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subject:"Unemployment"
type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~subject:"Capital income"
~subject:"Regressionsanalyse"
~type_genre:"Bibliografie enthalten"
~type_genre:"Reference book"
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Search: subject_exact:"Estimation"
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Unemployment
Capital income
Regressionsanalyse
Estimation
464
Schätzung
459
Estimation theory
216
Schätztheorie
216
Theorie
165
Theory
165
Time series analysis
115
Zeitreihenanalyse
115
Nichtparametrisches Verfahren
106
Nonparametric statistics
106
Volatility
102
Volatilität
102
Panel
93
Panel study
93
Regression analysis
81
Forecasting model
63
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63
Börsenkurs
54
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54
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53
USA
53
United States
53
Stochastic process
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46
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38
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38
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38
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34
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32
Statistischer Test
32
ARCH model
31
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31
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29
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29
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27
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27
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132
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Article in journal
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132
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3
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English
132
Author
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Todorov, Viktor
8
Bollerslev, Tim
5
Andersen, Torben
3
Ghysels, Eric
3
Hoderlein, Stefan
3
Lamarche, Carlos
3
Phillips, Peter C. B.
3
Su, Liangjun
3
Tauchen, George Eugene
3
Xiu, Dacheng
3
Ai, Chunrong
2
Aït-Sahalia, Yacine
2
Bertanha, Marinho
2
Chen, Heng
2
Chernozhukov, Victor
2
Chiang, Harold D.
2
Fan, Yanqin
2
Francq, Christian
2
Gao, Jiti
2
Harding, Matthew C.
2
Hong, Yongmiao
2
Hsu, Yu-Chin
2
Kim, Tae-hwan
2
Li, Jia
2
Li, Kunpeng
2
Li, Yingying
2
Linton, Oliver
2
Malikov, Emir
2
Meddahi, Nour
2
Miao, Ke
2
Mroz, Thomas A.
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
Polak, Pawel
2
Sasaki, Yuya
2
Sun, Yiguo
2
Tu, Yundong
2
Valkanov, Rossen I.
2
Wang, Wendun
2
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Journal of econometrics
Applied economics
213
Applied economics letters
168
Finance research letters
168
Economic modelling
158
Journal of banking & finance
143
International review of financial analysis
142
International review of economics & finance : IREF
137
Journal of financial economics
128
Journal of empirical finance
125
The North American journal of economics and finance : a journal of financial economics studies
101
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
92
Applied financial economics
89
Economics letters
89
Journal of international financial markets, institutions & money
87
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Research in international business and finance
75
Pacific-Basin finance journal
72
The European journal of finance
68
Review of quantitative finance and accounting
61
International journal of economics and finance
56
Management science : journal of the Institute for Operations Research and the Management Sciences
56
Journal of international money and finance
55
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
Energy economics
54
International journal of forecasting
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Journal of risk and financial management : JRFM
50
International journal of finance & economics : IJFE
49
Cogent economics & finance
47
The empirical economics letters : a monthly international journal of economics
45
International journal of economics and financial issues : IJEFI
43
Labour economics : official journal of the European Association of Labour Economists
42
Empirical economics : a quarterly journal of the Institute for Advanced Studies
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
40
Journal of forecasting
40
Journal of applied econometrics
39
Journal of financial markets
39
Journal of economic dynamics & control
35
Journal of financial and quantitative analysis : JFQA
33
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ECONIS (ZBW)
132
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1
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
2
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:
3
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:
4
Wild bootstrap inference for penalized quantile regression for longitudinal data
Lamarche, Carlos
;
Parker, Thomas
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1799-1826
Persistent link: https://www.econbiz.de/10014471428
Saved in:
5
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:
6
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
7
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
8
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:
9
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
10
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
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