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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Regressionsanalyse"
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Time series analysis
United States
Regressionsanalyse
Estimation
497
Schätzung
497
Theorie
173
Theory
173
USA
170
Welt
54
World
54
Forecasting model
46
Prognoseverfahren
46
Estimation theory
45
Schätztheorie
45
Capital income
38
Kapitaleinkommen
38
Volatility
37
Volatilität
37
Zeitreihenanalyse
35
Börsenkurs
34
Share price
34
Panel
30
Panel study
30
CAPM
25
Deutschland
25
Germany
25
VAR model
25
VAR-Modell
25
Yield curve
25
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25
Bayes-Statistik
24
Bayesian inference
24
Großbritannien
24
United Kingdom
24
Capital market returns
23
Kapitalmarktrendite
23
Regression analysis
23
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Nichtparametrisches Verfahren
21
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Article
210
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1
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English
210
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Marcellino, Massimiliano
6
Pesaran, M. Hashem
5
Doppelhofer, Gernot
3
Santa-Clara, Pedro
3
Weeks, Melvyn
3
Bollerslev, Tim
2
Carriero, Andrea
2
Chemmanur, Thomas J.
2
Chesher, Andrew
2
Clark, Todd E.
2
Fleissig, Adrian R.
2
Koop, Gary
2
Li, Mingliang
2
Maio, Paulo
2
Mavroeidis, Sophocles
2
Nielsen, Morten Ørregaard
2
Phillips, Peter C. B.
2
Post, Thierry
2
Ritter, Jay
2
Serletis, Apostolos
2
Smith, L. Vanessa
2
Sola, Martin
2
Sorescu, Sorin M.
2
Strachan, Rodney W.
2
Urbain, Jean-Pierre
2
Vahid, Farshid
2
Wu, Liuren
2
Aassve, Arnstein
1
Adams, Zeno
1
Agarwal, Vikas
1
Ahelegbey, Daniel Felix
1
Ahn, Dong-Hyun
1
Allee, John M.
1
Altavilla, Carlo
1
Andersen, Torben
1
Anderson, Gordon
1
Anderson, Heather M.
1
Ando, Tomohiro
1
Artis, Michael J.
1
Ascari, Guido
1
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Journal of applied econometrics
Journal of financial and quantitative analysis : JFQA
Working paper / National Bureau of Economic Research, Inc.
1,496
Discussion paper series / IZA
507
Discussion paper / Centre for Economic Policy Research
407
Applied economics
384
Applied economics letters
250
CESifo working papers
232
Journal of econometrics
231
Economic modelling
201
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
200
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
199
Working paper
177
The review of economics and statistics
172
Finance and economics discussion series
171
NBER working paper series
171
Economics letters
167
The American economic review
153
The journal of finance : the journal of the American Finance Association
148
Applied financial economics
119
NBER Working Paper
116
Discussion paper / Tinbergen Institute
110
Energy economics
109
International review of economics & finance : IREF
102
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
100
Journal of international money and finance
97
Discussion paper
96
International journal of forecasting
96
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
86
Journal of banking & finance
84
Journal of macroeconomics
81
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
Journal of economic dynamics & control
73
Econometric reviews
72
IZA Discussion Paper
72
Journal of monetary economics
72
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ECONIS (ZBW)
210
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1
The impact of uncertainty on investment : empirical challenges and a new estimator
Li, Delong
;
Sun, Yiguo
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 307-338
Persistent link: https://www.econbiz.de/10014486462
Saved in:
2
Approximating grouped fixed effects estimation via fuzzy clustering regression
Lewis, Daniel J.
;
Melcangi, Davide
;
Pilossoph, Laura
; …
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1077-1084
Persistent link: https://www.econbiz.de/10014474404
Saved in:
3
Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
Saved in:
4
Competition and R&D financing : evidence from the biopharmaceutical industry
Thakor, Richard T.
;
Lo, Andrew W.
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
5
,
pp. 1885-1928
Persistent link: https://www.econbiz.de/10013367043
Saved in:
5
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
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6
Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
Saved in:
7
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
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8
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
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9
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
10
Empirical evidence on the Euler equation for investment in the US
Ascari, Guido
;
Haque, Qazi
;
Magnusson, Leandro M.
; …
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 543-563
Persistent link: https://www.econbiz.de/10014562832
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