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subject:"Estimation"
subject:"Public choice"
~isPartOf:"Journal of econometrics"
~subject:"Asymmetric information"
~subject:"Markov-Kette"
~subject:"Wettbewerb"
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Estimation
Public choice
Asymmetric information
Markov-Kette
Wettbewerb
Theorie
1,608
Theory
1,608
Estimation theory
368
Schätztheorie
368
Time series analysis
326
Zeitreihenanalyse
326
Schätzung
166
Nichtparametrisches Verfahren
140
Nonparametric statistics
140
Forecasting model
128
Prognoseverfahren
128
Statistical test
128
Statistischer Test
128
Volatility
125
Volatilität
125
Regression analysis
114
Regressionsanalyse
114
Stochastic process
104
Stochastischer Prozess
104
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94
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94
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91
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91
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88
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84
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82
Method of moments
81
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81
Statistical distribution
81
Statistische Verteilung
81
Monte Carlo simulation
75
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75
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72
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72
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71
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68
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English
231
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Koop, Gary
9
Chib, Siddhartha
6
Sickles, Robin C.
5
Timmermann, Allan
5
Aït-Sahalia, Yacine
4
Steel, Mark F. J.
4
Billio, Monica
3
Frühwirth-Schnatter, Sylvia
3
Li, Yong
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Todorov, Viktor
3
Tsionas, Efthymios G.
3
Yu, Jun
3
Andersen, Torben
2
Asai, Manabu
2
Casarin, Roberto
2
Chan, Joshua
2
Chernozhukov, Victor
2
Deschamps, Jean-Philippe
2
Diebold, Francis X.
2
Fernandes, Marcelo
2
Fernández, Carmen
2
Fulop, Andras
2
Gallant, A. Ronald
2
Galvão Júnior, Antônio Fialho
2
Ghysels, Eric
2
Gouriéroux, Christian
2
Grammig, Joachim
2
Griffin, Jim E.
2
Hallin, Marc
2
Hamilton, Barton Hughes
2
Han, Xu
2
Hansen, Lars Peter
2
Harvey, Andrew C.
2
Heckman, James J.
2
Herwartz, Helmut
2
Hong, Yongmiao
2
Inoue, Atsushi
2
Jin, Xin
2
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
822
Discussion paper / Centre for Economic Policy Research
759
NBER working paper series
732
NBER Working Paper
680
CESifo working papers
588
Economics letters
506
Social choice and welfare
452
Public choice
431
Discussion paper series / IZA
414
Journal of economic theory
381
Applied economics
354
Working paper
349
Discussion paper / Tinbergen Institute
285
European journal of operational research : EJOR
284
Economic modelling
273
Europäische Hochschulschriften / 5
265
Discussion papers / CEPR
249
Economic theory : official journal of the Society for the Advancement of Economic Theory
249
Discussion paper
246
Games and economic behavior
244
European economic review : EER
235
Applied economics letters
218
Journal of economic dynamics & control
216
The American economic review
211
Journal of banking & finance
208
Journal of economic behavior & organization : JEBO
205
IZA Discussion Paper
204
CESifo Working Paper Series
203
International journal of industrial organization
202
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
193
International review of economics & finance : IREF
185
Journal of public economics
183
Journal of international money and finance
175
Management science : journal of the Institute for Operations Research and the Management Sciences
173
SpringerLink / Bücher
165
Journal of financial economics
163
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
160
The economic journal : the journal of the Royal Economic Society
157
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
150
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ECONIS (ZBW)
231
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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
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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
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:
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
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:
7
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:
8
Identification of mixtures of dynamic discrete choices
Higgins, Ayden
;
Jochmans, Koen
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471484
Saved in:
9
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:
10
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
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