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~isPartOf:"Journal of applied econometrics"
~subject:"Schätzung"
~subject:"USA"
~subject:"Volatilität"
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Schätzung
USA
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Statistical distribution
34
Statistische Verteilung
34
Theorie
34
Theory
34
Factor analysis
22
Faktorenanalyse
22
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19
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Marcellino, Massimiliano
2
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1
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1
Barigozzi, Matteo
1
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1
Carriero, Andrea
1
Chan, Joshua
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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
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1
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1
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Journal of applied econometrics
Journal of econometrics
103
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
International journal of forecasting
51
Working paper
40
Working paper / National Bureau of Economic Research, Inc.
38
Discussion paper / Tinbergen Institute
37
Economics letters
34
Applied economics
32
Journal of banking & finance
29
Discussion paper / Centre for Economic Policy Research
27
Economic modelling
27
The journal of futures markets
26
Journal of forecasting
25
International journal of theoretical and applied finance
24
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24
Finance research letters
23
The North American journal of economics and finance : a journal of financial economics studies
23
Discussion paper series / IZA
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Insurance / Mathematics & economics
20
Journal of empirical finance
20
SFB 649 discussion paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
CESifo working papers
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
CREATES research paper
18
Computational economics
18
International review of economics & finance : IREF
18
Econometric reviews
17
International review of financial analysis
17
Journal of financial economics
17
Applied economics letters
16
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16
Discussion papers / CEPR
16
Journal of risk and financial management : JRFM
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Research paper series / Swiss Finance Institute
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The European journal of finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The review of economics and statistics
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ECONIS (ZBW)
28
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1
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
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
Modeling financial sector joint tail risk in the Euro Area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 171-191
Persistent link: https://www.econbiz.de/10011688510
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