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~isPartOf:"International economic review"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"und"
~person:"Chiang, Thomas C."
~person:"Fitzenberger, Bernd"
~person:"Gao, Jiti"
~person:"Hong, Yongmiao"
~person:"Li, Jia"
~person:"Patton, Andrew J."
~person:"Renault, Eric"
~person:"Tauchen, George Eugene"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Schätzung
Theorie
56
Theory
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Estimation theory
49
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Time series analysis
41
Zeitreihenanalyse
41
Volatility
38
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36
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Chiang, Thomas C.
Fitzenberger, Bernd
Gao, Jiti
Hong, Yongmiao
Li, Jia
Patton, Andrew J.
Renault, Eric
Tauchen, George Eugene
Todorov, Viktor
20
Bollerslev, Tim
16
Su, Liangjun
13
Phillips, Peter C. B.
9
Andersen, Torben
8
Koop, Gary
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Linton, Oliver
8
Pesaran, M. Hashem
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Berg, Gerard J. van den
7
Ghysels, Eric
7
Aït-Sahalia, Yacine
6
Heckman, James J.
6
Hsu, Yu-Chin
6
Kim, Donggyu
6
Li, Kunpeng
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Timmermann, Allan
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Baltagi, Badi H.
5
Francq, Christian
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Gouriéroux, Christian
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Kelly, Bryan T.
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Li, Qi
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Lu, Xun
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Ravazzolo, Francesco
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Steel, Mark F. J.
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Zakoïan, Jean-Michel
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Bandi, Federico M.
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Fan, Jianqing
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Fusari, Nicola
4
Gospodinov, Nikolaj
4
Ham, John C.
4
Han, Xu
4
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International economic review
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of financial economics
Finance research letters
3
German economic review
3
International review of economics & finance : IREF
3
Labour economics : official journal of the European Association of Labour Economists
3
Cambridge working papers in economics
2
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of banking & finance
2
Journal of international financial markets, institutions & money
2
Journal of population economics
2
Research in international business and finance
2
Review of quantitative finance and accounting
2
Risks : open access journal
2
The review of economics and statistics
2
The review of financial studies
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Annales d'économie et de statistique
1
Applied financial economics
1
Bildungsreform aus ökonomischer Sicht : 63. Wissenschaftliche Tagung der Arbeitsgemeinschaft Deutscher Wirtschaftswissenschaftlicher Forschungsinstitute vom 11. und 12. Mai 2000
1
Computation and estimation in finance and economics
1
Econometric reviews
1
Econometrics : open access journal
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
Forecasting volatility in the financial markets
1
Handbook of financial time series
1
International Journal of Financial Studies : open access journal
1
International journal of business
1
Inventi impact: emerging economies
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal for labour market research
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
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ECONIS (ZBW)
36
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1
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
2
Regularized gmm for time-varying models with applications to asset pricing
Cui, Liyuan
;
Feng, Guanhao
;
Hong, Yongmiao
- In:
International economic review
65
(
2024
)
2
,
pp. 851-883
Persistent link: https://www.econbiz.de/10014538940
Saved in:
3
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:
4
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
5
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:
6
An integrated panel data approach to modelling economic growth
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 379-397
Persistent link: https://www.econbiz.de/10013441803
Saved in:
7
New directions in nonlinear structural estimation : Bayes and Frequentist: editorial
Tauchen, George Eugene
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10013441706
Saved in:
8
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:
9
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
10
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1784-1802
Persistent link: https://www.econbiz.de/10013540515
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