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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Deutschland"
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Time series analysis
United States
Deutschland
Estimation
3,514
Schätzung
3,512
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1,580
Theorie
798
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798
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413
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413
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337
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325
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Heckman, James J.
24
Hamermesh, Daniel S.
13
Neumark, David
13
Haltiwanger, John C.
12
Dave, Dhaval
11
Glaeser, Edward L.
11
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11
Card, David E.
10
Shapiro, Matthew D.
10
Stulz, René M.
10
Andersen, Torben
9
Cooper, Russell W.
9
Gustman, Alan L.
9
Hong, Harrison G.
9
Lochner, Lance
9
Steinmeier, Thomas L.
9
Angrist, Joshua D.
8
Autor, David H.
8
Basu, Susanto
8
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8
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8
Christiano, Lawrence J.
8
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8
Engle, Robert F.
8
Gan, Li
8
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8
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8
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8
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8
Moretti, Enrico
8
Todorov, Viktor
8
Bekaert, Geert
7
Campbell, John Y.
7
Diebold, Francis X.
7
Eichenbaum, Martin S.
7
Figlio, David N.
7
Kahn, Matthew E.
7
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7
Meyer, Bruce D.
7
Ruhm, Christopher J.
7
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ECONIS (ZBW)
1,808
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1
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:
2
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:
3
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
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4
The hard road to a soft landing : evidence from a (modestly) nonlinear structural model
Verbrugge, Randal
;
Zaman, Saeed
- In:
Energy economics
123
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014476462
Saved in:
5
Price connectedness in U.S. ethanol terminal markets
Gerveni, Maria
;
Serra, Teresa
;
Irwin, Scott H.
;
Hubbs, Todd
- In:
Energy economics
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014480052
Saved in:
6
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
Saved in:
7
Disentangle the price dispersion of residential solar photovoltaic systems : evidence from Germany
Kraschewski, Tobias
;
Brauner, Tim
;
Heumann, Maximilian
; …
- In:
Energy economics
121
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014438482
Saved in:
8
A weekly structural VAR model of the US crude oil market
Valenti, Daniele
;
Bastianin, Andrea
;
Manera, Matteo
- In:
Energy economics
121
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014438651
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9
A memory in the bond : green bond and sectoral investment interdependence in a fractionally cointegrated VAR framework
Mishra, Tapas
;
Park, Donghyun
;
Parhi, Mamata
;
Uddin, …
- In:
Energy economics
121
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014438770
Saved in:
10
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
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