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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of econometrics"
~subject:"Estimation"
~subject:"Kointegration"
~type_genre:"Collection of articles of several authors"
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United States
Estimation
Kointegration
Schätzung
1,187
Theorie
307
Theory
307
Estimation theory
264
Schätztheorie
264
Time series analysis
193
Zeitreihenanalyse
193
Panel
178
Panel study
178
USA
157
Nichtparametrisches Verfahren
148
Nonparametric statistics
148
Volatility
145
Volatilität
145
Regression analysis
119
Regressionsanalyse
119
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101
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101
Cointegration
100
Börsenkurs
82
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82
Deutschland
78
Germany
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75
Welt
75
World
75
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72
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65
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63
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61
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61
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1,189
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Article in journal
Collection of articles of several authors
Aufsatz in Zeitschrift
1,192
Conference paper
10
Konferenzbeitrag
10
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4
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1
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English
1,192
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Todorov, Viktor
14
Baltagi, Badi H.
9
Su, Liangjun
9
Tauchen, George Eugene
9
Bollerslev, Tim
8
Linton, Oliver
8
Phillips, Peter C. B.
8
Egger, Peter
6
Gupta, Rangan
6
Koop, Gary
6
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Gao, Jiti
5
Ghysels, Eric
5
Gil-Alaña, Luis A.
5
Herwartz, Helmut
5
Hsiao, Cheng
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
Zakoïan, Jean-Michel
5
Cai, Zongwu
4
Callaway, Brantly
4
Francq, Christian
4
Gouriéroux, Christian
4
Hassler, Uwe
4
Hayo, Bernd
4
Heckman, James J.
4
Kapetanios, George
4
Kumbhakar, Subal
4
Labeaga, José M.
4
Lamarche, Carlos
4
Lee, Chien-chiang
4
Lee, Lung-fei
4
Li, Kunpeng
4
Park, Joon Y.
4
Pesaran, M. Hashem
4
Sasaki, Yuya
4
Shin, Yongcheol
4
Sickles, Robin C.
4
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
Applied economics
1,744
Applied economics letters
1,153
Economic modelling
819
Economics letters
684
Energy economics
478
International review of economics & finance : IREF
476
Journal of international money and finance
450
Applied financial economics
442
Journal of banking & finance
434
Finance research letters
388
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
364
Journal of applied econometrics
357
International review of financial analysis
324
The North American journal of economics and finance : a journal of financial economics studies
307
Labour economics : official journal of the European Association of Labour Economists
306
The American economic review
298
The empirical economics letters : a monthly international journal of economics
298
The review of economics and statistics
286
Journal of macroeconomics
274
European economic review : EER
262
International journal of economics and finance
255
Journal of empirical finance
252
International journal of economics and financial issues : IJEFI
251
Journal of financial economics
248
Economics of education review
247
Journal of international financial markets, institutions & money
246
International journal of finance & economics : IJFE
241
Journal of economic dynamics & control
238
Journal of international economics
226
Research in international business and finance
226
Journal of monetary economics
208
Cogent economics & finance
200
The journal of finance : the journal of the American Finance Association
200
Journal of economic behavior & organization : JEBO
197
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
197
Journal of population economics
195
Journal of money, credit and banking : JMCB
193
The European journal of finance
193
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ECONIS (ZBW)
1,192
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1
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
Saved in:
7
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:
8
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:
9
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:
10
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
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