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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"
~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
64
Theory
64
Estimation theory
50
Schätztheorie
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Time series analysis
42
Volatility
42
Volatilität
42
Zeitreihenanalyse
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Estimation
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35
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Chiang, Thomas C.
Fitzenberger, Bernd
Gao, Jiti
Ghysels, Eric
Patton, Andrew J.
Renault, Eric
Tauchen, George Eugene
Todorov, Viktor
20
Bollerslev, Tim
15
Su, Liangjun
13
Phillips, Peter C. B.
9
Koop, Gary
8
Linton, Oliver
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Pesaran, M. Hashem
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Andersen, Torben
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Li, Jia
7
Aït-Sahalia, Yacine
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Hsu, Yu-Chin
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Kim, Donggyu
6
Li, Kunpeng
6
Timmermann, Allan
6
Baltagi, Badi H.
5
Francq, Christian
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Gouriéroux, Christian
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Kelly, Bryan T.
5
Li, Qi
5
Lu, Xun
5
Ravazzolo, Francesco
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Zakoïan, Jean-Michel
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Bandi, Federico M.
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Berg, Gerard J. van den
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Callaway, Brantly
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Christoffersen, Peter F.
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Gospodinov, Nikolaj
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Han, Xu
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Harvey, Andrew C.
4
Heckman, James J.
4
Hong, Harrison G.
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
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
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
Journal of applied econometrics
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of international financial markets, institutions & money
2
Journal of population economics
2
Macroeconomic dynamics
2
Research in international business and finance
2
Review of quantitative finance and accounting
2
Risks : open access journal
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 reviews
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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
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European financial management : the journal of the European Financial Management Association
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Forecasting volatility in the financial markets
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
Inventi impact: emerging economies
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Jahrbücher für Nationalökonomie und Statistik
1
Journal for labour market research
1
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ECONIS (ZBW)
35
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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
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 295-323
Persistent link: https://www.econbiz.de/10012619426
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