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subject:"Productivity"
subject:"Schätzung"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of econometrics"
~subject:"Time series analysis"
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Productivity
Schätzung
Time series analysis
Estimation
910
Theorie
261
Theory
261
Estimation theory
227
Schätztheorie
227
Volatility
177
Volatilität
177
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153
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153
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140
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Todorov, Viktor
14
Tauchen, George Eugene
9
Bollerslev, Tim
8
Linton, Oliver
8
Phillips, Peter C. B.
8
Su, Liangjun
8
Koop, Gary
6
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Brooks, Robert
5
Faff, Robert W.
5
Gao, Jiti
5
Ghysels, Eric
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
Madura, Jeff
5
McAleer, Michael
5
Zakoïan, Jean-Michel
5
Baltagi, Badi H.
4
Becchetti, Leonardo
4
Callaway, Brantly
4
Francq, Christian
4
Gouriéroux, Christian
4
Hamori, Shigeyuki
4
Heckman, James J.
4
Hsiao, Cheng
4
Li, Kunpeng
4
Masih, Rumi
4
Park, Joon Y.
4
Pesaran, M. Hashem
4
Sasaki, Yuya
4
Shin, Yongcheol
4
Wang, Wendun
4
Xiu, Dacheng
4
Akhigbe, Aigbe O.
3
Barigozzi, Matteo
3
Barkoulas, John T.
3
Barnett, William A.
3
Botosaru, Irene
3
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Applied financial economics
Journal of econometrics
Discussion paper series / IZA
3,011
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2,571
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2,304
NBER Working Paper
2,131
Applied economics
1,753
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1,416
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1,408
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1,275
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1,173
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913
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831
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756
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
728
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691
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566
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515
International review of economics & finance : IREF
495
Journal of international money and finance
460
CESifo Working Paper Series
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Finance research letters
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433
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433
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427
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425
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
384
Journal of applied econometrics
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International review of financial analysis
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ECONIS (ZBW)
906
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1
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
Saved in:
2
Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares
Botosaru, Irene
;
Muris, Chris
;
Pendakur, Krishna
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 576-597
Persistent link: https://www.econbiz.de/10014340641
Saved in:
3
Multi-dimensional latent group structures with heterogeneous distributions
Leng, Xuan
;
Chen, Heng
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014340642
Saved in:
4
Estimation of panel group structure models with structural breaks in group memberships and coefficients
Lumsdaine, Robin L.
;
Okui, Ryo
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10014340925
Saved in:
5
Shrinkage estimation of network spillovers with factor structured errors
Higgins, Ayden
;
Martellosio, Federico
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 66-87
Persistent link: https://www.econbiz.de/10014340929
Saved in:
6
Treatment effects in interactive fixed effects models with a small number of time periods
Callaway, Brantly
;
Karami, Sonia
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 184-208
Persistent link: https://www.econbiz.de/10014340983
Saved in:
7
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
Saved in:
8
How to go viral : a COVID-19 model with endogenously time-varying parameters
Ho, Paul
;
Lubik, Thomas A.
;
Matthes, Christian
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 70-86
Persistent link: https://www.econbiz.de/10013472838
Saved in:
9
Nonparametric comparison of epidemic time trends : the case of COVID-19
Khismatullina, Marina
;
Vogt, Michael
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 87-108
Persistent link: https://www.econbiz.de/10013472849
Saved in:
10
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
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