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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:"und"
~person:"Aït-Sahalia, Yacine"
~person:"Chiang, Thomas C."
~person:"Fitzenberger, Bernd"
~person:"Gao, Jiti"
~person:"Patton, Andrew J."
~person:"Renault, Eric"
~person:"Tauchen, George Eugene"
~subject:"Finanzmarkt"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Finanzmarkt
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48
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44
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Aït-Sahalia, Yacine
Chiang, Thomas C.
Fitzenberger, Bernd
Gao, Jiti
Patton, Andrew J.
Renault, Eric
Tauchen, George Eugene
Todorov, Viktor
20
Bollerslev, Tim
16
Su, Liangjun
13
Pesaran, M. Hashem
10
Andersen, Torben
9
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Koop, Gary
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Linton, Oliver
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Gouriéroux, Christian
7
Li, Jia
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Timmermann, Allan
7
Diebold, Francis X.
6
Engle, Robert F.
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Hsu, Yu-Chin
6
Kim, Donggyu
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Li, Kunpeng
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Zakoïan, Jean-Michel
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Fan, Jianqing
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Li, Qi
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Lu, Xun
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Taylor, Robert
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Xiu, Dacheng
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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
International review of economics & finance : IREF
4
The journal of finance : the journal of the American Finance Association
4
German economic review
3
Labour economics : official journal of the European Association of Labour Economists
3
Review of quantitative finance and accounting
3
Annales d'économie et de statistique
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Cambridge working papers in economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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2
Finance research letters
2
Journal of banking & 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
Research in international business and finance
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Risks : open access journal
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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
Econometric reviews
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Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Econometrics : open access journal
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Econometrics of imperfect competition
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Economies : open access journal
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Essays in honor of Joon Y. Park : econometric methodology in empirical applications
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European financial management : the journal of the European Financial Management Association
1
Forecasting volatility in the financial markets
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
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal for labour market research
1
Journal of applied econometrics
1
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ECONIS (ZBW)
44
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Recursive estimation in large panel data models : theory and practice
Jiang, Bin
;
Yang, Yanrong
;
Gao, Jiti
;
Hsiao, Cheng
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 439-465
Persistent link: https://www.econbiz.de/10013275396
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