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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Forecasting model"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
Forecasting model
Estimation
802
Schätzung
798
Estimation theory
247
Schätztheorie
247
Theorie
213
Theory
213
Volatility
204
Volatilität
204
Zeitreihenanalyse
179
Capital income
161
Kapitaleinkommen
161
Börsenkurs
144
Share price
144
Nichtparametrisches Verfahren
134
Nonparametric statistics
134
Prognoseverfahren
127
Panel
123
Panel study
123
Regression analysis
120
Regressionsanalyse
120
ARCH model
78
ARCH-Modell
78
Aktienmarkt
71
Stock market
71
VAR model
63
VAR-Modell
63
Welt
61
World
61
Bayes-Statistik
60
Bayesian inference
60
Factor analysis
59
Faktorenanalyse
58
Stochastic process
58
Stochastischer Prozess
58
Portfolio selection
55
Portfolio-Management
55
Panel data
53
CAPM
50
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Article
290
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290
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290
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English
290
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Gupta, Rangan
12
Todorov, Viktor
8
Li, Jia
7
Bollerslev, Tim
6
Kim, Donggyu
6
Nonejad, Nima
5
Su, Liangjun
5
Tauchen, George Eugene
5
Dai, Zhifeng
4
Gil-Alaña, Luis A.
4
Taylor, Robert
4
Wang, Yazhen
4
Andersen, Torben
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
Ergemen, Yunus Emre
3
Fan, Jianqing
3
Francq, Christian
3
Gao, Jiti
3
Ji, Qiang
3
Li, Junye
3
Marcellino, Massimiliano
3
Patton, Andrew J.
3
Phillips, Peter C. B.
3
Pierdzioch, Christian
3
Rossi, Barbara
3
Xiu, Dacheng
3
Aït-Sahalia, Yacine
2
Balcilar, Mehmet
2
Baltagi, Badi H.
2
Barigozzi, Matteo
2
Carrasco, Marine
2
Cheung, Ying Lun
2
Christensen, Kim
2
Demetrescu, Matei
2
Fosten, Jack
2
Fulop, Andras
2
Gouriéroux, Christian
2
Gungor, Sermin
2
Gutknecht, Daniel
2
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
464
Discussion paper / Centre for Economic Policy Research
393
Applied economics
133
Economic modelling
132
Finance research letters
130
International journal of forecasting
110
Energy economics
99
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
92
Applied economics letters
87
International review of economics & finance : IREF
87
Economics letters
81
Journal of banking & finance
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
65
International review of financial analysis
65
Journal of empirical finance
62
American economic journal : a journal of the American Economic Association
54
Journal of financial economics
47
Discussion papers / CEPR
46
Journal of economic dynamics & control
45
Journal of forecasting
42
Journal of international money and finance
40
Journal of applied econometrics
39
Research in international business and finance
39
SpringerLink / Bücher
39
Pacific-Basin finance journal
38
Journal of international financial markets, institutions & money
35
The review of financial studies
35
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Econometric reviews
32
The American economic review
32
Journal of macroeconomics
31
Academy of Management journal : AMJ
28
Computational economics
27
Journal of financial econometrics
27
Quantitative finance
26
International journal of finance & economics : IJFE
25
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ECONIS (ZBW)
290
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290
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1
Identification of time-varying factor models
Cheung, Ying Lun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 76-94
Persistent link: https://www.econbiz.de/10014449828
Saved in:
2
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
3
Spillover effects of disaggregated macroeconomic uncertainties on U.S. real activity : evidence from the quantile vector autoregressive connectedness approach
Ben Haddad, Hedi
;
Mezghani, Imed
;
Medhioub, Imed
; …
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
2
,
pp. 829-858
Persistent link: https://www.econbiz.de/10014519714
Saved in:
4
The impact of US productivity growth on unemployment in the time-frequency domain : is AI causing a change in the relationship?
Crowley, Patrick M.
;
Hudgins, David
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2169-2190
Persistent link: https://www.econbiz.de/10014520139
Saved in:
5
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
6
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:
7
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:
8
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:
9
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
Saved in:
10
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
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