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~isPartOf:"Journal of applied econometrics"
~subject:"Schätzung"
~subject:"Time series analysis"
~subject:"USA"
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Schätzung
Time series analysis
USA
Statistical distribution
34
Statistische Verteilung
34
Theorie
34
Theory
34
Factor analysis
22
Faktorenanalyse
22
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19
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1
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1
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Journal of applied econometrics
Journal of econometrics
122
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
86
International journal of forecasting
77
Discussion paper / Tinbergen Institute
61
Working paper
42
Economics letters
40
Working paper / National Bureau of Economic Research, Inc.
36
Journal of forecasting
32
Applied economics
31
Discussion paper / Centre for Economic Policy Research
26
Economic modelling
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Journal of banking & finance
24
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SFB 649 discussion paper
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CESifo working papers
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Discussion paper series / IZA
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Econometric reviews
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The journal of futures markets
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
The North American journal of economics and finance : a journal of financial economics studies
20
Applied economics letters
19
Cambridge working papers in economics
19
Econometrics : open access journal
18
Discussion paper
17
Discussion papers / CEPR
17
Journal of empirical finance
17
Finance research letters
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
The review of economics and statistics
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Working paper / Department of Econometrics and Business Statistics, Monash University
16
Working paper series / European Central Bank
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CEMMAP working papers / Centre for Microdata Methods and Practice
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CREATES research paper
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Journal of financial economics
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NBER Working Paper
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Research paper series / Swiss Finance Institute
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The review of financial studies
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ECONIS (ZBW)
31
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1
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
Klein, Nadja
;
Smith, Michael S.
;
Nott, David J.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 493-511
Persistent link: https://www.econbiz.de/10014288014
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
The efficacy of ability proxies for estimating the returns to schooling : a factor model-based evaluation
Kejriwal, Mohitosh
;
Li, Xiaoxiao
;
Nguyen, Linh
;
Totty, Evan
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10014474429
Saved in:
8
US weekly economic index : replication and extension
Wegmüller, Philipp
;
Glocker, Christian
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 977-985
Persistent link: https://www.econbiz.de/10014432206
Saved in:
9
Common factors of commodity prices
Delle Chiaie, Simona
;
Ferrara, Laurent
;
Giannone, Domenico
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 461-476
Persistent link: https://www.econbiz.de/10013186690
Saved in:
10
Marginalized predictive likelihood comparisons of linear gaussian state-space models with applications to DSGE, DSGE-VAR, and VAR models
Warne, Anders
;
Coenen, Günter
;
Christoffel, Kai
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 103-119
Persistent link: https://www.econbiz.de/10011688267
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