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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of applied econometrics"
~subject:"EU countries"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
EU countries
Estimation
362
Schätzung
362
Theorie
143
Theory
143
USA
96
Estimation theory
40
Schätztheorie
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
Bayes-Statistik
22
Bayesian inference
22
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Deutschland
21
Germany
21
Großbritannien
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
15
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Undetermined
33
Free
1
Type of publication
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Article
130
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Article in journal
Aufsatz in Zeitschrift
Collection of articles of several authors
1
Conference paper
1
Country report
1
Konferenzbeitrag
1
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1
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1
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English
130
Author
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Marcellino, Massimiliano
7
Pesaran, M. Hashem
4
Carriero, Andrea
2
Chesher, Andrew
2
Clark, Todd E.
2
Eickmeier, Sandra
2
Fleissig, Adrian R.
2
Herwartz, Helmut
2
Koop, Gary
2
Li, Mingliang
2
Mavroeidis, Sophocles
2
Nielsen, Morten Ørregaard
2
Phillips, Peter C. B.
2
Serletis, Apostolos
2
Sola, Martin
2
Urbain, Jean-Pierre
2
Vahid, Farshid
2
Aassve, Arnstein
1
Abel, Joshua
1
Ahelegbey, Daniel Felix
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
Bae, Youngsoo
1
Bai, Jushan
1
Bai, Yu
1
Bailey, Natalia
1
Banerjee, Anindya
1
Baumeister, Christiane
1
Baxter, J. L.
1
Bearse, Peter M.
1
Beck, Günter W.
1
Bekdache, Basma
1
Belzil, Christian
1
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Journal of applied econometrics
Applied economics
407
Applied economics letters
263
Economic modelling
225
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
208
The review of economics and statistics
172
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
167
Journal of econometrics
163
Economics letters
155
The American economic review
153
The journal of finance : the journal of the American Finance Association
149
Journal of international money and finance
130
Applied financial economics
127
International review of economics & finance : IREF
111
Energy economics
104
Journal of banking & finance
98
Journal of money, credit and banking : JMCB
94
The review of financial studies
93
International journal of forecasting
91
Journal of macroeconomics
91
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
91
The North American journal of economics and finance : a journal of financial economics studies
88
The journal of futures markets
86
Journal of economic dynamics & control
82
American economic journal : a journal of the American Economic Association
76
Journal of political economy
76
Journal of financial and quantitative analysis : JFQA
74
Journal of monetary economics
74
Finance research letters
72
European economic review : EER
70
Southern economic journal
65
International journal of finance & economics : IJFE
63
Journal of empirical finance
61
Journal of financial economics
61
Journal of forecasting
61
Journal of labor economics
61
Macroeconomic dynamics
61
International review of financial analysis
59
Journal of international financial markets, institutions & money
58
Econometric reviews
57
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ECONIS (ZBW)
130
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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
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
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
Saved in:
5
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:
6
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:
7
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:
8
Identifying factor-augmented vector autoregression models via changes in shock variances
Yamamoto, Yohei
;
Hara, Naoko
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 722-745
Persistent link: https://www.econbiz.de/10013332683
Saved in:
9
Modeling financial sector joint tail risk in the Euro Area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 171-191
Persistent link: https://www.econbiz.de/10011688510
Saved in:
10
Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane
;
Killian, Lutz
;
Lee, Thomas
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011689781
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