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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Estimation theory"
~type_genre:"Bibliography included"
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Search: subject_exact:"Estimation"
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Subject
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United States
Estimation theory
Estimation
634
Schätzung
630
Theorie
230
Theory
230
Volatility
134
Volatilität
134
USA
121
Capital income
114
Kapitaleinkommen
114
Börsenkurs
104
Share price
104
Monetary policy
76
Geldpolitik
75
Aktienmarkt
70
Stock market
70
Time series analysis
70
Zeitreihenanalyse
70
Forecasting model
69
Prognoseverfahren
69
VAR model
69
VAR-Modell
69
Schock
67
Shock
67
Business cycle
65
Konjunktur
65
Welt
57
World
57
Portfolio selection
51
Portfolio-Management
51
ARCH model
48
ARCH-Modell
48
Exchange rate
48
Wechselkurs
48
Bayes-Statistik
44
Bayesian inference
44
CAPM
43
Schätztheorie
43
Cointegration
40
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Undetermined
69
Free
1
Type of publication
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Article
158
Type of publication (narrower categories)
All
Article in journal
Bibliography included
Aufsatz in Zeitschrift
158
Language
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English
158
Author
All
Gupta, Rangan
6
Bollerslev, Tim
4
Ji, Qiang
3
Andersen, Torben
2
Card, David E.
2
Davidson, Russell
2
Duclos, Jean-Yves
2
Ireland, Peter N.
2
Meghir, Costas
2
Philipson, Tomas J.
2
Pierdzioch, Christian
2
Todorov, Viktor
2
Ur Rehman, Mobeen
2
Xuan Vinh Vo
2
Ahmad, Nasir
1
Al Rababa'a, Abdel Razzaq
1
Allen, David E.
1
Almeida, Caio
1
Alomari, Mohammad
1
Anderson, Richard G.
1
Anjum, Hassan
1
Auer, Benjamin R.
1
Balcilar, Mehmet
1
Bali, Turan G.
1
Balistreri, Edward J.
1
Bampinas, Georgios
1
Barunik, Jozef
1
Baumeister, Christiane
1
Beaudry, Paul
1
Bec, Frédérique
1
Becker, Ralf
1
Beckmann, Joscha
1
Bellos, Sotirios K.
1
Beltratti, Andrea
1
Belzil, Christian
1
Berger, Tino
1
Berry, Steven
1
Bianconi, Marcelo
1
Blomquist, Nils Sören
1
Blundell, Richard W.
1
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Published in...
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of economic dynamics & control
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
292
Journal of econometrics
254
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
205
Applied economics letters
193
Economics letters
175
The review of economics and statistics
173
The American economic review
152
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
150
The journal of finance : the journal of the American Finance Association
147
Journal of applied econometrics
131
Economic modelling
120
Applied financial economics
105
The review of financial studies
93
Journal of international money and finance
86
The journal of futures markets
85
Journal of money, credit and banking : JMCB
80
Journal of banking & finance
79
Journal of financial and quantitative analysis : JFQA
77
Journal of political economy
77
American economic journal : a journal of the American Economic Association
75
Econometric reviews
74
Journal of monetary economics
70
Southern economic journal
64
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
Journal of labor economics
61
Journal of macroeconomics
61
The quarterly journal of economics
56
Journal of financial economics
54
Journal of public economics
54
Journal of urban economics
54
American journal of agricultural economics
53
Economic inquiry : journal of the Western Economic Association International
53
Energy economics
53
International review of economics & finance : IREF
51
Journal of human resources : JHR
51
Review of quantitative finance and accounting
50
The journal of economics
46
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ECONIS (ZBW)
158
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1
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158
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1
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
2
Estimation of DSGE models with the effective lower bound
Böhl, Gregor
;
Strobel, Felix
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014532192
Saved in:
3
Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo
;
Poon, Aubrey
;
Rossini, Luca
;
Zhu, Dan
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014495378
Saved in:
4
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
5
Foreign portfolio investment and the US macroeconomic conditions
Motie, Golnaz Baradaran
;
Zeng, Zheng
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014485286
Saved in:
6
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
7
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
Saved in:
8
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
9
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
Saved in:
10
US structural drivers of international portfolio returns
Jang, Bosung
;
So, Inhwan
;
Tong, Eric
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014247012
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