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subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Econometric reviews"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics"
~isPartOf:"Economics discussion paper series / Loughborough University, Department of Economics"
~isPartOf:"Journal of empirical finance"
~subject:"Dynamisches Gleichgewicht"
~subject:"Estimation"
~subject:"Time varying parameters"
~subject:"Zustandsraummodell"
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Zeitreihenanalyse
Dynamisches Gleichgewicht
Estimation
Time varying parameters
Zustandsraummodell
Theorie
1,359
Theory
1,359
Schätzung
241
Time series analysis
224
Estimation theory
157
Schätztheorie
157
Volatility
152
Volatilität
152
Capital income
141
Kapitaleinkommen
141
Forecasting model
136
Prognoseverfahren
136
Portfolio selection
104
Portfolio-Management
104
Börsenkurs
103
Share price
103
Stochastic process
91
Stochastischer Prozess
91
USA
88
United States
88
CAPM
86
Bayes-Statistik
81
Bayesian inference
81
Statistical test
80
Statistischer Test
80
ARCH model
78
ARCH-Modell
78
Risk
72
Risiko
71
Geldpolitik
67
Monetary policy
67
Statistical distribution
59
Statistische Verteilung
59
VAR model
57
VAR-Modell
57
Panel
54
Panel study
54
Statistical theory
53
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Online availability
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Undetermined
137
Free
89
Type of publication
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Article
326
Book / Working Paper
112
Type of publication (narrower categories)
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Article in journal
320
Aufsatz in Zeitschrift
320
Graue Literatur
110
Non-commercial literature
110
Arbeitspapier
55
Working Paper
55
Systematic review
2
Übersichtsarbeit
2
Collection of articles of several authors
1
Rezension
1
Sammelwerk
1
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English
438
Author
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Chan, Joshua
14
Harvey, David I.
11
Leybourne, Stephen James
8
Taylor, Robert
8
Phillips, Peter C. B.
7
Haque, Qazi
6
Mills, Terence C.
6
Pagan, Adrian R.
6
Spanos, Aris
6
Wong, Benjamin
6
An, Sungbae
5
Kapetanios, George
5
Maasoumi, Esfandiar
5
Schorfheide, Frank
5
Andreou, Elena
4
Castelnuovo, Efrem
4
Franses, Philip Hans
4
Kilian, Lutz
4
Koop, Gary
4
McAleer, Michael
4
Paccagnini, Alessia
4
Psaradakis, Zacharias G.
4
Strachan, Rodney W.
4
Ullah, Aman
4
Caggiano, Giovanni
3
Dagum, Estela Bee
3
Eisenstat, Eric
3
Green, Christopher J.
3
Hendry, David F.
3
Herwartz, Helmut
3
Kollmann, Robert
3
Kumbhakar, Subal
3
Lee, Tae-hwy
3
Morley, James C.
3
Newbold, Paul
3
Park, Joon Y.
3
Proietti, Tommaso
3
Robinson, Tim
3
Seaton, Jonathan S.
3
Tzavalis, Elias
3
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Institution
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Loughborough University / Department of Economics
3
Published in...
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CAMA working paper series
Econometric reviews
Economic research paper / Loughborough University, Department of Economics
Economics discussion paper series / Loughborough University, Department of Economics
Journal of empirical finance
Working paper / National Bureau of Economic Research, Inc.
685
NBER working paper series
564
NBER Working Paper
535
Economics letters
488
Discussion paper / Centre for Economic Policy Research
456
Journal of econometrics
449
Applied economics
393
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
355
International journal of forecasting
353
Economic modelling
325
Discussion paper series / IZA
303
CESifo working papers
297
Discussion paper / Tinbergen Institute
282
Journal of forecasting
279
Working paper
275
Journal of economic dynamics & control
263
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
221
Applied economics letters
216
Journal of applied econometrics
215
Econometric theory
205
Journal of international money and finance
184
Journal of macroeconomics
180
Discussion paper
170
Macroeconomic dynamics
158
IZA Discussion Paper
154
Europäische Hochschulschriften / 5
151
Journal of monetary economics
151
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
148
Discussion papers / CEPR
146
International review of economics & finance : IREF
141
Journal of banking & finance
140
The review of economics and statistics
139
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
135
SpringerLink / Bücher
134
Working paper series / European Central Bank
125
European economic review : EER
124
Energy economics
119
Journal of money, credit and banking : JMCB
116
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ECONIS (ZBW)
438
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1
Accounting for individual-specific heterogeneity in intergenerational income mobility
Chang, Yoosoon
;
Durlauf, Steven N.
;
Hu, Bo
;
Park, Joon Y.
-
2024
Persistent link: https://www.econbiz.de/10014520390
Saved in:
2
Trend-cycle decomposition after COVID
Kamber, Güneş
;
Morley, James C.
;
Wong, Benjamin
-
2024
Persistent link: https://www.econbiz.de/10014520421
Saved in:
3
Heterogeneity in the effects of uncertainty shocks on labor market dynamics and extensive vs. intensive margins of adjustment
Choi, Sangyup
;
Furceri, Davide
;
Yoo, Seung Yong
-
2024
Persistent link: https://www.econbiz.de/10014520078
Saved in:
4
Myopic behaviour in macroeconomic models : empirical evidence from the US
Hohberger, Stefan
;
Ifrim, Adrian
;
Pataracchia, Beatrice
-
2024
Persistent link: https://www.econbiz.de/10014519126
Saved in:
5
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
6
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
7
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
8
The long-run Phillips Curve is... a curve
Ascari, Guido
;
Bonomolo, Paolo
;
Haque, Qazi
-
2023
Persistent link: https://www.econbiz.de/10014432088
Saved in:
9
Recovering stars in macroeconomics
Buncic, Daniel
;
Pagan, Adrian R.
;
Robinson, Tim
-
2023
Persistent link: https://www.econbiz.de/10014432242
Saved in:
10
Financial conditions for the US : aggregate supply or aggregate demand shocks?
Paccagnini, Alessia
;
Parla, Fabio
-
2023
Persistent link: https://www.econbiz.de/10014266805
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