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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:"Regressionsanalyse"
~subject:"Theorie"
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Search: subject_exact:"Estimation"
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United States
Behavioural finance
Regressionsanalyse
Theorie
Estimation
898
Schätzung
892
Theory
284
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
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140
Nichtparametrisches Verfahren
111
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111
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106
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105
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105
Regression analysis
89
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76
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71
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71
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63
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63
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63
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54
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54
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54
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54
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50
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50
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48
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48
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435
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1
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436
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5
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436
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Koop, Gary
5
Su, Liangjun
5
Aït-Sahalia, Yacine
4
Ghysels, Eric
4
Phillips, Peter C. B.
4
Sasaki, Yuya
4
Todorov, Viktor
4
Feng, Guohua
3
Frühwirth-Schnatter, Sylvia
3
Gao, Jiti
3
Heckman, James J.
3
Hoderlein, Stefan
3
Hong, Yongmiao
3
Lamarche, Carlos
3
Malikov, Emir
3
McAleer, Michael
3
Pesaran, M. Hashem
3
Prokopczuk, Marcel
3
Shin, Yongcheol
3
Sickles, Robin C.
3
Steel, Mark F. J.
3
Zhang, Xinyu
3
Ai, Chunrong
2
Andersen, Torben
2
Aruoba, S. Borağan
2
Asai, Manabu
2
Bertanha, Marinho
2
Bollerslev, Tim
2
Cai, Zongwu
2
Chen, Heng
2
Chernozhukov, Victor
2
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2
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2
Chou, Pin-huang
2
Cici, Gjergji
2
Clare, Andrew D.
2
Darolles, Serge
2
DeLisle, R. Jared
2
Diebold, Francis X.
2
Duan, Jin-Chuan
2
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Journal of banking & finance
Journal of econometrics
Applied economics
578
Applied economics letters
346
Economic modelling
285
Economics letters
284
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
257
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
233
Journal of applied econometrics
210
Journal of international money and finance
210
The review of economics and statistics
203
International review of economics & finance : IREF
197
The American economic review
188
Applied financial economics
180
The journal of finance : the journal of the American Finance Association
166
Journal of macroeconomics
151
Finance research letters
149
Journal of economic dynamics & control
147
Energy economics
133
The North American journal of economics and finance : a journal of financial economics studies
132
Journal of empirical finance
131
Journal of monetary economics
130
Journal of financial economics
125
Journal of money, credit and banking : JMCB
120
International review of financial analysis
117
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
115
The journal of futures markets
113
European economic review : EER
111
Journal of international economics
110
Macroeconomic dynamics
110
International journal of forecasting
109
Journal of urban economics
106
The review of financial studies
99
The European journal of finance
98
International journal of finance & economics : IJFE
95
The economic journal : the journal of the Royal Economic Society
95
American journal of agricultural economics
93
Journal of political economy
93
Journal of forecasting
92
Econometric reviews
91
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ECONIS (ZBW)
436
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1
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10
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436
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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
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:
4
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:
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
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:
9
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
Saved in:
10
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
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