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subject:"National income"
subject:"Time series analysis"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~isPartOf:"NBER Working Paper"
~subject:"World"
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National income
Time series analysis
World
Estimation
283
Schätzung
279
Estimation theory
151
Schätztheorie
151
Zeitreihenanalyse
86
Nichtparametrisches Verfahren
76
Nonparametric statistics
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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
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3
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3
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2
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2
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2
Christensen, Kim
2
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2
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2
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2
Hallin, Marc
2
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2
Kao, Chihwa
2
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2
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2
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2
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2
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2
Aruoba, S. Borağan
1
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Aït-Sahalia, Yacine
1
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1
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Journal of econometrics
NBER Working Paper
Discussion paper / Centre for Economic Policy Research
208
Energy economics
155
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145
Applied economics
141
Working paper / National Bureau of Economic Research, Inc.
113
Finance research letters
95
Applied economics letters
91
International review of economics & finance : IREF
91
Economics letters
89
Journal of international money and finance
75
Discussion papers / CEPR
69
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
67
The North American journal of economics and finance : a journal of financial economics studies
62
International journal of forecasting
61
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
International review of financial analysis
50
Research in international business and finance
47
Journal of international financial markets, institutions & money
44
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41
Journal of banking & finance
38
Journal of economic dynamics & control
38
SpringerLink / Bücher
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
36
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32
International journal of finance & economics : IJFE
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Econometric reviews
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
27
International journal of economics and finance
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Journal of applied econometrics
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Macroeconomic dynamics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
European economic review : EER
19
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51
Is the diurnal pattern sufficient to explain intraday variation in volatility? : a nonparametric assessment
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 336-362
Persistent link: https://www.econbiz.de/10012110287
Saved in:
52
Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu
;
Zhang, Zhengjun
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 470-487
Persistent link: https://www.econbiz.de/10012110325
Saved in:
53
ArCo : an artificial counterfactual approach for high-dimensional panel time-series data
Carvalho, Carlos Viana de
;
Masini, Ricardo
;
Medeiros, …
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 352-380
Persistent link: https://www.econbiz.de/10012116360
Saved in:
54
Estimation and inference of dynamic structural factor models with over-identifying restrictions
Han, Xu
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 125-147
Persistent link: https://www.econbiz.de/10011974557
Saved in:
55
Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data
Kim, Donggyu
;
Kong, Xin-Bing
;
Li, Cui-Xia
;
Wang, Yazhen
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
Saved in:
56
Estimating the integrated volatility using high-frequency data with zero durations
Liu, Zhi
;
Kong, Xin-Bing
;
Jing, Bingyi
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 18-32
Persistent link: https://www.econbiz.de/10011974707
Saved in:
57
Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Saved in:
58
On high frequency estimation of the frictionless price : the use of observed liquidity variables
Chaker, Selma
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 127-143
Persistent link: https://www.econbiz.de/10011917437
Saved in:
59
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
60
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
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