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subject:"Impact assessment"
~accessRights:"restricted"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~subject:"Capital income"
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Impact assessment
Capital income
Estimation
685
Schätzung
681
Estimation theory
241
Schätztheorie
241
Theorie
200
Theory
200
Time series analysis
172
Zeitreihenanalyse
172
Nichtparametrisches Verfahren
126
Nonparametric statistics
126
Volatility
126
Volatilität
126
Panel
123
Panel study
123
Regression analysis
110
Regressionsanalyse
110
Forecasting model
101
Prognoseverfahren
101
Kapitaleinkommen
83
Börsenkurs
67
Share price
67
Factor analysis
55
Bayes-Statistik
54
Bayesian inference
54
Faktorenanalyse
54
Causality analysis
53
Kausalanalyse
53
Stochastic process
53
Stochastischer Prozess
53
VAR model
53
VAR-Modell
53
Panel data
52
ARCH model
43
ARCH-Modell
43
Statistical test
43
Statistischer Test
43
Cointegration
41
Kointegration
41
Economic growth
37
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104
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104
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104
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English
104
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Todorov, Viktor
7
Andersen, Torben
4
Bollerslev, Tim
4
Li, Jia
4
Tauchen, George Eugene
3
Xiu, Dacheng
3
Aït-Sahalia, Yacine
2
Demetrescu, Matei
2
Francq, Christian
2
Gungor, Sermin
2
Hsu, Yu-Chin
2
Kalnina, Ilze
2
Kitagawa, Toru
2
Lan, Wei
2
Li, Junye
2
Li, Yingying
2
Luger, Richard
2
Meddahi, Nour
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
Polak, Pawel
2
Schienle, Melanie
2
Sun, Yucheng
2
Tamoni, Andrea
2
Xu, Wen
2
Afonso, António
1
Aguiar-Conraria, Luís
1
Alaali, Fatema
1
Ameriks, John
1
Angrist, Joshua D.
1
Asai, Manabu
1
Bakalli, Gaetan
1
Bandi, Federico M.
1
Bibinger, Markus
1
Boivin, Jean
1
Bommes, Elisabeth
1
Bonomo, Marco Antonio
1
Bormann, Carsten
1
Bormetti, Giacomo
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Discussion paper / Centre for Economic Policy Research
204
Finance research letters
170
Working paper / National Bureau of Economic Research, Inc.
160
International review of economics & finance : IREF
112
Applied economics
108
International review of financial analysis
99
Journal of banking & finance
95
Economic modelling
90
The North American journal of economics and finance : a journal of financial economics studies
89
Journal of financial economics
85
Journal of empirical finance
78
Pacific-Basin finance journal
66
Applied economics letters
62
Energy economics
62
Research in international business and finance
62
Economics letters
56
Journal of international financial markets, institutions & money
55
Discussion papers / CEPR
49
Journal of international money and finance
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
Management science : journal of the Institute for Operations Research and the Management Sciences
44
Review of quantitative finance and accounting
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
The European journal of finance
33
International journal of finance & economics : IJFE
32
Journal of financial markets
30
International journal of forecasting
29
International journal of economics and finance
28
Emerging markets, finance and trade : EMFT
27
Journal of economic dynamics & control
25
Labour economics : official journal of the European Association of Labour Economists
24
The American economic review
24
Journal of financial econometrics
22
Quantitative finance
22
SpringerLink / Bücher
22
American economic journal : a journal of the American Economic Association
20
European economic review : EER
20
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1
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:
2
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:
3
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:
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
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
7
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
8
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:
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
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
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