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~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"ron"
~language:"tur"
~language:"ukr"
~subject:"Estimation"
~subject:"Hungary"
~subject:"KMU"
~subject:"Monetary policy"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Case study"
~type_genre:"Fallstudie"
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Estimation
Hungary
KMU
Monetary policy
Volatilität
Estimation theory
699
Schätztheorie
699
Theorie
346
Theory
346
Time series analysis
294
Zeitreihenanalyse
294
Schätzung
279
Nichtparametrisches Verfahren
249
Nonparametric statistics
249
Regression analysis
206
Regressionsanalyse
206
Volatility
163
Panel
158
Panel study
158
Forecasting model
150
Prognoseverfahren
150
Statistical test
143
Statistischer Test
143
Stochastic process
106
Stochastischer Prozess
106
Bayes-Statistik
94
Bayesian inference
94
Capital income
89
Kapitaleinkommen
89
Induktive Statistik
88
Statistical inference
88
Bootstrap approach
86
Bootstrap-Verfahren
86
Statistical distribution
85
Statistische Verteilung
85
Factor analysis
77
Method of moments
77
Momentenmethode
76
Faktorenanalyse
75
Börsenkurs
70
Share price
70
Autocorrelation
69
Autokorrelation
69
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378
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Article in journal
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378
Conference paper
7
Konferenzbeitrag
7
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Todorov, Viktor
11
Andersen, Torben
8
Aït-Sahalia, Yacine
8
Linton, Oliver
7
Su, Liangjun
7
Tauchen, George Eugene
7
Xiu, Dacheng
7
Bollerslev, Tim
6
Kim, Donggyu
6
Li, Jia
6
McAleer, Michael
6
Phillips, Peter C. B.
6
Gao, Jiti
5
Gouriéroux, Christian
5
Li, Yingying
5
Marcellino, Massimiliano
5
Patton, Andrew J.
5
Asai, Manabu
4
Barigozzi, Matteo
4
Callaway, Brantly
4
Cavaliere, Giuseppe
4
Ghysels, Eric
4
Hallin, Marc
4
Li, Kunpeng
4
Mykland, Per A.
4
Sasaki, Yuya
4
Taylor, Robert
4
Varneskov, Rasmus Tangsgaard
4
Wang, Wendun
4
Baltagi, Badi H.
3
Boswijk, Herman Peter
3
Botosaru, Irene
3
Cai, Zongwu
3
Carriero, Andrea
3
Chang, Chia-Lin
3
Christensen, Kim
3
Clark, Todd E.
3
Fan, Jianqing
3
Francq, Christian
3
Fulop, Andras
3
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Journal of econometrics
Finance research letters
951
Applied economics
892
Economic modelling
888
Energy economics
760
Economics letters
652
International review of economics & finance : IREF
647
Applied economics letters
610
Journal of international money and finance
563
International review of financial analysis
524
The North American journal of economics and finance : a journal of financial economics studies
488
Journal of banking & finance
415
Research in international business and finance
403
Journal of economic dynamics & control
366
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
308
Journal of macroeconomics
308
European economic review : EER
290
Journal of business research : JBR
285
Journal of international financial markets, institutions & money
280
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
277
Journal of monetary economics
274
Journal of financial economics
266
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
266
Macroeconomic dynamics
247
Journal of empirical finance
244
Pacific-Basin finance journal
227
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
220
International journal of finance & economics : IJFE
215
Journal of economic behavior & organization : JEBO
213
International journal of economics and finance
211
Quantitative finance
211
International journal of forecasting
196
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
190
Journal of international economics
188
Empirical economics : a quarterly journal of the Institute for Advanced Studies
183
Technological forecasting & social change : an international journal
183
Labour economics : official journal of the European Association of Labour Economists
172
Open economies review
169
Management science : journal of the Institute for Operations Research and the Management Sciences
159
Economic research
158
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ECONIS (ZBW)
378
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378
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1
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:
2
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
3
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:
4
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
5
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
Saved in:
6
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
7
The determinants of displaced workers' wages : sorting, matching, selection, and the Hartz reforms
Woodcock, Simon D.
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 568-595
Persistent link: https://www.econbiz.de/10014362663
Saved in:
8
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
9
The effects of training incidence and planned training duration on labor market transitions
Fitzenberger, Bernd
;
Osikominu, Aderonke
;
Paul, Marie
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014434394
Saved in:
10
Employer policies and the immigrant-native earnings gap
Dostie, Benoît
;
Li, Jiang
;
Card, David E.
;
Parent, Daniel
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 544-567
Persistent link: https://www.econbiz.de/10014362659
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