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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"The American economic review"
~subject:"Forecasting model"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
Forecasting model
Estimation
521
Schätzung
517
Estimation theory
219
Schätztheorie
219
Theorie
157
Theory
157
Zeitreihenanalyse
136
Nichtparametrisches Verfahren
120
Nonparametric statistics
120
Volatility
105
Volatilität
105
Regression analysis
94
Regressionsanalyse
94
Panel
92
Panel study
92
Prognoseverfahren
82
Capital income
71
Kapitaleinkommen
71
Börsenkurs
57
Share price
57
Factor analysis
50
Faktorenanalyse
49
Stochastic process
48
Stochastischer Prozess
48
Panel data
41
Bayes-Statistik
40
Bayesian inference
40
USA
39
Statistical test
38
Statistischer Test
38
Impact assessment
37
Wirkungsanalyse
37
Causality analysis
36
Kausalanalyse
36
ARCH model
34
ARCH-Modell
34
Statistical distribution
34
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213
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213
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213
Conference paper
1
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English
213
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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
Li, Junye
3
Marcellino, Massimiliano
3
Patton, Andrew J.
3
Phillips, Peter C. B.
3
Rossi, Barbara
3
Timmermann, Allan
3
Xiu, Dacheng
3
Aït-Sahalia, Yacine
2
Baltagi, Badi H.
2
Barigozzi, Matteo
2
Carrasco, Marine
2
Cascaldi-Garcia, Danilo
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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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
The American economic review
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
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
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
Journal of macroeconomics
31
Academy of Management journal : AMJ
28
Computational economics
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Journal of financial econometrics
27
Quantitative finance
26
International journal of finance & economics : IJFE
25
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ECONIS (ZBW)
213
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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
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:
4
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:
5
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:
6
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:
7
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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8
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
9
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
10
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
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