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subject:"Time series analysis"
subject:"United States"
~person:"Diebold, Francis X."
~person:"Engle, Robert F."
~person:"Mairesse, Jacques"
~subject:"Impact assessment"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Time series analysis
United States
Impact assessment
Estimation
39
Schätzung
39
USA
18
Theorie
17
Theory
17
Capital income
9
Kapitaleinkommen
9
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7
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7
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1987-2007
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Diebold, Francis X.
Engle, Robert F.
Mairesse, Jacques
Gil-Alaña, Luis A.
95
Gupta, Rangan
84
Caporale, Guglielmo Maria
53
Bahmani-Oskooee, Mohsen
45
Tiwari, Aviral Kumar
33
Chang, Tsangyao
31
Wohar, Mark E.
31
Moosa, Imad A.
26
Balcilar, Mehmet
21
Apergēs, Nikolaos
20
Bollerslev, Tim
20
Miller, Stephen M.
18
Payne, James E.
18
Heckman, James J.
17
Koopman, Siem Jan
17
Serletis, Apostolos
17
Hsing, Yu
16
Narayan, Paresh Kumar
16
Salisu, Afees A.
16
McAleer, Michael
15
Österholm, Pär
14
Koop, Gary
13
McMillan, David G.
13
Neumark, David
13
Ramírez, Miguel D.
13
Ranjbar, Omid
13
Swanson, Norman R.
13
Tauchen, George Eugene
13
Cebula, Richard J.
12
Chan, Joshua
12
Hess, Gregory D.
12
Li, Jia
12
Marcellino, Massimiliano
12
Pesaran, M. Hashem
12
Sarno, Lucio
12
Todorov, Viktor
12
Belke, Ansgar
11
Hammoudeh, Shawkat
11
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Journal of econometrics
3
The journal of finance : the journal of the American Finance Association
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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ECONIS (ZBW)
27
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1
Upstream product market regulations, ICT, R&D and productivity
Cette, Gilbert
;
Lopez, Jimmy
;
Mairesse, Jacques
- In:
The review of income and wealth : journal of the …
63
(
2017
),
pp. 68-89
Persistent link: https://www.econbiz.de/10011817713
Saved in:
2
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
3
Market regulations, prices, and productivity
Cette, Gilbert
;
Lopez, Jimmy
;
Mairesse, Jacques
- In:
The American economic review
106
(
2016
)
5
,
pp. 104-108
Persistent link: https://www.econbiz.de/10011699733
Saved in:
4
Improving GDP measurement : a measurement-error perspective
Aruoba, S. Borağan
;
Diebold, Francis X.
;
Nalewaik, Jeremy
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 384-397
Persistent link: https://www.econbiz.de/10011610607
Saved in:
5
Comment on: "Testing macroprudential stress tests : the risk of regulatory risk weights"
Lucas, Deborah J.
- In:
Journal of monetary economics
65
(
2014
),
pp. 54-56
Persistent link: https://www.econbiz.de/10010485269
Saved in:
6
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
- In:
Journal of monetary economics
65
(
2014
),
pp. 36-53
Persistent link: https://www.econbiz.de/10010485270
Saved in:
7
On the correlation structure of microstructure noise : a financial economic approach
Diebold, Francis X.
;
Strasser, Georg
- In:
The review of economic studies
80
(
2013
)
4
,
pp. 1304-1337
Persistent link: https://www.econbiz.de/10010202113
Saved in:
8
The income- and expenditure-side estimates of US output growth
Nalewaik, Jeremy
- In:
Brookings papers on economic activity : BPEA
(
2010
)
1
,
pp. 71-106
Persistent link: https://www.econbiz.de/10008736558
Saved in:
9
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
Saved in:
10
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003298558
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