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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of econometrics"
~source:"econis"
~subject:"Impact assessment"
~subject:"Prognoseverfahren"
~subject:"Share price"
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Time series analysis
United States
Impact assessment
Prognoseverfahren
Share price
Estimation
465
Schätzung
460
Estimation theory
216
Schätztheorie
216
Theorie
166
Theory
166
Zeitreihenanalyse
115
Nichtparametrisches Verfahren
106
Nonparametric statistics
106
Volatility
102
Volatilität
102
Panel
93
Panel study
93
Regression analysis
81
Regressionsanalyse
81
Forecasting model
63
Börsenkurs
54
USA
54
Capital income
53
Kapitaleinkommen
53
Stochastic process
46
Stochastischer Prozess
46
Factor analysis
38
Faktorenanalyse
38
Panel data
38
Bayes-Statistik
34
Bayesian inference
34
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32
ARCH-Modell
32
Statistical test
32
Statistischer Test
32
Statistical distribution
29
Statistische Verteilung
29
Markov chain
27
Markov-Kette
27
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Todorov, Viktor
9
Bollerslev, Tim
6
Tauchen, George Eugene
6
Kim, Donggyu
5
Koop, Gary
5
Li, Jia
5
Andersen, Torben
4
Phillips, Peter C. B.
4
Xiu, Dacheng
4
Aït-Sahalia, Yacine
3
Baltagi, Badi H.
3
Fan, Jianqing
3
Francq, Christian
3
Fulop, Andras
3
Patton, Andrew J.
3
Su, Liangjun
3
Taylor, Robert
3
Wang, Yazhen
3
Zakoïan, Jean-Michel
3
Andreou, Elena
2
Aruoba, S. Borağan
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Christensen, Kim
2
Diebold, Francis X.
2
Dijk, Dick van
2
Ergemen, Yunus Emre
2
Ghysels, Eric
2
Gouriéroux, Christian
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Han, Xu
2
Heckman, James J.
2
Hong, Yongmiao
2
Hounyo, Ulrich
2
Inoue, Atsushi
2
Kao, Chihwa
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
La Vecchia, Davide
2
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
1,655
Discussion paper series / IZA
690
Discussion paper / Centre for Economic Policy Research
568
Applied economics
513
NBER working paper series
512
NBER Working Paper
430
Applied economics letters
363
CESifo working papers
350
Economic modelling
288
Working paper
247
Finance research letters
233
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
218
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
209
Economics letters
206
Journal of banking & finance
205
Finance and economics discussion series
203
International review of economics & finance : IREF
203
Applied financial economics
194
Energy economics
192
The review of economics and statistics
181
International journal of forecasting
173
The American economic review
171
International review of financial analysis
166
The North American journal of economics and finance : a journal of financial economics studies
165
Journal of international money and finance
159
The journal of finance : the journal of the American Finance Association
158
Discussion paper
154
IZA Discussion Paper
154
Journal of empirical finance
154
Journal of applied econometrics
153
Discussion paper / Tinbergen Institute
135
Journal of financial economics
134
Journal of forecasting
125
The journal of futures markets
123
ZEW discussion papers
117
Journal of international financial markets, institutions & money
115
Journal of money, credit and banking : JMCB
110
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
108
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105
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ECONIS (ZBW)
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
4
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
5
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
6
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
7
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
8
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
9
Inference and forecasting for continuous-time integer-valued trawl processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014365470
Saved in:
10
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
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