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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"
~subject:"Forecasting model"
~subject:"Panel study"
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Time series analysis
United States
Forecasting model
Panel study
Estimation
566
Schätzung
562
Estimation theory
236
Schätztheorie
236
Theorie
163
Theory
163
Zeitreihenanalyse
151
Nichtparametrisches Verfahren
127
Nonparametric statistics
127
Volatility
123
Volatilität
123
Panel
109
Regression analysis
102
Regressionsanalyse
102
Prognoseverfahren
87
Capital income
83
Kapitaleinkommen
83
Börsenkurs
68
Share price
68
Factor analysis
53
Stochastic process
53
Stochastischer Prozess
53
Faktorenanalyse
52
Panel data
50
Bayes-Statistik
49
Bayesian inference
49
ARCH model
42
ARCH-Modell
42
Statistical test
41
Statistischer Test
41
VAR model
39
VAR-Modell
39
Causality analysis
38
Kausalanalyse
38
Statistical distribution
38
Statistische Verteilung
38
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300
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Su, Liangjun
9
Todorov, Viktor
8
Li, Jia
7
Bollerslev, Tim
6
Gao, Jiti
6
Kim, Donggyu
6
Tauchen, George Eugene
5
Baltagi, Badi H.
4
Li, Kunpeng
4
Phillips, Peter C. B.
4
Taylor, Robert
4
Wang, Wendun
4
Wang, Yazhen
4
Andersen, Torben
3
Botosaru, Irene
3
Callaway, Brantly
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
Ergemen, Yunus Emre
3
Fan, Jianqing
3
Francq, Christian
3
Gil-Alaña, Luis A.
3
Gupta, Rangan
3
Kao, Chihwa
3
Li, Junye
3
Li, Qi
3
Linton, Oliver
3
Marcellino, Massimiliano
3
Patton, Andrew J.
3
Ravazzolo, Francesco
3
Rossi, Barbara
3
Shin, Yongcheol
3
Timmermann, Allan
3
Vogt, Michael
3
Xiu, Dacheng
3
Yang, Zhenlin
3
Aït-Sahalia, Yacine
2
Barigozzi, Matteo
2
Bresson, Georges
2
Cai, Zongwu
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
Working paper / National Bureau of Economic Research, Inc.
466
Discussion paper / Centre for Economic Policy Research
398
Applied economics
199
Economic modelling
191
Finance research letters
149
Energy economics
147
Economics letters
135
Applied economics letters
126
International review of economics & finance : IREF
112
International journal of forecasting
110
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
The North American journal of economics and finance : a journal of financial economics studies
93
International review of financial analysis
72
Journal of banking & finance
69
Journal of empirical finance
65
American economic journal : a journal of the American Economic Association
54
Journal of international money and finance
53
Research in international business and finance
52
Discussion papers / CEPR
51
Journal of applied econometrics
49
Econometric reviews
48
Journal of economic dynamics & control
47
Journal of financial economics
47
Journal of forecasting
42
Journal of international financial markets, institutions & money
41
SpringerLink / Bücher
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
International journal of finance & economics : IJFE
40
Pacific-Basin finance journal
40
Journal of macroeconomics
38
International journal of economics and finance
36
The review of financial studies
35
The American economic review
32
Computational economics
29
Academy of Management journal : AMJ
28
Economic research
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1
Homogeneity and sparsity analysis for high-dimensional panel data models
Wang, Wu
;
Zhu, Zhongyi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 26-35
Persistent link: https://www.econbiz.de/10014448669
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2
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
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3
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
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4
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
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5
Do the export reactions to exchange rate and exchange rate volatility differ depending on technology intensity? : new evidences from the panel SVAR analysis
Aslan, Caglayan
;
Akpiliç, Ferdi
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
4
,
pp. 1587-1631
Persistent link: https://www.econbiz.de/10014519939
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6
Income disparities and financial development : evidence from a panel firm-level analysis
Amountzias, Chrysovalantis
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
1
,
pp. 175-206
Persistent link: https://www.econbiz.de/10014519397
Saved in:
7
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
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8
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
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9
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:
10
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
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