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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of political economy"
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Time series analysis
United States
Estimation
479
Schätzung
479
Theorie
193
Theory
193
USA
172
Welt
45
World
45
Estimation theory
43
Schätztheorie
43
Zeitreihenanalyse
35
Forecasting model
31
Prognoseverfahren
31
Panel
29
Panel study
29
Volatility
25
Volatilität
25
Großbritannien
24
Impact assessment
24
United Kingdom
24
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24
VAR-Modell
24
Wirkungsanalyse
24
Bayes-Statistik
22
Bayesian inference
22
Deutschland
22
Germany
22
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22
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22
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Regression analysis
21
Regressionsanalyse
21
Schock
21
Shock
21
Cointegration
18
Economic growth
18
Kointegration
18
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195
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English
195
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Marcellino, Massimiliano
6
Pesaran, M. Hashem
4
Bils, Mark
2
Carriero, Andrea
2
Chesher, Andrew
2
Clark, Todd E.
2
Fleissig, Adrian R.
2
Heckman, James J.
2
Klenow, Peter J.
2
Koop, Gary
2
Krishna, Pravin
2
Li, Mingliang
2
Mavroeidis, Sophocles
2
Nielsen, Morten Ørregaard
2
Persico, Nicola
2
Phillips, Peter C. B.
2
Serletis, Apostolos
2
Sieg, Holger
2
Sola, Martin
2
Urbain, Jean-Pierre
2
Vahid, Farshid
2
Aassve, Arnstein
1
Acemoglu, Daron
1
Aggarwal, Rajesh K.
1
Ahelegbey, Daniel Felix
1
Akcigit, Ufuk
1
Alan, Sule
1
Altavilla, Carlo
1
Alvarez, Fernando
1
Amberg, Niklas
1
Andersen, Torben
1
Anderson, Gordon
1
Anderson, Heather M.
1
Ando, Tomohiro
1
Antón, Miguel
1
Artis, Michael J.
1
Ascari, Guido
1
Athanasopoulos, George
1
Athey, Susan
1
Attanasio, Orazio P.
1
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Journal of applied econometrics
Journal of political economy
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
CESifo working papers
212
Applied economics letters
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
Working paper
165
Journal of econometrics
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
83
Discussion paper
81
Journal of banking & finance
77
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 financial and quantitative analysis : JFQA
74
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)
195
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71
Realized GARCH: a joint model for returns and realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Shek, Howard Howan
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 877-906
Persistent link: https://www.econbiz.de/10010219741
Saved in:
72
What you match does matter : the effects of data on DSGE estimation
Guerrón-Quintana, Pablo A.
- In:
Journal of applied econometrics
25
(
2010
)
5
,
pp. 774-804
Persistent link: https://www.econbiz.de/10008667450
Saved in:
73
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
74
Identifying agglomeration spillovers : evidence from winners and losers of large plant openings
Greenstone, Michael
;
Hornbek, Richard
;
Moretti, Enrico
- In:
Journal of political economy
118
(
2010
)
3
,
pp. 536-593
Persistent link: https://www.econbiz.de/10008650378
Saved in:
75
No one true path : uncovering the interplay between geography, institutions, and fractionalization in economic development
Tan, Chih Ming
- In:
Journal of applied econometrics
25
(
2010
)
7
,
pp. 1100-1127
Persistent link: https://www.econbiz.de/10008936609
Saved in:
76
What are the effects of fiscal policy shocks?
Mountford, Andrew
;
Uhlig, Harald
- In:
Journal of applied econometrics
24
(
2009
)
6
,
pp. 960-992
Persistent link: https://www.econbiz.de/10003886944
Saved in:
77
Annual miles drive used car prices
Engers, Maxim Peter
;
Hartmann, Monica
;
Stern, Steven N.
- In:
Journal of applied econometrics
24
(
2009
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10003807529
Saved in:
78
Efficiency and productivity of the US banking industry, 1998 - 2005 : evidence from the fourier cost function satisfying global regularity conditions
Feng, Guohua
;
Serletis, Apostolos
- In:
Journal of applied econometrics
24
(
2009
)
1
,
pp. 105-138
Persistent link: https://www.econbiz.de/10003807538
Saved in:
79
Place of work and place of residence : informal hiring networks and labor market outcomes
Bayer, Patrick J.
;
Ross, Stephen L.
;
Topa, Giorgio
- In:
Journal of political economy
116
(
2008
)
6
,
pp. 1150-1196
Persistent link: https://www.econbiz.de/10003803398
Saved in:
80
Consumption strikes back? : measuring long-run risk
Hansen, Lars Peter
;
Heaton, John
;
Li, Nan
- In:
Journal of political economy
116
(
2008
)
2
,
pp. 260-302
Persistent link: https://www.econbiz.de/10003721384
Saved in:
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