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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~subject:"Schätzung"
~subject:"USA"
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Schätzung
USA
Statistical distribution
203
Statistische Verteilung
203
Theorie
189
Theory
189
Estimation theory
129
Schätztheorie
129
Factor analysis
126
Faktorenanalyse
126
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88
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88
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88
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63
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63
Probability theory
60
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60
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57
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39
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35
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Linton, Oliver
4
Barigozzi, Matteo
3
Frühwirth-Schnatter, Sylvia
3
Marcellino, Massimiliano
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Todorov, Viktor
3
Wang, Fa
3
Aït-Sahalia, Yacine
2
Baltagi, Badi H.
2
Bollerslev, Tim
2
Chudik, Alexander
2
Eickmeier, Sandra
2
Fan, Jianqing
2
Gao, Jiti
2
Han, Xu
2
Hillebrand, Eric
2
Jacobi, Liana
2
Kao, Chihwa
2
Kaufmann, Sylvia
2
Mikkelsen, Jakob Guldbæk
2
Paolella, Marc S.
2
Pesaran, M. Hashem
2
Polak, Pawel
2
Ravazzolo, Francesco
2
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2
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2
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2
Weidner, Martin
2
Xiu, Dacheng
2
Aastveit, Knut Are
1
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1
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1
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1
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1
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1
Babii, Andrii
1
Bai, Jushan
1
Ball, Ryan T.
1
Bams, Dennis
1
Bandi, Federico M.
1
Banerjee, Anindya
1
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Journal of applied econometrics
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
International journal of forecasting
45
Working paper
36
Working paper / National Bureau of Economic Research, Inc.
36
Discussion paper / Tinbergen Institute
30
Economics letters
28
Applied economics
26
Discussion paper / Centre for Economic Policy Research
24
Discussion paper series / IZA
22
The journal of futures markets
22
Economic modelling
20
Journal of banking & finance
20
CESifo working papers
19
Insurance / Mathematics & economics
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of forecasting
18
SFB 649 discussion paper
18
Econometric reviews
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
The North American journal of economics and finance : a journal of financial economics studies
16
Applied economics letters
15
CEMMAP working papers / Centre for Microdata Methods and Practice
15
Discussion paper
15
Discussion papers / CEPR
15
Finance research letters
15
The review of economics and statistics
15
The review of financial studies
15
Cambridge working papers in economics
14
Discussion paper / Deutsche Bundesbank
14
Journal of empirical finance
14
Journal of financial economics
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
Working paper series / European Central Bank
13
International review of economics & finance : IREF
12
NBER Working Paper
12
The European journal of finance
12
CREATES research paper
11
Econometrics : open access journal
11
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ECONIS (ZBW)
98
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1
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
2
Identifying and interpreting the factors in factor models via sparsity : different approaches
Despois, Thomas
;
Doz, Catherine
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 533-555
Persistent link: https://www.econbiz.de/10014288017
Saved in:
3
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:
4
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:
5
Heavy tailed but not Zipf : firm and establishment size in the United States
Kondo, Illenin O.
;
Lewis, Logan T.
;
Stella, Andrea
- In:
Journal of applied econometrics
38
(
2023
)
5
,
pp. 767-785
Persistent link: https://www.econbiz.de/10014338144
Saved in:
6
Multi-dimensional latent group structures with heterogeneous distributions
Leng, Xuan
;
Chen, Heng
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014340642
Saved in:
7
Identification of dynamic latent factor models of skill formation with translog production
Del Bono, Emilia
;
Kinsler, Josh
;
Pavan, Ronni
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1256-1265
Persistent link: https://www.econbiz.de/10013464674
Saved in:
8
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
9
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
10
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
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