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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:"Statistische Verteilung"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book review"
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Arbeitslosigkeit
Arbeitsuche
ARCH model
Aktienmarkt
Business cycle
Börsenkurs
Deutschland
Statistische Verteilung
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
Markov chain
27
Markov-Kette
27
Causality analysis
26
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77
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Article
118
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Book review
Article in journal
118
Language
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English
Author
All
Todorov, Viktor
10
Bollerslev, Tim
5
Li, Jia
5
Tauchen, George Eugene
5
Zakoïan, Jean-Michel
5
Francq, Christian
4
Ghysels, Eric
4
Kim, Donggyu
4
Andersen, Torben
3
Rombouts, Jeroen V. K.
3
Wang, Yazhen
3
Andreou, Elena
2
Aruoba, S. Borağan
2
Bandi, Federico M.
2
Christensen, Kim
2
Diebold, Francis X.
2
Hounyo, Ulrich
2
Linton, Oliver
2
Paolella, Marc S.
2
Park, Joon Y.
2
Polak, Pawel
2
Thyrsgaard, Martin
2
Valkanov, Rossen I.
2
Xiu, Dacheng
2
Zhang, Congshan
2
Zhou, Hao
2
Ai, Chunrong
1
Ashenfelter, Orley
1
Ashmore, David
1
Babii, Andrii
1
Babsiri, Mohamed el
1
Baldovin, Fulvio
1
Ball, Ryan T.
1
Bauwens, Luc
1
Bekaert, Geert
1
Berg, Gerard J. van den
1
Berghaus, Betina
1
Bhargava, Alok
1
Bibinger, Markus
1
Billio, Monica
1
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Published in...
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Journal of econometrics
Applied economics
397
Applied economics letters
293
Economic modelling
256
Finance research letters
196
International review of economics & finance : IREF
187
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
181
Applied financial economics
177
International review of financial analysis
175
Journal of banking & finance
162
Economics letters
158
Energy economics
149
The North American journal of economics and finance : a journal of financial economics studies
148
Journal of empirical finance
131
Journal of international financial markets, institutions & money
126
Research in international business and finance
117
Journal of international money and finance
106
Labour economics : official journal of the European Association of Labour Economists
105
Jahrbücher für Nationalökonomie und Statistik
102
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
99
Journal of financial economics
89
The European journal of finance
88
Journal of risk and financial management : JRFM
84
International journal of economics and finance
83
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
82
Journal of economic dynamics & control
81
International journal of finance & economics : IJFE
80
European economic review : EER
79
Pacific-Basin finance journal
78
International journal of economics and financial issues : IJEFI
74
Journal of macroeconomics
73
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
71
The journal of futures markets
69
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
68
Review of quantitative finance and accounting
68
Journal of monetary economics
66
The empirical economics letters : a monthly international journal of economics
64
International journal of forecasting
63
Cogent economics & finance
61
Macroeconomic dynamics
60
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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
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:
6
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:
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
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
Saved in:
9
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:
10
Multi-dimensional latent group structures with heterogeneous distributions
Leng, Xuan
;
Chen, Heng
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014340642
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