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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of applied econometrics"
~subject:"EU countries"
~subject:"Schätztheorie"
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Time series analysis
United States
EU countries
Schätztheorie
Estimation
362
Schätzung
362
Theorie
143
Theory
143
USA
96
Estimation theory
40
Welt
39
World
39
Zeitreihenanalyse
35
Forecasting model
30
Prognoseverfahren
30
Panel
29
Panel study
29
Volatility
24
Volatilität
24
VAR model
23
VAR-Modell
23
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22
Bayesian inference
22
Monte Carlo simulation
22
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22
Deutschland
21
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21
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21
Nichtparametrisches Verfahren
21
Nonparametric statistics
21
Regression analysis
21
Regressionsanalyse
21
United Kingdom
21
Cointegration
18
Kointegration
18
Impact assessment
17
Wirkungsanalyse
17
Economic growth
16
Wirtschaftswachstum
16
EU-Staaten
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2
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English
163
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Marcellino, Massimiliano
7
Pesaran, M. Hashem
6
Koop, Gary
4
Doppelhofer, Gernot
3
Strachan, Rodney W.
3
Weeks, Melvyn
3
Bianchi, Marco
2
Blundell, Richard W.
2
Carriero, Andrea
2
Chesher, Andrew
2
Clark, Todd E.
2
Eickmeier, Sandra
2
Escanciano, Juan Carlos
2
Fleissig, Adrian R.
2
Hautsch, Nikolaus
2
Herwartz, Helmut
2
Kumbhakar, Subal
2
Li, Mingliang
2
Mavroeidis, Sophocles
2
Nielsen, Morten Ørregaard
2
Pendakur, Krishna
2
Phillips, Peter C. B.
2
Serletis, Apostolos
2
Smith, L. Vanessa
2
Sola, Martin
2
Urbain, Jean-Pierre
2
Vahid, Farshid
2
Aassve, Arnstein
1
Abel, Joshua
1
Ahelegbey, Daniel Felix
1
Akay, Alpaslan
1
Altavilla, Carlo
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
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Journal of applied econometrics
Working paper / National Bureau of Economic Research, Inc.
1,515
Discussion paper series / IZA
565
Discussion paper / Centre for Economic Policy Research
479
Applied economics
439
CESifo working papers
343
Journal of econometrics
314
Applied economics letters
304
Economic modelling
263
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
244
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
243
Working paper
243
Economics letters
242
NBER working paper series
218
Finance and economics discussion series
181
The review of economics and statistics
178
NBER Working Paper
164
The American economic review
154
Discussion paper
152
The journal of finance : the journal of the American Finance Association
150
Discussion paper / Tinbergen Institute
141
Journal of international money and finance
140
Applied financial economics
134
Energy economics
127
Working paper series / European Central Bank
121
Journal of banking & finance
119
International review of economics & finance : IREF
117
IZA Discussion Paper
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
105
International journal of forecasting
103
Journal of macroeconomics
97
Kiel working paper
97
Journal of money, credit and banking : JMCB
96
The North American journal of economics and finance : a journal of financial economics studies
96
Econometric reviews
94
The review of financial studies
94
Journal of economic dynamics & control
93
Discussion papers / Deutsches Institut für Wirtschaftsforschung
92
Finance research letters
91
The journal of futures markets
89
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ECONIS (ZBW)
163
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1
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:
2
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:
3
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
Saved in:
4
A flexible stochastic production frontier model with panel data
Wang, Taining
;
Yao, Feng
;
Kumbhakar, Subal
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 564-588
Persistent link: https://www.econbiz.de/10014562834
Saved in:
5
Statistical identification in panel structural vector autoregressive models based on independence criteria
Herwartz, Helmut
;
Wang, Shu
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 620-639
Persistent link: https://www.econbiz.de/10014562838
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6
Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity
Bates, Michael
;
Kim, Seolah
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 679-696
Persistent link: https://www.econbiz.de/10014562849
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
Saved in:
8
The efficacy of ability proxies for estimating the returns to schooling : a factor model-based evaluation
Kejriwal, Mohitosh
;
Li, Xiaoxiao
;
Nguyen, Linh
;
Totty, Evan
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10014474429
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9
Penalized sieve estimation of zero-inefficiency stochastic frontiers
Cai, Jun
;
Horrace, William C.
;
Parmeter, Christopher F.
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10014474436
Saved in:
10
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
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