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subject:"Arbeitslosigkeit"
subject:"Lohn"
~isPartOf:"Journal of econometrics"
~subject:"Deutschland"
~subject:"Time series analysis"
~subject:"Volatility"
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Arbeitslosigkeit
Lohn
Deutschland
Time series analysis
Volatility
Estimation
465
Schätzung
460
Estimation theory
216
Schätztheorie
216
Theorie
166
Theory
166
Zeitreihenanalyse
115
Nichtparametrisches Verfahren
106
Nonparametric statistics
106
Volatilität
102
Panel
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Panel study
93
Regression analysis
81
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81
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54
USA
54
United States
54
Capital income
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Kapitaleinkommen
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Stochastic process
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Stochastischer Prozess
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Factor analysis
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Faktorenanalyse
38
Panel data
38
Bayes-Statistik
34
Bayesian inference
34
ARCH model
32
ARCH-Modell
32
Statistical test
32
Statistischer Test
32
Statistical distribution
29
Statistische Verteilung
29
Markov chain
27
Markov-Kette
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Causality analysis
26
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English
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Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Xiu, Dacheng
4
Barigozzi, Matteo
3
Fan, Jianqing
3
Francq, Christian
3
Koop, Gary
3
McAleer, Michael
3
Park, Joon Y.
3
Patton, Andrew J.
3
Phillips, Peter C. B.
3
Taylor, Robert
3
Wang, Yazhen
3
Zakoïan, Jean-Michel
3
Asai, Manabu
2
Baltagi, Badi H.
2
Bibinger, Markus
2
Botosaru, Irene
2
Christensen, Kim
2
Creal, Drew
2
Dijk, Dick van
2
Ergemen, Yunus Emre
2
Gallo, Giampiero M.
2
Ghysels, Eric
2
Gouriéroux, Christian
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Han, Xu
2
Harvey, Andrew C.
2
Hounyo, Ulrich
2
Kao, Chihwa
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
La Vecchia, Davide
2
Li, Yingying
2
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Journal of econometrics
Discussion paper series / IZA
998
ZEW discussion papers
416
IZA Discussion Paper
399
Applied economics
389
CESifo working papers
352
Discussion paper
350
Applied economics letters
259
Discussion papers / Deutsches Institut für Wirtschaftsforschung
251
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
248
Working paper / National Bureau of Economic Research, Inc.
246
Economic modelling
243
NBER working paper series
241
NBER Working Paper
235
Discussion paper / Centre for Economic Policy Research
230
Working paper
215
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
213
Energy economics
196
Economics letters
176
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
163
International review of economics & finance : IREF
154
Jahrbücher für Nationalökonomie und Statistik
149
Discussion paper / Tinbergen Institute
148
Finance research letters
148
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
148
Discussion paper / Deutsche Bundesbank
144
Europäische Hochschulschriften / 5
142
Ruhr economic papers
140
ZEW - Centre for European Economic Research Discussion Paper
135
International review of financial analysis
123
Applied financial economics
122
Labour economics : official journal of the European Association of Labour Economists
121
Journal of international money and finance
119
Journal of banking & finance
116
The North American journal of economics and finance : a journal of financial economics studies
116
Kiel working paper
112
CESifo Working Paper Series
110
SpringerLink / Bücher
108
International journal of forecasting
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ECONIS (ZBW)
188
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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
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
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:
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
Time series estimation of the dynamic effects of disaster-type shocks
Davis, Richard A.
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 180-201
Persistent link: https://www.econbiz.de/10014434389
Saved in:
9
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:
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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