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~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:"ron"
~language:"und"
~person:"Chiang, Thomas C."
~person:"Fitzenberger, Bernd"
~person:"Gao, Jiti"
~person:"Ghysels, Eric"
~person:"Patton, Andrew J."
~person:"Renault, Eric"
~person:"Tauchen, George Eugene"
~person:"Timmermann, Allan"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
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Schätzung
Theorie
78
Theory
78
Estimation theory
51
Schätztheorie
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Time series analysis
49
Zeitreihenanalyse
49
Forecasting model
45
Prognoseverfahren
45
Volatility
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Collection of articles of several authors
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41
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Chiang, Thomas C.
Fitzenberger, Bernd
Gao, Jiti
Ghysels, Eric
Patton, Andrew J.
Renault, Eric
Tauchen, George Eugene
Timmermann, Allan
Todorov, Viktor
20
Bollerslev, Tim
15
Su, Liangjun
13
Phillips, Peter C. B.
9
Koop, Gary
8
Linton, Oliver
8
Pesaran, M. Hashem
8
Andersen, Torben
7
Li, Jia
7
Aït-Sahalia, Yacine
6
Hsu, Yu-Chin
6
Kim, Donggyu
6
Li, Kunpeng
6
Baltagi, Badi H.
5
Francq, Christian
5
Gouriéroux, Christian
5
Kelly, Bryan T.
5
Li, Qi
5
Lu, Xun
5
Ravazzolo, Francesco
5
Steel, Mark F. J.
5
Zakoïan, Jean-Michel
5
Bandi, Federico M.
4
Berg, Gerard J. van den
4
Callaway, Brantly
4
Christoffersen, Peter F.
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Fan, Jianqing
4
Fusari, Nicola
4
Gospodinov, Nikolaj
4
Han, Xu
4
Harvey, Andrew C.
4
Heckman, James J.
4
Hong, Harrison G.
4
Hong, Yongmiao
4
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4
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of financial economics
German economic review
3
International review of economics & finance : IREF
3
Journal of banking & finance
3
Journal of empirical finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Labour economics : official journal of the European Association of Labour Economists
3
Annales d'économie et de statistique
2
Cambridge working papers in economics
2
Econometric reviews
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
Finance research letters
2
Forecasting volatility in the financial markets
2
Journal of applied econometrics
2
Journal of international financial markets, institutions & money
2
Journal of population economics
2
Macroeconomic dynamics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Research in international business and finance
2
Review of quantitative finance and accounting
2
Risks : open access journal
2
The journal of finance : the journal of the American Finance Association
2
Advances in economics and econometrics: theory and applications ; Vol. 3
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
Duration transition and count data models
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
European financial management : the journal of the European Financial Management Association
1
Handbook of economic forecasting ; Volume 2A
1
Handbook of financial time series
1
International Journal of Financial Studies : open access journal
1
International economic review
1
International journal of business
1
International journal of forecasting
1
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ECONIS (ZBW)
41
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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
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:
3
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:
4
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:
5
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
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
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:
9
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
Saved in:
10
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
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