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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Volatilität"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
Volatilität
Estimation
836
Schätzung
836
Theorie
344
Theory
344
USA
295
Welt
87
World
87
Geldpolitik
71
Monetary policy
71
Zeitreihenanalyse
66
Schock
60
Shock
60
VAR model
60
VAR-Modell
60
Volatility
60
Business cycle
57
Konjunktur
57
Forecasting model
53
Prognoseverfahren
53
Börsenkurs
52
Estimation theory
52
Schätztheorie
52
Share price
52
Economic growth
48
Wirtschaftswachstum
48
Capital income
46
Kapitaleinkommen
46
Panel
44
Inflation
43
Panel study
42
Bayes-Statistik
41
Bayesian inference
41
Deutschland
41
Germany
41
Großbritannien
37
United Kingdom
37
CAPM
35
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1
Conference paper
1
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English
374
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Marcellino, Massimiliano
7
Pesaran, M. Hashem
4
Bollerslev, Tim
3
Clark, Todd E.
3
Tate, Geoffrey
3
Titman, Sheridan
3
Andersen, Torben
2
Aït-Sahalia, Yacine
2
Baker, Malcolm
2
Biolsi, Christopher
2
Bossaerts, Peter L.
2
Boudoukh, Jacob
2
Brennan, Michael J.
2
Carriero, Andrea
2
Chesher, Andrew
2
Crowley, Patrick M.
2
Cunningham, Steven Ray
2
Duffie, Darrell
2
Dées, Stéphane
2
Easley, David
2
Engle, Robert F.
2
Engsted, Tom
2
Evans, Martin D. D.
2
Fama, Eugene F.
2
Fleissig, Adrian R.
2
Fleming, Jeff
2
French, Kenneth Ronald
2
Goetzmann, William N.
2
Graham, John R.
2
Hughes Hallett, Andrew
2
Jagannathan, Ravi
2
Kapetanios, George
2
Keating, John William
2
Kiefer, Nicholas Maximilian
2
Koop, Gary
2
Li, Haitao
2
Li, Mingliang
2
Ma, Jun
2
Malmendier, Ulrike
2
Nanda, Vikram
2
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Journal of applied econometrics
Journal of macroeconomics
The journal of finance : the journal of the American Finance Association
Working paper / National Bureau of Economic Research, Inc.
1,525
Discussion paper series / IZA
447
Applied economics
441
Discussion paper / Centre for Economic Policy Research
426
Applied economics letters
269
CESifo working papers
253
Economic modelling
238
NBER working paper series
228
Working paper
210
Journal of econometrics
204
Energy economics
201
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
197
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
194
Economics letters
179
Finance and economics discussion series
178
The review of economics and statistics
175
International review of economics & finance : IREF
170
NBER Working Paper
169
Applied financial economics
168
The American economic review
153
Finance research letters
149
Journal of international money and finance
146
Journal of banking & finance
144
The North American journal of economics and finance : a journal of financial economics studies
141
International review of financial analysis
128
Discussion paper / Tinbergen Institute
122
The journal of futures markets
121
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
113
Journal of empirical finance
109
International journal of forecasting
106
Discussion paper
104
Journal of money, credit and banking : JMCB
97
Journal of international financial markets, institutions & money
95
The review of financial studies
92
Journal of economic dynamics & control
90
Research in international business and finance
87
Journal of financial economics
85
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ECONIS (ZBW)
374
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1
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
Saved in:
2
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:
3
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
4
Do the Hamilton and Beveridge-Nelson filters provide the same information about output gaps? : an empirical comparison for practitioners
Biolsi, Christopher
- In:
Journal of macroeconomics
75
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014423934
Saved in:
5
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
Saved in:
6
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
7
Commodity prices and inflation risk
Garratt, Anthony
;
Petrella, Ivan
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 392-414
Persistent link: https://www.econbiz.de/10013165243
Saved in:
8
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
9
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
10
Common factors of commodity prices
Delle Chiaie, Simona
;
Ferrara, Laurent
;
Giannone, Domenico
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 461-476
Persistent link: https://www.econbiz.de/10013186690
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