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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of econometrics"
~subject:"Behavioural finance"
~subject:"Nonparametric statistics"
~subject:"Theorie"
~subject:"Theory"
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Search: subject_exact:"Estimation"
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United States
Behavioural finance
Nonparametric statistics
Theorie
Theory
Estimation
898
Schätzung
892
Estimation theory
244
Schätztheorie
244
Capital income
192
Kapitaleinkommen
192
Volatility
185
Volatilität
185
Börsenkurs
148
Share price
148
Forecasting model
140
Prognoseverfahren
140
Time series analysis
140
Zeitreihenanalyse
140
Nichtparametrisches Verfahren
111
USA
106
Panel
105
Panel study
105
Regression analysis
89
Regressionsanalyse
89
Portfolio selection
76
Portfolio-Management
76
Risikoprämie
71
Risk premium
71
CAPM
63
Stochastic process
63
Stochastischer Prozess
63
ARCH model
54
ARCH-Modell
54
Welt
54
World
54
Aktienmarkt
50
Stock market
50
Yield curve
48
Zinsstruktur
48
Factor analysis
44
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225
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Article
459
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1
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Article in journal
Aufsatz in Zeitschrift
460
Conference paper
9
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9
Collection of articles of several authors
1
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English
460
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Linton, Oliver
8
Todorov, Viktor
7
Koop, Gary
5
Phillips, Peter C. B.
5
Aït-Sahalia, Yacine
4
Bollerslev, Tim
4
Cai, Zongwu
4
Heckman, James J.
4
Frühwirth-Schnatter, Sylvia
3
Ghysels, Eric
3
Gouriéroux, Christian
3
Hoderlein, Stefan
3
Hsiao, Cheng
3
Li, Jia
3
Lu, Xun
3
Malikov, Emir
3
McAleer, Michael
3
Pesaran, M. Hashem
3
Prokopczuk, Marcel
3
Sasaki, Yuya
3
Sickles, Robin C.
3
Steel, Mark F. J.
3
Su, Liangjun
3
Sun, Yiguo
3
Tauchen, George Eugene
3
Vogt, Michael
3
An, Yonghong
2
Andersen, Torben
2
Aruoba, S. Borağan
2
Asai, Manabu
2
Callaway, Brantly
2
Chernozhukov, Victor
2
Chiang, Raymond
2
Chou, Pin-huang
2
Christensen, Kim
2
Cici, Gjergji
2
Clare, Andrew D.
2
Darolles, Serge
2
DeLisle, R. Jared
2
Diebold, Francis X.
2
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Published in...
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Journal of banking & finance
Journal of econometrics
Applied economics
558
Applied economics letters
326
Economics letters
287
Economic modelling
264
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
258
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
249
Journal of applied econometrics
217
Journal of international money and finance
207
The review of economics and statistics
205
The American economic review
188
International review of economics & finance : IREF
184
Applied financial economics
181
The journal of finance : the journal of the American Finance Association
166
Journal of economic dynamics & control
152
Finance research letters
149
Journal of macroeconomics
146
Energy economics
137
Journal of monetary economics
129
Journal of empirical finance
127
Journal of financial economics
124
The North American journal of economics and finance : a journal of financial economics studies
124
Journal of money, credit and banking : JMCB
120
The journal of futures markets
115
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
113
International review of financial analysis
110
European economic review : EER
109
Journal of international economics
109
Macroeconomic dynamics
108
Journal of urban economics
107
International journal of forecasting
103
The European journal of finance
101
Econometric reviews
100
The review of financial studies
98
International journal of finance & economics : IJFE
97
The economic journal : the journal of the Royal Economic Society
95
American journal of agricultural economics
94
Journal of political economy
93
Journal of financial and quantitative analysis : JFQA
90
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ECONIS (ZBW)
460
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460
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1
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
Saved in:
2
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
3
Nonparametric comparison of epidemic time trends : the case of COVID-19
Khismatullina, Marina
;
Vogt, Michael
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 87-108
Persistent link: https://www.econbiz.de/10013472849
Saved in:
4
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:
5
Identification of unobserved distribution factors and preferences in the collective household model
Hubner, Stefan
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 301-326
Persistent link: https://www.econbiz.de/10014364839
Saved in:
6
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
Saved in:
7
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
8
Does public corruption affect analyst forecast quality?
El Ghoul, Sadok
;
Guedhami, Omrane
;
Wei, Zuobao
;
Zhu, Yicheng
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486661
Saved in:
9
Rational disposition effects : theory and evidence
Dorn, Daniel
;
Strobl, Günter
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014490096
Saved in:
10
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
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