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subject:"Arbeitslosigkeit"
subject:"Arbeitsuche"
~isPartOf:"Journal of econometrics"
~language:"eng"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Business cycle"
~subject:"Börsenkurs"
~subject:"Causality analysis"
~subject:"Deutschland"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book review"
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Arbeitslosigkeit
Arbeitsuche
ARCH model
Aktienmarkt
Business cycle
Börsenkurs
Causality analysis
Deutschland
Estimation
464
Schätzung
459
Estimation theory
216
Schätztheorie
216
Theorie
165
Theory
165
Time series analysis
115
Zeitreihenanalyse
115
Nichtparametrisches Verfahren
106
Nonparametric statistics
106
Volatility
102
Volatilität
102
Panel
93
Panel study
93
Regression analysis
81
Regressionsanalyse
81
Forecasting model
63
Prognoseverfahren
63
Share price
54
Capital income
53
Kapitaleinkommen
53
USA
53
United States
53
Stochastic process
46
Stochastischer Prozess
46
Factor analysis
38
Faktorenanalyse
38
Panel data
38
Bayes-Statistik
34
Bayesian inference
34
Statistical test
32
Statistischer Test
32
ARCH-Modell
31
Statistical distribution
29
Statistische Verteilung
29
Markov chain
27
Markov-Kette
27
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Online availability
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Undetermined
83
Type of publication
All
Article
121
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Book review
Article in journal
121
Language
All
English
Author
All
Todorov, Viktor
8
Li, Jia
5
Tauchen, George Eugene
5
Zakoïan, Jean-Michel
5
Bollerslev, Tim
4
Callaway, Brantly
4
Francq, Christian
4
Ghysels, Eric
4
Kim, Donggyu
4
Andersen, Torben
3
Hsu, Yu-Chin
3
Rombouts, Jeroen V. K.
3
Wang, Yazhen
3
Andreou, Elena
2
Aruoba, S. Borağan
2
Chiang, Harold D.
2
Diebold, Francis X.
2
Paolella, Marc S.
2
Phillips, Peter C. B.
2
Polak, Pawel
2
Sant'Anna, Pedro H. C.
2
Sasaki, Yuya
2
Valkanov, Rossen I.
2
Xiu, Dacheng
2
Zhang, Congshan
2
Zhou, Hao
2
Ashenfelter, Orley
1
Ashmore, David
1
Babsiri, Mohamed el
1
Baldovin, Fulvio
1
Bandi, Federico M.
1
Bauwens, Luc
1
Bekaert, Geert
1
Berg, Gerard J. van den
1
Bertanha, Marinho
1
Bhargava, Alok
1
Bibinger, Markus
1
Blasques, F.
1
Bouezmarni, Taoufik
1
Calzolari, Giorgio
1
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Published in...
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Journal of econometrics
Applied economics
414
Applied economics letters
309
Economic modelling
279
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
199
Finance research letters
199
International review of economics & finance : IREF
185
Applied financial economics
177
International review of financial analysis
177
Energy economics
167
Economics letters
163
Journal of banking & finance
156
The North American journal of economics and finance : a journal of financial economics studies
147
Journal of empirical finance
130
Journal of international financial markets, institutions & money
126
Research in international business and finance
119
Journal of international money and finance
108
Labour economics : official journal of the European Association of Labour Economists
108
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
103
Jahrbücher für Nationalökonomie und Statistik
102
International journal of economics and finance
99
International journal of economics and financial issues : IJEFI
95
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
91
Journal of risk and financial management : JRFM
90
Journal of financial economics
88
The empirical economics letters : a monthly international journal of economics
87
The European journal of finance
86
International Journal of Energy Economics and Policy : IJEEP
82
International journal of finance & economics : IJFE
80
European economic review : EER
79
Journal of economic dynamics & control
79
Pacific-Basin finance journal
79
Journal of macroeconomics
74
Cogent economics & finance
73
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
71
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
70
Review of quantitative finance and accounting
69
Journal of monetary economics
67
Journal of economic behavior & organization : JEBO
60
Macroeconomic dynamics
60
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ECONIS (ZBW)
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121
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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
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Estimation and inference of treatment effects with L2-boosting in high-dimensional settings
Kueck, Jannis
;
Luo, Ye
;
Spindler, Martin
;
Wang, Zigan
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 714-731
Persistent link: https://www.econbiz.de/10014434364
Saved in:
9
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:
10
The effects of training incidence and planned training duration on labor market transitions
Fitzenberger, Bernd
;
Osikominu, Aderonke
;
Paul, Marie
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014434394
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