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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"
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Time series analysis
United States
Forecasting model
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
Panel study
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
Induktive Statistik
31
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208
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208
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208
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English
208
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Todorov, Viktor
8
Li, Jia
7
Bollerslev, Tim
6
Kim, Donggyu
6
Su, Liangjun
5
Tauchen, George Eugene
5
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
Gil-Alaña, Luis A.
3
Gupta, Rangan
3
Li, Junye
3
Marcellino, Massimiliano
3
Patton, Andrew J.
3
Phillips, Peter C. B.
3
Rossi, Barbara
3
Xiu, Dacheng
3
Aït-Sahalia, Yacine
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
Hallin, Marc
2
Hong, Yongmiao
2
Hounyo, Ulrich
2
Huber, Florian
2
Jin, Sainan
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.
464
Discussion paper / Centre for Economic Policy Research
393
Applied economics
133
Economic modelling
131
Finance research letters
120
International journal of forecasting
107
Energy economics
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
92
Applied economics letters
84
International review of economics & finance : IREF
83
The North American journal of economics and finance : a journal of financial economics studies
82
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
64
Journal of empirical finance
61
American economic journal : a journal of the American Economic Association
54
Journal of financial economics
47
Discussion papers / CEPR
45
Journal of economic dynamics & control
45
Journal of forecasting
41
Journal of international money and finance
39
Research in international business and finance
39
SpringerLink / Bücher
39
Journal of applied econometrics
38
Pacific-Basin finance journal
36
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
Journal of financial econometrics
27
Computational economics
26
Quantitative finance
26
International journal of finance & economics : IJFE
23
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ECONIS (ZBW)
208
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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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