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subject:"Share price"
subject:"World"
~isPartOf:"Journal of econometrics"
~subject:"Markov chain"
~subject:"Regressionsanalyse"
~subject:"Stock market"
~subject:"Theory"
~subject:"USA"
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Search: subject_exact:"Estimation"
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Share price
World
Markov chain
Regressionsanalyse
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Theory
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Estimation
465
Schätzung
460
Estimation theory
216
Schätztheorie
216
Theorie
166
Time series analysis
115
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115
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93
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Todorov, Viktor
10
Tauchen, George Eugene
6
Ghysels, Eric
5
Koop, Gary
5
Li, Jia
5
Phillips, Peter C. B.
5
Su, Liangjun
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Bollerslev, Tim
4
Kim, Donggyu
4
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4
Xiu, Dacheng
4
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3
Gallant, A. Ronald
3
Heckman, James J.
3
Hoderlein, Stefan
3
Hong, Yongmiao
3
Lamarche, Carlos
3
McAleer, Michael
3
Park, Joon Y.
3
Pesaran, M. Hashem
3
Shin, Yongcheol
3
Sickles, Robin C.
3
Steel, Mark F. J.
3
Wang, Yazhen
3
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3
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2
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2
Aruoba, S. Borağan
2
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2
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2
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2
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2
Chiang, Harold D.
2
Choi, Yongok
2
Christensen, Kim
2
Diebold, Francis X.
2
Dijk, Dick van
2
Fan, Jianqing
2
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
1,981
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883
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832
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788
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783
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764
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614
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525
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447
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402
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335
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315
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314
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296
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294
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273
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235
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210
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197
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164
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ECONIS (ZBW)
288
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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
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:
3
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:
4
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:
5
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:
6
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
7
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:
8
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:
9
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:
10
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
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