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~accessRights:"restricted"
~isPartOf:"IZA Discussion Paper"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~subject:"Theorie"
~subject:"United Kingdom"
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Theorie
United Kingdom
Estimation
437
Schätzung
433
Estimation theory
219
Schätztheorie
219
Theory
140
Time series analysis
136
Zeitreihenanalyse
136
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Aït-Sahalia, Yacine
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Chan, Joshua
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Marcellino, Massimiliano
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Ravazzolo, Francesco
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3
Asai, Manabu
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1
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1
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1
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1
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1
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IZA Discussion Paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Discussion paper / Centre for Economic Policy Research
339
Working paper / National Bureau of Economic Research, Inc.
175
Economic modelling
131
Discussion papers / CEPR
130
Economics letters
103
Applied economics
101
SpringerLink / Bücher
100
International review of economics & finance : IREF
83
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
81
Journal of economic dynamics & control
76
Applied economics letters
73
Finance research letters
69
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
67
Journal of international money and finance
61
Journal of empirical finance
59
International journal of forecasting
58
Macroeconomic dynamics
58
Journal of banking & finance
57
Journal of macroeconomics
57
The North American journal of economics and finance : a journal of financial economics studies
54
Energy economics
52
International review of financial analysis
48
Journal of financial economics
43
European economic review : EER
42
Journal of monetary economics
40
Journal of international economics
38
Management science : journal of the Institute for Operations Research and the Management Sciences
35
Econometric reviews
31
Springer eBook Collection / Business and Economics
31
Review of economic dynamics
30
The European journal of finance
30
Labour economics : official journal of the European Association of Labour Economists
28
Quantitative finance
27
International journal of finance & economics : IJFE
26
Journal of applied econometrics
26
Empirical economics : a quarterly journal of the Institute for Advanced Studies
25
European journal of operational research : EJOR
25
The B.E. journal of macroeconomics
25
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ECONIS (ZBW)
141
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1
Homogeneity and sparsity analysis for high-dimensional panel data models
Wang, Wu
;
Zhu, Zhongyi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 26-35
Persistent link: https://www.econbiz.de/10014448669
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2
On bivariate time-varying price staleness
Zhu, Haibin
;
Liu, Zhi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 229-242
Persistent link: https://www.econbiz.de/10014449902
Saved in:
3
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:
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
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5
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
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6
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
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7
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
8
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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9
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:
10
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
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