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~isPartOf:"Analysis of panels and limited dependent variable models : in honour of G. S. Maddala"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic literature"
~isPartOf:"Research in economics : an international review of economics"
~language:"eng"
~language:"hrv"
~language:"nld"
~language:"srp"
~person:"Bollerslev, Tim"
~person:"Heckman, James J."
~person:"Schmidt, Peter"
~subject:"Consumer behaviour"
~subject:"EU countries"
~subject:"Geldpolitik"
~subject:"Lieferkette"
~subject:"Theorie"
~subject:"USA"
~subject:"Unternehmenserfolg"
~subject:"Volatility"
~subject:"Welt"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammelwerk"
~type_genre:"Sammlung"
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Consumer behaviour
EU countries
Geldpolitik
Lieferkette
Theorie
USA
Unternehmenserfolg
Volatility
Welt
Wirkungsanalyse
Theory
36
Estimation theory
21
Schätztheorie
21
Volatilität
19
Estimation
15
Schätzung
15
Method of moments
10
Momentenmethode
10
Technical efficiency
9
Technische Effizienz
9
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9
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9
Zeitreihenanalyse
9
Capital income
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8
Econometrics
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Panel
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Panel study
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Prognoseverfahren
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Nichtparametrisches Verfahren
5
Nonparametric statistics
5
High-frequency data
4
Instrumental variables
4
Market microstructure
4
Marktmikrostruktur
4
Microeconometrics
4
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4
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57
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Bollerslev, Tim
Heckman, James J.
Schmidt, Peter
Phillips, Peter C. B.
48
McAleer, Michael
35
Maasoumi, Esfandiar
30
Pesaran, M. Hashem
28
Taylor, Robert
22
Gouriéroux, Christian
21
Linton, Oliver
21
Yu, Jun
21
Lee, Lung-fei
20
Ghysels, Eric
19
Aït-Sahalia, Yacine
18
Baltagi, Badi H.
18
Koop, Gary
18
Slottje, Daniel Jonathan
18
Swanson, Norman R.
18
Tauchen, George Eugene
18
Todorov, Viktor
18
Diebold, Francis X.
16
Li, Qi
16
Park, Joon Y.
16
Corradi, Valentina
14
Granger, C. W. J.
14
Hsiao, Cheng
14
Steel, Mark F. J.
14
Teräsvirta, Timo
14
Xiao, Zhijie
14
Cavaliere, Giuseppe
13
Chib, Siddhartha
13
Franses, Philip Hans
13
Geweke, John
13
Kumbhakar, Subal
13
Renault, Eric
13
Sickles, Robin C.
13
Barnett, William A.
12
Dufour, Jean-Marie
12
Lütkepohl, Helmut
12
Patton, Andrew J.
12
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Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
Econometric reviews
Journal of econometrics
Journal of economic literature
Research in economics : an international review of economics
The American economic review
17
Economics letters
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
The review of economics and statistics
12
Journal of political economy
11
Journal of productivity analysis
9
The economic journal : the journal of the Royal Economic Society
7
International economic review
6
Journal of applied econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of financial economics
6
Journal of labor economics
6
The journal of finance : the journal of the American Finance Association
6
The review of economic studies
5
Handbooks in economics
4
Journal of human resources : JHR
4
Economic inquiry : journal of the Western Economic Association International
3
Handbook of econometrics ; Vol. 6B
3
Journal of empirical finance
3
Journal of international money and finance
3
Journal of the European Economic Association
3
Labour economics : official journal of the European Association of Labour Economists
3
The journal of economic perspectives : EP ; a journal of the American Economic Association
3
Annual review of economics
2
CESifo DICE report : journal for institutional comparisons
2
Evaluation of training and other social programmes
2
Fiscal studies : the journal of the Institute for Fiscal Studies
2
Foreign exchange markets
2
Journal of consumer policy : consumer issues in law, economics and behavioural sciences
2
Journal of financial and quantitative analysis : JFQA
2
Journal of human capital : JHC
2
Journal of international economics
2
Macroeconomic dynamics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Oxford bulletin of economics and statistics
2
Quantitative economics : QE ; journal of the Econometric Society
2
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ECONIS (ZBW)
58
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1
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
2
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
3
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
4
Publishing and promotion in economics : the tyranny of the top five
Heckman, James J.
;
Moktan, Sidharth
- In:
Journal of economic literature
58
(
2020
)
2
,
pp. 419-470
Persistent link: https://www.econbiz.de/10012318423
Saved in:
5
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
6
Evaluation of the Reggio approach to early education
Biroli, Pietro
;
Del Boca, Daniela
;
Heckman, James J.
; …
- In:
Research in economics : an international review of economics
72
(
2018
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012041713
Saved in:
7
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
8
Endogenous environmental variables in stochastic frontier models
Amsler, Christine Elaine
;
Prokhorov, Artem
;
Schmidt, Peter
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 131-140
Persistent link: https://www.econbiz.de/10011897659
Saved in:
9
Stochastic metafrontiers
Amsler, Christine Elaine
;
O'Donnell, Christopher John
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 1007-1020
Persistent link: https://www.econbiz.de/10011795559
Saved in:
10
Dynamic treatment effects
Heckman, James J.
;
Humphries, John Eric
;
Veramendi, Gregory
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 276-292
Persistent link: https://www.econbiz.de/10011610524
Saved in:
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