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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of political economy"
~subject:"Regressionsanalyse"
~type:"article"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
Regressionsanalyse
Estimation
1,735
Schätzung
1,730
Theorie
380
Theory
380
Estimation theory
273
Schätztheorie
273
USA
269
Zeitreihenanalyse
190
Panel
184
Panel study
184
Volatility
178
Volatilität
178
Börsenkurs
168
Share price
168
Capital income
141
Kapitaleinkommen
141
Welt
134
World
134
Nichtparametrisches Verfahren
132
Nonparametric statistics
132
Regression analysis
124
Forecasting model
119
Prognoseverfahren
119
Cointegration
112
Kointegration
112
Kaufkraftparität
106
Purchasing power parity
106
Economic growth
92
Wirtschaftswachstum
92
Aktienmarkt
86
Stock market
86
Einheitswurzeltest
77
Unit root test
77
Business cycle
71
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70
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69
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69
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1
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Article in journal
554
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554
Conference paper
3
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3
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English
555
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Gil-Alaña, Luis A.
10
Todorov, Viktor
7
Caporale, Guglielmo Maria
6
Phillips, Peter C. B.
6
Bollerslev, Tim
5
Kim, Donggyu
5
Koop, Gary
5
Li, Jia
5
Su, Liangjun
5
Tauchen, George Eugene
5
Bahmani-Oskooee, Mohsen
4
Chang, Tsangyao
4
Gupta, Rangan
4
Tiwari, Aviral Kumar
4
Xiu, Dacheng
4
Andersen, Torben
3
Aït-Sahalia, Yacine
3
Baltagi, Badi H.
3
Fan, Jianqing
3
Gao, Jiti
3
Ghysels, Eric
3
Goel, Rajeev K.
3
Heckman, James J.
3
Hoderlein, Stefan
3
Hong, Yongmiao
3
Huang, Ho-chuan
3
Lamarche, Carlos
3
Linton, Oliver
3
Patton, Andrew J.
3
Robinson, Peter M.
3
Sun, Yiguo
3
Taylor, Robert
3
Wang, Fa
3
Wang, Yazhen
3
Ai, Chunrong
2
Aruoba, S. Borağan
2
Barigozzi, Matteo
2
Bertanha, Marinho
2
Bhaskara Rao, Buddhavarapu
2
Bils, Mark
2
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Applied economics letters
Journal of econometrics
Journal of political economy
Applied economics
384
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
200
Economic modelling
199
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
199
The review of economics and statistics
172
Economics letters
167
The American economic review
153
The journal of finance : the journal of the American Finance Association
148
Journal of applied econometrics
134
Applied financial economics
119
Energy economics
109
International review of economics & finance : IREF
101
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
100
Journal of international money and finance
96
International journal of forecasting
93
The North American journal of economics and finance : a journal of financial economics studies
92
The review of financial studies
92
Journal of money, credit and banking : JMCB
88
The journal of futures markets
85
Journal of banking & finance
84
Journal of macroeconomics
81
American economic journal : a journal of the American Economic Association
75
Journal of financial and quantitative analysis : JFQA
75
Journal of economic dynamics & control
73
Journal of monetary economics
72
Econometric reviews
70
Journal of forecasting
70
Finance research letters
66
Southern economic journal
66
The empirical economics letters : a monthly international journal of economics
66
Journal of empirical finance
64
Journal of labor economics
61
Journal of financial economics
60
International review of financial analysis
57
Macroeconomic dynamics
56
The quarterly journal of economics
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
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ECONIS (ZBW)
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91
Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects
Gungor, Sermin
;
Luger, Richard
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 750-770
Persistent link: https://www.econbiz.de/10012483180
Saved in:
92
Panel threshold models with interactive fixed effects
Miao, Ke
;
Li, Kunpeng
;
Su, Liangjun
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10012483198
Saved in:
93
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
94
Threshold effects of inequality on economic growth in the US states : the role of human capital to physical capital ratio
Çepni, Oğuzhan
;
Gupta, Rangan
;
Lv, Zhihui
- In:
Applied economics letters
27
(
2020
)
19
,
pp. 1546-1551
Persistent link: https://www.econbiz.de/10012315664
Saved in:
95
Transparency and negotiated prices : the value of information in hospital-supplier bargaining
Grennan, Matthew
;
Swanson, Ashley
- In:
Journal of political economy
128
(
2020
)
4
,
pp. 1234-1268
Persistent link: https://www.econbiz.de/10012416737
Saved in:
96
Firm volatility in granular networks
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of political economy
128
(
2020
)
11
,
pp. 4097-4162
Persistent link: https://www.econbiz.de/10012599940
Saved in:
97
The source of real oil price fluctuations: a fresh view from the frequency domain
Yanfeng, Wei
;
Zhang, Liguo
;
Li, Qirui
- In:
Applied economics letters
27
(
2020
)
17
,
pp. 1395-1399
Persistent link: https://www.econbiz.de/10012313055
Saved in:
98
Econometric estimates of Earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 6-32
Persistent link: https://www.econbiz.de/10012438082
Saved in:
99
Nonparametric filtering of conditional state-price densities
Dalderop, Jeroen
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 295-325
Persistent link: https://www.econbiz.de/10012438391
Saved in:
100
Panel threshold regressions with latent group structures
Miao, Ke
;
Su, Liangjun
;
Wang, Wendun
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 451-481
Persistent link: https://www.econbiz.de/10012439052
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