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subject:"United States"
type_genre:"Article in journal"
~person:"Andersen, Torben"
~person:"Pesaran, M. Hashem"
~subject:"Prognoseverfahren"
~type_genre:"Conference proceedings"
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Search: subject_exact:"Estimation"
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United States
Prognoseverfahren
Estimation
43
Schätzung
43
Theorie
17
Theory
17
Volatility
15
Volatilität
15
USA
13
Forecasting model
12
Capital income
11
Kapitaleinkommen
11
Time series analysis
9
VAR model
9
VAR-Modell
9
Zeitreihenanalyse
9
Estimation theory
8
Schätztheorie
8
Welt
8
World
8
Börsenkurs
7
Share price
7
Großbritannien
5
Impact assessment
5
Japan
5
Macroeconometrics
5
Makroökonometrie
5
United Kingdom
5
Wirkungsanalyse
5
CAPM
4
Deutschland
4
Germany
4
Risiko
4
Risk
4
Stochastic process
4
Stochastischer Prozess
4
Aktienmarkt
3
Cointegration
3
Economic growth
3
France
3
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4
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1
Type of publication
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Article
22
Type of publication (narrower categories)
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Article in journal
Conference proceedings
Arbeitspapier
45
Working Paper
45
Graue Literatur
39
Non-commercial literature
39
Aufsatz in Zeitschrift
22
Aufsatz im Buch
1
Book section
1
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English
22
Author
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Andersen, Torben
Pesaran, M. Hashem
Gupta, Rangan
97
Bahmani-Oskooee, Mohsen
31
Gil-Alaña, Luis A.
31
Ma, Feng
31
Pierdzioch, Christian
30
Wohar, Mark E.
30
Caporale, Guglielmo Maria
26
Zaremba, Adam
26
McMillan, David G.
25
Wang, Yudong
24
Zhang, Yaojie
23
Balcilar, Mehmet
20
Narayan, Paresh Kumar
20
Moosa, Imad A.
19
Bollerslev, Tim
18
Salisu, Afees A.
18
Marcellino, Massimiliano
16
Apergēs, Nikolaos
15
McAleer, Michael
15
Nonejad, Nima
15
Bali, Turan G.
14
Heckman, James J.
14
Hsing, Yu
14
Payne, James E.
14
Koopman, Siem Jan
13
Sarno, Lucio
13
Swanson, Norman R.
13
Wei, Yu
13
Cebula, Richard J.
12
Chang, Tsangyao
12
Jawadi, Fredj
12
Neumark, David
12
Bouri, Elie
11
Cheung, Yin-Wong
11
Franses, Philip Hans
11
Glaeser, Edward L.
11
Kilian, Lutz
11
Koop, Gary
11
Kumar, Dilip
11
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Journal of applied econometrics
4
Journal of econometrics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of empirical finance
2
Econometric reviews
1
Economic inquiry : journal of the Western Economic Association International
1
International economic review
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
Journal of financial markets
1
Journal of the American Statistical Association : JASA
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
1
The experiment in applied econometrics
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
22
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1
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10
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22
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date (oldest first)
1
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
2
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
Saved in:
3
Tail risk and return predictability for the Japanese equity market
Andersen, Torben
;
Todorov, Viktor
;
Ubukata, Masato
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 344-363
Persistent link: https://www.econbiz.de/10012619430
Saved in:
4
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
5
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
6
Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
7
Forecast combination across estimation windows
Pesaran, M. Hashem
;
Pick, Andreas
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
2
,
pp. 307-318
Persistent link: https://www.econbiz.de/10009159984
Saved in:
8
Firm heterogeneity and credit risk diversification
Hanson, Samuel G.
;
Pesaran, M. Hashem
;
Schuermann, Til
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 583-612
Persistent link: https://www.econbiz.de/10003759687
Saved in:
9
Exploring the international linkages of the euro area : a global VAR analysis
Dées, Stéphane
;
Di Mauro, Filippo
;
Pesaran, M. Hashem
; …
- In:
Journal of applied econometrics
22
(
2007
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10003448504
Saved in:
10
Learning, structural instability, and present value calculations
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10003509128
Saved in:
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