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~isPartOf:"ECB Occasional Paper"
~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Ifo Beiträge zur Wirtschaftsforschung"
~isPartOf:"Journal of econometrics"
~isPartOf:"Lecture notes in economics and mathematical systems : LNEMS"
~language:"eng"
~language:"sqi"
~source:"econis"
~subject:"Estimation"
~subject:"Optionspreistheorie"
~subject:"Statistical test"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Fallstudie"
~type_genre:"Research Report"
~type_genre:"Thesis"
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Estimation
Optionspreistheorie
Statistical test
Theorie
1,767
Theory
1,767
Estimation theory
1,613
Schätztheorie
1,613
Time series analysis
670
Zeitreihenanalyse
670
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Schätzung
516
Regression analysis
451
Regressionsanalyse
451
Volatility
323
Volatilität
323
Statistischer Test
321
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308
Panel study
308
Forecasting model
280
Prognoseverfahren
280
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238
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237
Stochastischer Prozess
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Stochastic process
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Method of moments
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Bayesian inference
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Statistical distribution
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166
Cointegration
162
Kointegration
162
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147
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147
Capital income
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Sammlung
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Todorov, Viktor
15
Phillips, Peter C. B.
13
Su, Liangjun
12
Tauchen, George Eugene
11
Aït-Sahalia, Yacine
10
Linton, Oliver
10
Bollerslev, Tim
9
Hsiao, Cheng
9
Andrews, Donald W. K.
8
Ghysels, Eric
8
Sun, Yixiao
8
Taylor, Robert
8
Xiu, Dacheng
8
Andersen, Torben
7
Baltagi, Badi H.
7
Cai, Zongwu
7
Delgado, Miguel A.
7
Dufour, Jean-Marie
7
Gao, Jiti
7
Gouriéroux, Christian
7
Khalaf, Lynda
7
Park, Joon Y.
7
Francq, Christian
6
Gallant, A. Ronald
6
Hong, Yongmiao
6
Koop, Gary
6
Li, Jia
6
Li, Qi
6
Moreira, Marcelo J.
6
Pesaran, M. Hashem
6
Robinson, Peter M.
6
White, Halbert
6
Zakoïan, Jean-Michel
6
Hausman, Jerry A.
5
Hsu, Yu-Chin
5
Kim, Donggyu
5
Lee, Lung-fei
5
Lu, Xun
5
McCracken, Michael W.
5
Monfort, Alain
5
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Peter Lang GmbH
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International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
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Journal of econometrics
Lecture notes in economics and mathematical systems : LNEMS
Applied economics
1,809
Applied economics letters
1,226
Economic modelling
881
Economics letters
841
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
759
Journal of banking & finance
632
Energy economics
533
International review of economics & finance : IREF
519
International journal of theoretical and applied finance
510
Finance research letters
497
Applied financial economics
488
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
476
Journal of international money and finance
467
The journal of futures markets
409
Journal of applied econometrics
395
The North American journal of economics and finance : a journal of financial economics studies
392
Journal of economic dynamics & control
372
International review of financial analysis
364
Journal of financial economics
318
The empirical economics letters : a monthly international journal of economics
309
Labour economics : official journal of the European Association of Labour Economists
308
The review of economics and statistics
306
The American economic review
305
Journal of empirical finance
293
The European journal of finance
277
Journal of macroeconomics
275
Econometric reviews
270
European economic review : EER
270
International journal of economics and finance
267
Mathematical finance : an international journal of mathematics, statistics and financial theory
263
Quantitative finance
262
International journal of economics and financial issues : IJEFI
258
Journal of international financial markets, institutions & money
257
Applied mathematical finance
256
The journal of computational finance
253
The journal of finance : the journal of the American Finance Association
249
Economics of education review
248
International journal of finance & economics : IJFE
246
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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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
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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
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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
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6
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:
7
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:
8
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
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9
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
Saved in:
10
Establishment age and wages
Schmieder, Johannes
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 424-442
Persistent link: https://www.econbiz.de/10014362628
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