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subject:"Estimation"
subject:"Schätzung"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of econometrics"
~subject:"Einheitswurzeltest"
~subject:"Kanada"
~subject:"Theorie"
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Estimation
Schätzung
Einheitswurzeltest
Kanada
Theorie
Theory
315
Estimation theory
259
Schätztheorie
259
Volatility
199
Volatilität
199
Capital income
197
Kapitaleinkommen
197
Börsenkurs
158
Share price
158
Time series analysis
156
Zeitreihenanalyse
156
Forecasting model
144
Prognoseverfahren
144
Nichtparametrisches Verfahren
119
Nonparametric statistics
119
USA
114
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114
Panel
106
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95
Regressionsanalyse
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Risk premium
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Stochastic process
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70
CAPM
64
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63
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63
Welt
56
World
56
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54
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53
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95
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Article
897
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898
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95
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Todorov, Viktor
14
Gil-Alaña, Luis A.
10
Herwartz, Helmut
10
Linton, Oliver
9
Tauchen, George Eugene
9
Bollerslev, Tim
8
Härdle, Wolfgang
8
Phillips, Peter C. B.
8
Su, Liangjun
8
Lütkepohl, Helmut
7
Prokopczuk, Marcel
7
Gao, Jiti
6
Ghysels, Eric
6
Gouriéroux, Christian
6
Koop, Gary
6
Mertens, Antje
6
Wolters, Jürgen
6
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Breitung, Jörg
5
Kim, Donggyu
5
Li, Jia
5
Li, Junye
5
Lu, Xun
5
Shin, Yongcheol
5
Wese Simen, Chardin
5
Zakoïan, Jean-Michel
5
Baltagi, Badi H.
4
Burda, Michael C.
4
Cai, Zongwu
4
Callaway, Brantly
4
Francq, Christian
4
Heckman, James J.
4
Holtemöller, Oliver
4
Hsiao, Cheng
4
Li, Kunpeng
4
Park, Joon Y.
4
Pesaran, M. Hashem
4
Sasaki, Yuya
4
Wang, Wendun
4
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
95
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Discussion papers of interdisciplinary research project 373
Journal of banking & finance
Journal of econometrics
Discussion paper series / IZA
2,999
Working paper / National Bureau of Economic Research, Inc.
2,572
NBER working paper series
2,307
NBER Working Paper
2,131
Applied economics
1,751
Discussion paper / Centre for Economic Policy Research
1,416
CESifo working papers
1,405
IZA Discussion Paper
1,275
Applied economics letters
1,173
Working paper
872
Economic modelling
832
Discussion paper
753
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
728
Economics letters
696
ZEW discussion papers
566
International review of economics & finance : IREF
496
Energy economics
485
Journal of international money and finance
461
CESifo Working Paper Series
454
Applied financial economics
444
Finance research letters
432
Discussion papers / CEPR
431
Discussion papers / Deutsches Institut für Wirtschaftsforschung
427
Discussion paper / Tinbergen Institute
425
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
371
Journal of applied econometrics
362
International review of financial analysis
338
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
337
Kiel working paper
323
The North American journal of economics and finance : a journal of financial economics studies
307
Labour economics : official journal of the European Association of Labour Economists
306
The American economic review
301
The empirical economics letters : a monthly international journal of economics
298
The review of economics and statistics
294
Finance and economics discussion series
289
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
286
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
286
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284
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ECONIS (ZBW)
994
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1
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994
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
8
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
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
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
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