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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:"Panel"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book review"
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Arbeitslosigkeit
Arbeitsuche
ARCH model
Aktienmarkt
Business cycle
Börsenkurs
Deutschland
Panel
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 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
Causality analysis
26
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Online availability
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Undetermined
135
Type of publication
All
Article
187
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Book review
Article in journal
187
Conference paper
4
Konferenzbeitrag
4
Language
All
English
Author
All
Todorov, Viktor
8
Su, Liangjun
6
Li, Jia
5
Tauchen, George Eugene
5
Zakoïan, Jean-Michel
5
Bollerslev, Tim
4
Francq, Christian
4
Ghysels, Eric
4
Kim, Donggyu
4
Phillips, Peter C. B.
4
Wang, Wendun
4
Andersen, Torben
3
Baltagi, Badi H.
3
Botosaru, Irene
3
Callaway, Brantly
3
Fernández-Val, Iván
3
Lamarche, Carlos
3
Lee, Lung-fei
3
Li, Kunpeng
3
Linton, Oliver
3
Rombouts, Jeroen V. K.
3
Sasaki, Yuya
3
Wang, Yazhen
3
Andreou, Elena
2
Aruoba, S. Borağan
2
Cai, Zongwu
2
Diebold, Francis X.
2
Ergemen, Yunus Emre
2
Fang, Ying
2
Gao, Jiti
2
Harding, Matthew C.
2
Hsiao, Cheng
2
Hu, Luojia
2
Hu, Yingyao
2
Kao, Chihwa
2
La Vecchia, Davide
2
Lu, Xun
2
Malikov, Emir
2
Miao, Ke
2
Moon, Hyungsik Roger
2
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Published in...
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Journal of econometrics
Applied economics
479
Applied economics letters
364
Economic modelling
342
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
249
Economics letters
225
Finance research letters
213
International review of economics & finance : IREF
210
Energy economics
201
International review of financial analysis
180
Applied financial economics
179
Journal of banking & finance
163
The North American journal of economics and finance : a journal of financial economics studies
156
Journal of empirical finance
135
Journal of international financial markets, institutions & money
133
Research in international business and finance
130
Journal of international money and finance
125
The empirical economics letters : a monthly international journal of economics
121
Labour economics : official journal of the European Association of Labour Economists
111
Jahrbücher für Nationalökonomie und Statistik
106
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
105
International journal of economics and finance
104
International journal of economics and financial issues : IJEFI
101
International journal of finance & economics : IJFE
97
Journal of risk and financial management : JRFM
96
The European journal of finance
95
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
91
Cogent economics & finance
88
Journal of financial economics
88
Journal of macroeconomics
88
European economic review : EER
87
Journal of economic dynamics & control
81
Journal of applied econometrics
80
Pacific-Basin finance journal
80
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
Empirical economics : a quarterly journal of the Institute for Advanced Studies
74
International Journal of Energy Economics and Policy : IJEEP
72
Review of quantitative finance and accounting
69
Journal of monetary economics
67
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ECONIS (ZBW)
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1
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
2
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:
3
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:
4
Wild bootstrap inference for penalized quantile regression for longitudinal data
Lamarche, Carlos
;
Parker, Thomas
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1799-1826
Persistent link: https://www.econbiz.de/10014471428
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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