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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~subject:"OECD-Staaten"
~subject:"VAR-Modell"
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United States
OECD-Staaten
VAR-Modell
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
Regressionsanalyse
81
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63
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63
Börsenkurs
54
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54
Capital income
53
Kapitaleinkommen
53
USA
53
Stochastic process
46
Stochastischer Prozess
46
Factor analysis
38
Faktorenanalyse
38
Panel data
38
Bayes-Statistik
34
Bayesian inference
34
Statistical test
32
Statistischer Test
32
ARCH model
31
ARCH-Modell
31
Statistical distribution
29
Statistische Verteilung
29
Markov chain
27
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27
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Article
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Article in journal
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73
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English
73
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Koop, Gary
5
Pesaran, M. Hashem
3
Francq, Christian
2
Gouriéroux, Christian
2
Han, Xu
2
Mroz, Thomas A.
2
Ryu, Hang-keun
2
Slottje, Daniel Jonathan
2
Steel, Mark F. J.
2
Zakoïan, Jean-Michel
2
Andersen, Torben
1
Aruoba, S. Borağan
1
Ashenfelter, Orley
1
Ashmore, David
1
Atkinson, Scott Estes
1
Aït-Sahalia, Yacine
1
Baltagi, Badi H.
1
Bates, David S.
1
Belzil, Christian
1
Bianchi, Francesco
1
Blasques, F.
1
Blundell, Richard W.
1
Bollerslev, Tim
1
Breidt, F. Jay
1
Caginalp, Gunduz
1
Chan, Felix
1
Chan, Joshua
1
Chernozhukov, Victor
1
Cheung, Yin-Wong
1
Chirinko, Robert S.
1
Chopin, Nicolas
1
Chudik, Alexander
1
Crato, Nuno
1
Cushing, Brian J.
1
Das, Sanjiv R.
1
DeLima, Pedro J. F.
1
DeSantis, Mark
1
Dellaportas, Petros
1
Deschênes, Olivier
1
Diebold, Francis X.
1
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Journal of econometrics
Applied economics
366
Applied economics letters
211
The review of economics and statistics
174
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
172
The American economic review
161
Economic modelling
152
The journal of finance : the journal of the American Finance Association
148
Economics letters
145
Journal of international money and finance
132
Journal of applied econometrics
120
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
120
Applied financial economics
106
Energy economics
100
Journal of macroeconomics
98
Journal of money, credit and banking : JMCB
97
The review of financial studies
93
The journal of futures markets
86
Journal of monetary economics
83
Journal of economic dynamics & control
82
American economic journal : a journal of the American Economic Association
79
International review of economics & finance : IREF
77
Journal of financial and quantitative analysis : JFQA
76
Journal of political economy
76
The North American journal of economics and finance : a journal of financial economics studies
73
Journal of banking & finance
70
Southern economic journal
68
European economic review : EER
63
Journal of international economics
62
Macroeconomic dynamics
62
Journal of labor economics
61
The quarterly journal of economics
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Economic inquiry : journal of the Western Economic Association International
55
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
53
Journal of public economics
52
Finance research letters
51
Journal of human resources : JHR
51
American journal of agricultural economics
49
Journal of financial economics
48
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ECONIS (ZBW)
73
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1
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:
2
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:
3
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:
4
Estimation of dynamic panel spatial vector autoregression : stability and spatial multivariate cointegration
Yang, Kai
;
Lee, Lung-fei
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 337-367
Persistent link: https://www.econbiz.de/10012618869
Saved in:
5
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
6
Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
Saved in:
7
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
8
Estimation and inference of dynamic structural factor models with over-identifying restrictions
Han, Xu
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 125-147
Persistent link: https://www.econbiz.de/10011974557
Saved in:
9
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 111-126
Persistent link: https://www.econbiz.de/10011743785
Saved in:
10
Noncausal vector autoregressive process: representation, identification and semi-parametric estimation
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 118-134
Persistent link: https://www.econbiz.de/10011897706
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