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~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"
~type_genre:"Aufsatz in Zeitschrift"
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Theorie
United Kingdom
Estimation
828
Schätzung
823
Estimation theory
343
Schätztheorie
343
Theory
326
Time series analysis
209
Zeitreihenanalyse
209
Nichtparametrisches Verfahren
168
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168
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163
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Koop, Gary
5
Steel, Mark F. J.
5
Aït-Sahalia, Yacine
4
Pesaran, M. Hashem
4
Todorov, Viktor
4
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3
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3
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3
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3
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3
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3
Su, Liangjun
3
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2
Asai, Manabu
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2
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2
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2
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2
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2
Gallant, A. Ronald
2
Galvão Júnior, Antônio Fialho
2
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2
Granger, C. W. J.
2
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IZA Discussion Paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Applied economics
406
Economics letters
219
Economic modelling
215
Applied economics letters
197
Journal of international money and finance
174
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
169
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154
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International review of economics & finance : IREF
134
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125
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125
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121
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114
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103
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100
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98
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96
International journal of forecasting
94
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93
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Journal of financial economics
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Journal of urban economics
86
The journal of finance : the journal of the American Finance Association
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Oxford bulletin of economics and statistics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The American economic review
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The European journal of finance
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Finance research letters
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The Canadian journal of economics
75
Econometric reviews
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International review of financial analysis
72
American journal of agricultural economics
70
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of real estate finance and economics
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ECONIS (ZBW)
334
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1
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
Saved in:
2
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
3
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
Saved in:
4
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:
5
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:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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:
10
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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