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subject:"Arbeitslosigkeit"
~isPartOf:"Journal of econometrics"
~subject:"Bayesian inference"
~subject:"Geldpolitik"
~subject:"Share price"
~type:"article"
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Search: subject_exact:"Estimation"
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Arbeitslosigkeit
Bayesian inference
Geldpolitik
Share price
Estimation
463
Schätzung
458
Estimation theory
215
Schätztheorie
215
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
Börsenkurs
54
USA
54
United States
54
Capital income
53
Kapitaleinkommen
53
Stochastic process
46
Stochastischer Prozess
46
Factor analysis
38
Faktorenanalyse
38
Panel data
38
Bayes-Statistik
34
ARCH model
32
ARCH-Modell
32
Statistical test
32
Statistischer Test
32
Statistical distribution
29
Statistische Verteilung
29
Markov chain
27
Markov-Kette
27
Causality analysis
26
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99
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99
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English
99
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Todorov, Viktor
7
Tauchen, George Eugene
6
Li, Jia
5
Kim, Donggyu
4
Frühwirth-Schnatter, Sylvia
3
Wang, Yazhen
3
Zhang, Xinyu
3
Andersen, Torben
2
Andreou, Elena
2
Billio, Monica
2
Bollerslev, Tim
2
Casarin, Roberto
2
Dijk, Dick van
2
Fulop, Andras
2
Gallant, A. Ronald
2
Hong, Yongmiao
2
Kaufmann, Sylvia
2
Li, Junye
2
Ravazzolo, Francesco
2
Rombouts, Jeroen V. K.
2
Sun, Yuying
2
Timmermann, Allan
2
Wang, Shouyang
2
Xiu, Dacheng
2
Zhang, Congshan
2
Agudze, Komla M.
1
Aßmann, Christian
1
Baldovin, Fulvio
1
Barnett, William A.
1
Barone-Adesi, Giovanni
1
Bauwens, Luc
1
Bekaert, Geert
1
Berg, Gerard J. van den
1
Bhargava, Alok
1
Bianchi, Francesco
1
Bibinger, Markus
1
Bitto, Angela
1
Bouezmarni, Taoufik
1
Boysen-Hogrefe, Jens
1
Caporin, Massimiliano
1
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Journal of econometrics
Applied economics
241
Economic modelling
231
Applied economics letters
196
Finance research letters
148
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
131
International review of economics & finance : IREF
131
The North American journal of economics and finance : a journal of financial economics studies
122
Journal of banking & finance
119
International review of financial analysis
114
Economics letters
109
Journal of international money and finance
101
Journal of economic dynamics & control
93
Applied financial economics
92
Journal of empirical finance
91
Journal of international financial markets, institutions & money
89
Journal of macroeconomics
86
Energy economics
78
Research in international business and finance
75
International journal of economics and finance
70
Journal of monetary economics
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Journal of financial economics
66
Journal of risk and financial management : JRFM
66
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
65
International journal of finance & economics : IJFE
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
61
Cogent economics & finance
60
Macroeconomic dynamics
59
International journal of economics and financial issues : IJEFI
58
Pacific-Basin finance journal
57
The empirical economics letters : a monthly international journal of economics
55
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
54
Review of quantitative finance and accounting
54
European economic review : EER
53
The European journal of finance
53
Journal of applied econometrics
51
Journal of money, credit and banking : JMCB
51
Empirical economics : a quarterly journal of the Institute for Advanced Studies
47
International journal of forecasting
42
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1
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
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
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:
4
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:
5
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
Saved in:
6
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:
7
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:
8
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:
9
How to go viral : a COVID-19 model with endogenously time-varying parameters
Ho, Paul
;
Lubik, Thomas A.
;
Matthes, Christian
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 70-86
Persistent link: https://www.econbiz.de/10013472838
Saved in:
10
Markov switching panel with endogenous synchronization effects
Agudze, Komla M.
;
Billio, Monica
;
Casarin, Roberto
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 281-298
Persistent link: https://www.econbiz.de/10013463814
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