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subject:"Theorie"
subject:"Zeitreihenanalyse"
~isPartOf:"HKIMR Working Paper"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international economics"
~isPartOf:"NBER working paper series"
~isPartOf:"Temi di discussione / Banca d'Italia"
~subject:"Business cycle"
~subject:"Democratization"
~subject:"Interest rate"
~subject:"Shock"
~subject:"Wechselkurs"
~subject:"Wirkungsanalyse"
~type:"article"
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Search: subject_exact:"Estimation"
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Theorie
Zeitreihenanalyse
Business cycle
Democratization
Interest rate
Shock
Wechselkurs
Wirkungsanalyse
Estimation
689
Schätzung
684
Theory
253
Estimation theory
220
Schätztheorie
220
Time series analysis
115
Volatility
115
Volatilität
115
Nichtparametrisches Verfahren
106
Nonparametric statistics
106
Panel
95
Panel study
95
USA
85
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85
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82
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82
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66
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57
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46
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38
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38
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38
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38
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38
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34
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34
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34
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33
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33
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375
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Todorov, Viktor
9
Bollerslev, Tim
6
Koop, Gary
6
Tauchen, George Eugene
6
Kim, Donggyu
5
Li, Jia
5
Phillips, Peter C. B.
5
Aït-Sahalia, Yacine
4
Pesaran, M. Hashem
4
Andersen, Torben
3
Fan, Jianqing
3
Frühwirth-Schnatter, Sylvia
3
Fulop, Andras
3
Han, Xu
3
Heckman, James J.
3
Inoue, Atsushi
3
Patton, Andrew J.
3
Robinson, Peter M.
3
Sasaki, Yuya
3
Shin, Yongcheol
3
Steel, Mark F. J.
3
Su, Liangjun
3
Taylor, Alan M.
3
Taylor, Robert
3
Wang, Yazhen
3
Xiu, Dacheng
3
Anderson, James E.
2
Aruoba, S. Borağan
2
Asai, Manabu
2
Baltagi, Badi H.
2
Barigozzi, Matteo
2
Billio, Monica
2
Botosaru, Irene
2
Callaway, Brantly
2
Cardi, Olivier
2
Casarin, Roberto
2
Cesa-Bianchi, Ambrogio
2
Cheung, Yin-Wong
2
Christensen, Kim
2
Del Negro, Marco
2
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HKIMR Working Paper
Journal of econometrics
Journal of international economics
NBER working paper series
Temi di discussione / Banca d'Italia
Applied economics
582
Economic modelling
395
Applied economics letters
365
Economics letters
334
Journal of international money and finance
282
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
279
International review of economics & finance : IREF
227
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
226
Energy economics
191
Journal of macroeconomics
189
Journal of applied econometrics
183
Journal of economic dynamics & control
178
Journal of banking & finance
175
Applied financial economics
165
Journal of monetary economics
148
Finance research letters
147
The North American journal of economics and finance : a journal of financial economics studies
143
European economic review : EER
141
International journal of finance & economics : IJFE
138
Journal of empirical finance
134
Macroeconomic dynamics
130
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
130
The review of economics and statistics
128
International journal of forecasting
126
The American economic review
126
Journal of money, credit and banking : JMCB
119
International review of financial analysis
115
Journal of financial economics
107
International journal of economics and financial issues : IJEFI
105
The empirical economics letters : a monthly international journal of economics
101
Journal of forecasting
99
International journal of economics and finance
96
Econometric reviews
93
Journal of international financial markets, institutions & money
93
The economic journal : the journal of the Royal Economic Society
93
Journal of urban economics
91
The journal of finance : the journal of the American Finance Association
89
The European journal of finance
88
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ECONIS (ZBW)
375
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1
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10
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375
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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
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:
3
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:
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
The determinants of displaced workers' wages : sorting, matching, selection, and the Hartz reforms
Woodcock, Simon D.
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 568-595
Persistent link: https://www.econbiz.de/10014362663
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
Real interest rates and productivity in small open economies
Monacelli, Tommaso
;
Sala, Luca
;
Siena, Daniele
- In:
Journal of international economics
142
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014336793
Saved in:
8
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:
9
Climate risks and FDI
Gu, Grace Weishi
;
Hale, Galina
- In:
Journal of international economics
146
(
2023
),
pp. 1-65
Persistent link: https://www.econbiz.de/10014486696
Saved in:
10
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
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