asai, Manabu
2
Fernández, Carmen
2
Fulop, Andras
2
Gallant, A. Ronald
2
Galvão Júnior, Antônio Fialho
2
Ghysels, Eric
2
Hallin, Marc
2
Han, Xu
2
Harvey, Andrew C.
2
Heckman, James J.
2
Hong, Yongmiao
2
Inoue, Atsushi
2
Kutlu, Levent
2
McAleer, Michael
2
Mroz, Thomas A.
2
Pelger, Markus
2
Robinson, Peter M.
2
Sasaki, Yuya
2
Shin, Yongcheol
2
Sickles, Robin C.
2
Su, Liangjun
2
Thyrsgaard, Martin
2
Timmermann, Allan
2
Xiu, Dacheng
2
Zhang, Xinyu
2
Zhang, Zhengjun
2
Agudze, Komla M.
1
Amado, Cristina
1
Andreou, Elena
1
Aruoba, S. Borağan
1
Atkinson, Scott Estes
1
Babii, Andrii
1
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Journal of econometrics
Applied economics
316
Economics letters
211
Economic modelling
194
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
170
Applied economics letters
169
Journal of international money and finance
155
Journal of applied econometrics
143
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
142
Journal of economic dynamics & control
126
International review of economics & finance : IREF
122
Journal of banking & finance
119
Journal of macroeconomics
117
The review of economics and statistics
113
Journal of empirical finance
100
Journal of monetary economics
96
Applied financial economics
95
Macroeconomic dynamics
91
European economic review : EER
90
International journal of forecasting
90
Journal of international economics
88
Journal of urban economics
85
The journal of finance : the journal of the American Finance Association
85
Journal of financial economics
84
Finance research letters
81
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
80
Energy economics
77
The American economic review
77
The economic journal : the journal of the Royal Economic Society
77
Journal of forecasting
75
Journal of money, credit and banking : JMCB
75
Econometric reviews
74
The Canadian journal of economics
72
American journal of agricultural economics
71
International journal of finance & economics : IJFE
71
The European journal of finance
69
International review of financial analysis
62
The North American journal of economics and finance : a journal of financial economics studies
60
Oxford bulletin of economics and statistics
58
The journal of real estate finance and economics
56
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ECONIS (ZBW)
165
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165
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1
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
Saved in:
2
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
3
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
Saved in:
4
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:
5
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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