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subject:"Impact assessment"
~accessRights:"restricted"
~isPartOf:"Jahrbücher für Nationalökonomie und Statistik"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international money and finance"
~subject:"Zeitreihenanalyse"
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Impact assessment
Zeitreihenanalyse
Estimation
595
Schätzung
590
Estimation theory
156
Schätztheorie
156
Theorie
140
Theory
140
Volatility
109
Volatilität
109
Time series analysis
97
Panel
93
Panel study
93
Deutschland
81
Germany
81
Forecasting model
80
Prognoseverfahren
80
Nichtparametrisches Verfahren
78
Nonparametric statistics
78
Capital income
77
Kapitaleinkommen
77
Welt
76
World
76
Regression analysis
69
Regressionsanalyse
69
Börsenkurs
58
Share price
58
Exchange rate
53
Wechselkurs
53
Geldpolitik
51
Monetary policy
51
Schock
47
Shock
47
VAR model
46
VAR-Modell
45
Risk
40
Risiko
39
Panel data
38
Factor analysis
37
Faktorenanalyse
37
Risikoprämie
37
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125
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125
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125
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English
123
German
2
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Todorov, Viktor
6
Kim, Donggyu
5
Li, Jia
5
Bollerslev, Tim
4
Tauchen, George Eugene
4
Fan, Jianqing
3
Patton, Andrew J.
3
Phillips, Peter C. B.
3
Taylor, Robert
3
Wang, Yazhen
3
Andersen, Torben
2
Baltagi, Badi H.
2
Barigozzi, Matteo
2
Christensen, Kim
2
Ergemen, Yunus Emre
2
Gouriéroux, Christian
2
Hallin, Marc
2
Hounyo, Ulrich
2
Kao, Chihwa
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
La Vecchia, Davide
2
Li, Yingying
2
MacDonald, Ronald
2
Medeiros, Marcelo C.
2
Quaedvlieg, Rogier
2
Su, Liangjun
2
Thyrsgaard, Martin
2
Vogt, Michael
2
Wang, Fa
2
Xiu, Dacheng
2
Zhang, Congshan
2
Zhang, Zhengjun
2
Ambler, Steve
1
Aruoba, S. Borağan
1
Asai, Manabu
1
Aït-Sahalia, Yacine
1
Babaei, Hamid
1
Bailey, Natalia
1
Barnett, William A.
1
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Jahrbücher für Nationalökonomie und Statistik
Journal of econometrics
Journal of international money and finance
Discussion paper / Centre for Economic Policy Research
200
Working paper / National Bureau of Economic Research, Inc.
141
Applied economics
96
Economic modelling
92
Energy economics
77
Economics letters
72
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
65
Applied economics letters
58
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
International journal of forecasting
50
Finance research letters
49
International review of economics & finance : IREF
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
The North American journal of economics and finance : a journal of financial economics studies
39
Discussion papers / CEPR
36
Journal of economic dynamics & control
31
Journal of macroeconomics
28
Econometric reviews
27
Journal of banking & finance
25
SpringerLink / Bücher
25
Journal of empirical finance
24
Labour economics : official journal of the European Association of Labour Economists
24
Research in international business and finance
24
The American economic review
24
European economic review : EER
22
Journal of financial econometrics
22
Macroeconomic dynamics
22
American economic journal : a journal of the American Economic Association
20
Journal of public economics
20
Computational economics
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
International review of financial analysis
17
International journal of finance & economics : IJFE
16
Journal of forecasting
16
Journal of international economics
16
Emerging markets, finance and trade : EMFT
14
International journal of economics and finance
14
Quantitative finance
14
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ECONIS (ZBW)
125
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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
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
The effects of uncertainty on the dynamics of stock market interdependence : evidence from the time-varying cointegration of the G7 stock markets
Babaei, Hamid
;
Hübner, Georges
;
Muller, Aline
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478229
Saved in:
5
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:
6
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:
7
Time series estimation of the dynamic effects of disaster-type shocks
Davis, Richard A.
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 180-201
Persistent link: https://www.econbiz.de/10014434389
Saved in:
8
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:
9
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:
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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