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subject:"OECD countries"
subject:"Schätzung"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~subject:"USA"
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OECD countries
Schätzung
USA
Estimation
283
Estimation theory
151
Schätztheorie
151
Time series analysis
86
Zeitreihenanalyse
86
Nichtparametrisches Verfahren
76
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Todorov, Viktor
9
Su, Liangjun
7
Linton, Oliver
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Phillips, Peter C. B.
6
Tauchen, George Eugene
6
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5
Gao, Jiti
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Kim, Donggyu
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5
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4
Aït-Sahalia, Yacine
4
Callaway, Brantly
4
Li, Kunpeng
4
Sasaki, Yuya
4
Wang, Wendun
4
Baltagi, Badi H.
3
Botosaru, Irene
3
Cai, Zongwu
3
Fan, Jianqing
3
Francq, Christian
3
Ghysels, Eric
3
Gouriéroux, Christian
3
Hoderlein, Stefan
3
Hong, Yongmiao
3
Park, Joon Y.
3
Patton, Andrew J.
3
Shin, Yongcheol
3
Taylor, Robert
3
Vogt, Michael
3
Wang, Fa
3
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Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
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3
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2
Asai, Manabu
2
Bandi, Federico M.
2
Barigozzi, Matteo
2
Bertanha, Marinho
2
Chen, Heng
2
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Journal of econometrics
Discussion paper / Centre for Economic Policy Research
1,255
Working paper / National Bureau of Economic Research, Inc.
765
Applied economics
597
Economic modelling
534
Discussion papers / CEPR
426
Applied economics letters
416
Economics letters
391
Finance research letters
390
Energy economics
381
International review of economics & finance : IREF
345
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
249
The North American journal of economics and finance : a journal of financial economics studies
236
International review of financial analysis
232
Journal of international money and finance
226
Journal of banking & finance
206
SpringerLink / Bücher
206
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
194
Research in international business and finance
187
Labour economics : official journal of the European Association of Labour Economists
165
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
153
Journal of empirical finance
151
Journal of economic dynamics & control
150
Journal of financial economics
147
Journal of international financial markets, institutions & money
146
European economic review : EER
139
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
139
Journal of economic behavior & organization : JEBO
138
International journal of economics and finance
137
Journal of macroeconomics
133
Empirical economics : a quarterly journal of the Institute for Advanced Studies
130
International journal of finance & economics : IJFE
118
International journal of forecasting
117
Pacific-Basin finance journal
117
Emerging markets, finance and trade : EMFT
114
Management science : journal of the Institute for Operations Research and the Management Sciences
104
Macroeconomic dynamics
103
Economics of education review
102
American economic journal : a journal of the American Economic Association
99
Journal of international economics
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ECONIS (ZBW)
279
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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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