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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
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Time series analysis
United States
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
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35
Börsenkurs
34
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30
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25
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24
United Kingdom
24
Capital market returns
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Kapitalmarktrendite
23
Regression analysis
23
Regressionsanalyse
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22
Monte-Carlo-Simulation
22
Nichtparametrisches Verfahren
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English
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Marcellino, Massimiliano
6
Pesaran, M. Hashem
4
Santa-Clara, Pedro
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
Sola, Martin
2
Sorescu, Sorin M.
2
Urbain, Jean-Pierre
2
Vahid, Farshid
2
Wu, Liuren
2
Aassve, Arnstein
1
Agarwal, Vikas
1
Ahelegbey, Daniel Felix
1
Ahn, Dong-Hyun
1
Allee, John M.
1
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1
Andersen, Torben
1
Anderson, Gordon
1
Anderson, Heather M.
1
Ando, Tomohiro
1
Artis, Michael J.
1
Ascari, Guido
1
Athanasopoulos, George
1
Augurzky, Boris
1
Babbs, Simon H.
1
Bae, Youngsoo
1
Bai, Jennie
1
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Journal of applied econometrics
Journal of financial and quantitative analysis : JFQA
Working paper / National Bureau of Economic Research, Inc.
1,490
Discussion paper series / IZA
432
Discussion paper / Centre for Economic Policy Research
400
Applied economics
337
Applied economics letters
211
CESifo working papers
211
The review of economics and statistics
172
Finance and economics discussion series
169
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
168
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
167
Journal of econometrics
163
Working paper
163
Economic modelling
158
NBER working paper series
158
The American economic review
151
The journal of finance : the journal of the American Finance Association
148
Economics letters
137
Applied financial economics
118
NBER Working Paper
103
Discussion paper / Tinbergen Institute
99
Journal of international money and finance
93
The review of financial studies
92
Journal of money, credit and banking : JMCB
88
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
87
Energy economics
86
The journal of futures markets
86
International journal of forecasting
84
International review of economics & finance : IREF
82
Discussion paper
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Journal of banking & finance
77
Journal of political economy
76
The North American journal of economics and finance : a journal of financial economics studies
76
American economic journal : a journal of the American Economic Association
75
Journal of economic dynamics & control
72
Journal of macroeconomics
72
Journal of monetary economics
70
Southern economic journal
65
Journal of labor economics
61
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ECONIS (ZBW)
193
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51
A new utility-consistent econometric approach to multivariate count data modeling
Bhat, Chandra R.
;
Paleti, Rajesh
;
Castro, Marisol
- In:
Journal of applied econometrics
30
(
2015
)
5
,
pp. 806-825
Persistent link: https://www.econbiz.de/10011334177
Saved in:
52
Replacing sample trimming with boundary correction in nonparametric estimation of first-price auctions
Hickman, Brent R.
;
Hubbard, Timothy P.
- In:
Journal of applied econometrics
30
(
2015
)
5
,
pp. 739-762
Persistent link: https://www.econbiz.de/10011334188
Saved in:
53
Regression discontinuity applications with rounding errors in the running variable
Dong, Yingying
- In:
Journal of applied econometrics
30
(
2015
)
3
,
pp. 422-446
Persistent link: https://www.econbiz.de/10011327578
Saved in:
54
DSGE models in the frequency domain
Sala, Luca
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 219-240
Persistent link: https://www.econbiz.de/10011327619
Saved in:
55
Sales, inventories and real interest rates : a century of stylized facts
Benati, Luca
;
Lubik, Thomas A.
- In:
Journal of applied econometrics
29
(
2014
)
7
,
pp. 1210-1222
Persistent link: https://www.econbiz.de/10010492678
Saved in:
56
Identification issues in limited-information Bayesian analysis of structural macroeconomic models
Kleibergen, Frank
;
Mavroeidis, Sophocles
- In:
Journal of applied econometrics
29
(
2014
)
7
,
pp. 1183-1209
Persistent link: https://www.econbiz.de/10010492685
Saved in:
57
Identifying causal mechanisms (primarily) based on inverse probability weighting
Huber, Martin
- In:
Journal of applied econometrics
29
(
2014
)
6
,
pp. 920-943
Persistent link: https://www.econbiz.de/10010492759
Saved in:
58
Treasury bond illiquidity and global equity returns
Goyenko, Ruslan
;
Sarkissian, Sergei
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
5/6
,
pp. 1227-1253
Persistent link: https://www.econbiz.de/10011338941
Saved in:
59
Communicating private information to the equity market before a dividend cut : an empirical analysis
Chemmanur, Thomas J.
;
Tian, Xuan
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
5/6
,
pp. 1167-1199
Persistent link: https://www.econbiz.de/10011338943
Saved in:
60
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
Saved in:
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