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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:"Deutschland"
~subject:"Expansion"
~subject:"Prognoseverfahren"
~subject:"State-space model"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book review"
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Arbeitslosigkeit
Arbeitsuche
ARCH model
Aktienmarkt
Business cycle
Börsenkurs
Deutschland
Expansion
Prognoseverfahren
State-space model
Estimation
465
Schätzung
460
Estimation theory
217
Schätztheorie
217
Theorie
165
Theory
165
Time series analysis
115
Zeitreihenanalyse
115
Nichtparametrisches Verfahren
106
Nonparametric statistics
106
Volatility
102
Volatilität
102
Panel
94
Panel study
94
Regression analysis
81
Regressionsanalyse
81
Forecasting model
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
Causality analysis
26
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93
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Article
135
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Aufsatz in Zeitschrift
Book review
Article in journal
135
Conference paper
1
Konferenzbeitrag
1
Language
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English
Author
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Todorov, Viktor
8
Bollerslev, Tim
5
Kim, Donggyu
5
Li, Jia
5
Tauchen, George Eugene
5
Zakoïan, Jean-Michel
5
Francq, Christian
4
Andersen, Torben
3
Fan, Jianqing
3
Ghysels, Eric
3
Patton, Andrew J.
3
Rombouts, Jeroen V. K.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Andreou, Elena
2
Aruoba, S. Borağan
2
Diebold, Francis X.
2
Hong, Yongmiao
2
Lee, Tae-hwy
2
Paolella, Marc S.
2
Pesaran, M. Hashem
2
Polak, Pawel
2
Quaedvlieg, Rogier
2
Shephard, Neil G.
2
Tu, Yundong
2
Valkanov, Rossen I.
2
Zhang, Congshan
2
Zhou, Hao
2
Asai, Manabu
1
Ashenfelter, Orley
1
Ashmore, David
1
Aït-Sahalia, Yacine
1
Babsiri, Mohamed el
1
Bakalli, Gaetan
1
Baldovin, Fulvio
1
Baltagi, Badi H.
1
Bandi, Federico M.
1
Barnett, William A.
1
Bauwens, Luc
1
Bekaert, Geert
1
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Published in...
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Journal of econometrics
Applied economics
420
Applied economics letters
324
Economic modelling
297
Finance research letters
253
International review of economics & finance : IREF
210
International review of financial analysis
203
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
194
Energy economics
193
Applied financial economics
186
Journal of banking & finance
186
Economics letters
171
International journal of forecasting
168
The North American journal of economics and finance : a journal of financial economics studies
166
Journal of empirical finance
162
Journal of international financial markets, institutions & money
136
Journal of international money and finance
132
Research in international business and finance
125
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
122
Journal of financial economics
116
Journal of forecasting
114
Jahrbücher für Nationalökonomie und Statistik
108
The European journal of finance
107
Labour economics : official journal of the European Association of Labour Economists
104
International journal of finance & economics : IJFE
95
Journal of economic dynamics & control
95
Journal of risk and financial management : JRFM
91
Pacific-Basin finance journal
91
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
90
International journal of economics and finance
86
European economic review : EER
84
Journal of macroeconomics
82
Journal of applied econometrics
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
77
International journal of economics and financial issues : IJEFI
75
The journal of futures markets
75
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
73
Review of quantitative finance and accounting
72
Journal of monetary economics
71
The empirical economics letters : a monthly international journal of economics
70
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ECONIS (ZBW)
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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
Employer policies and the immigrant-native earnings gap
Dostie, Benoît
;
Li, Jiang
;
Card, David E.
;
Parent, Daniel
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 544-567
Persistent link: https://www.econbiz.de/10014362659
Saved in:
4
The determinants of displaced workers' wages : sorting, matching, selection, and the Hartz reforms
Woodcock, Simon D.
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 568-595
Persistent link: https://www.econbiz.de/10014362663
Saved in:
5
Inference and forecasting for continuous-time integer-valued trawl processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014365470
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
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
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8
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:
9
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:
10
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
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