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subject:"Estimation"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic dynamics & control"
~type:"article"
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Estimation
Theorie
3,955
Theory
3,955
Estimation theory
402
Schätztheorie
402
Time series analysis
385
Zeitreihenanalyse
385
Schätzung
288
Monetary policy
285
Geldpolitik
284
Portfolio selection
194
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194
Volatility
194
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194
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193
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175
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288
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Koop, Gary
5
Aït-Sahalia, Yacine
4
Chan, Joshua
3
Frühwirth-Schnatter, Sylvia
3
Ireland, Peter N.
3
Lütkepohl, Helmut
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Serletis, Apostolos
3
Steel, Mark F. J.
3
Todorov, Viktor
3
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2
Andersen, Torben
2
Aruoba, S. Borağan
2
Asai, Manabu
2
Bollerslev, Tim
2
Born, Benjamin
2
Chauvet, Marcelle
2
Fernández, Carmen
2
Fulop, Andras
2
Gallant, A. Ronald
2
Galvão Júnior, Antônio Fialho
2
Ghysels, Eric
2
Hallin, Marc
2
Han, Xu
2
Harvey, Andrew C.
2
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2
Herwartz, Helmut
2
Hong, Yongmiao
2
Inoue, Atsushi
2
Kapetanios, George
2
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2
Langot, François
2
Malley, James R.
2
Martins, Manuel Mota Freitas
2
McAleer, Michael
2
Mroz, Thomas A.
2
Mumtaz, Haroon
2
Müller, Gernot
2
Pelger, Markus
2
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Discussion paper series / IZA
Journal of econometrics
Journal of economic dynamics & control
Applied economics
316
Economics letters
213
Economic modelling
194
Applied economics letters
169
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
164
Journal of international money and finance
155
Journal of applied econometrics
143
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
142
International review of economics & finance : IREF
122
Journal of banking & finance
119
Journal of macroeconomics
117
The review of economics and statistics
112
Journal of empirical finance
100
Journal of monetary economics
96
Applied financial economics
95
European economic review : EER
90
International journal of forecasting
90
Journal of international economics
88
Macroeconomic dynamics
88
Journal of urban economics
86
The journal of finance : the journal of the American Finance Association
85
Journal of financial economics
84
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
78
The American economic review
77
Energy economics
76
The economic journal : the journal of the Royal Economic Society
76
Finance research letters
75
Journal of forecasting
75
Journal of money, credit and banking : JMCB
75
Econometric reviews
73
The Canadian journal of economics
72
American journal of agricultural economics
71
The European journal of finance
69
International journal of finance & economics : IJFE
67
International review of financial analysis
63
The North American journal of economics and finance : a journal of financial economics studies
60
Oxford bulletin of economics and statistics
58
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ECONIS (ZBW)
288
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1
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288
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1
Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
Saved in:
2
The term structure of monetary policy uncertainty
Bundick, Brent
;
Herriford, Trenton
;
Smith, Andrew Lee
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532440
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
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:
5
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:
6
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:
7
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:
8
Interaction effects in the adjustment cost function of firms
Amundsen, Alexander
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014478154
Saved in:
9
Monetary policy and the term structure of inflation expectations with information frictions
McNeil, James
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478538
Saved in:
10
Commodity price shocks, labour market dynamics and monetary policy in small open economies
Naraidoo, Ruthira
;
Paez-Farrell, Juan
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014478610
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