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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~subject:"Estimation theory"
~subject:"Momentenmethode"
~subject:"USA"
~subject:"Volatilität"
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Schätztheorie
Estimation theory
Momentenmethode
USA
Volatilität
Theorie
1,607
Theory
1,607
Time series analysis
326
Zeitreihenanalyse
326
Estimation
166
Schätzung
166
Nichtparametrisches Verfahren
140
Nonparametric statistics
140
Forecasting model
128
Prognoseverfahren
128
Statistical test
128
Statistischer Test
128
Volatility
125
Regression analysis
114
Regressionsanalyse
114
Stochastic process
104
Stochastischer Prozess
104
United States
94
Panel
91
Panel study
91
Bayes-Statistik
88
Bayesian inference
88
Ökonometrie
84
Econometrics
82
Method of moments
81
Statistical distribution
81
Statistische Verteilung
81
Monte Carlo simulation
75
Monte-Carlo-Simulation
75
Cointegration
72
Kointegration
72
Markov chain
71
Markov-Kette
71
Bootstrap approach
68
Bootstrap-Verfahren
68
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All
Undetermined
75
Type of publication
All
Article
609
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
608
Aufsatz in Zeitschrift
608
Collection of articles of several authors
11
Sammelwerk
11
Konferenzschrift
4
Conference proceedings
3
Systematic review
1
Übersichtsarbeit
1
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Language
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English
616
Author
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Lee, Lung-fei
10
Schmidt, Peter
8
Aït-Sahalia, Yacine
7
Chib, Siddhartha
7
Diebold, Francis X.
7
Gouriéroux, Christian
7
Bollerslev, Tim
6
Koop, Gary
6
Li, Qi
6
Phillips, Peter C. B.
6
Baltagi, Badi H.
5
Franses, Philip Hans
5
Gallant, A. Ronald
5
Granger, C. W. J.
5
Kohn, Robert
5
Renault, Eric
5
Steel, Mark F. J.
5
Tauchen, George Eugene
5
Ahn, Seung Chan
4
Andersen, Torben
4
Andrews, Donald W. K.
4
Chen, Songnian
4
Chen, Xiaohong
4
Ghysels, Eric
4
Hallin, Marc
4
Hsiao, Cheng
4
Inoue, Atsushi
4
King, Maxwell L.
4
Linton, Oliver
4
Lütkepohl, Helmut
4
McAleer, Michael
4
Pesaran, M. Hashem
4
Swanson, Norman R.
4
Todorov, Viktor
4
Windmeijer, Frank
4
Abrevaya, Jason
3
Ai, Chunrong
3
Ali, Mukhtar M.
3
Asai, Manabu
3
Atkinson, Scott Estes
3
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Institution
All
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
1,567
Economics letters
652
Discussion paper / Centre for Economic Policy Research
448
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
386
European journal of operational research : EJOR
355
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
353
The review of economics and statistics
327
The American economic review
326
Econometric theory
320
Working paper
308
American journal of agricultural economics
289
Applied economics
274
The review of financial studies
266
The journal of finance : the journal of the American Finance Association
256
NBER working paper series
253
Journal of banking & finance
251
Journal of applied econometrics
247
Journal of monetary economics
241
Discussion paper series / IZA
240
Econometric reviews
224
Discussion paper / Tinbergen Institute
218
Computers & operations research : and their applications to problems of world concern ; an international journal
212
Journal of economic dynamics & control
210
NBER Working Paper
203
CESifo working papers
199
Journal of financial economics
199
Journal of political economy
198
Finance and economics discussion series
197
International economic review
183
Série des documents de travail / Centre de Recherche en Économie et Statistique
180
Southern economic journal
177
Journal of money, credit and banking : JMCB
173
Journal of international money and finance
159
Discussion paper
153
Economic modelling
153
The journal of futures markets
152
Journal of macroeconomics
151
International journal of production research
149
Journal of quantitative economics : official journal of the Indian Econometric Society
148
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ECONIS (ZBW)
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1
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:
2
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
3
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
4
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:
5
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
6
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:
7
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:
8
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
Saved in:
9
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
10
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
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