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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:"Chiang, Thomas C."
~person:"Fitzenberger, Bernd"
~person:"Gao, Jiti"
~person:"Patton, Andrew J."
~person:"Pesaran, M. Hashem"
~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"
~type_genre:"Übersichtsarbeit"
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Schätzung
Theorie
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Estimation
36
Time series analysis
36
Zeitreihenanalyse
36
Volatility
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Book section
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36
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Chiang, Thomas C.
Fitzenberger, Bernd
Gao, Jiti
Patton, Andrew J.
Pesaran, M. Hashem
Renault, Eric
Tauchen, George Eugene
Todorov, Viktor
20
Bollerslev, Tim
15
Su, Liangjun
14
Phillips, Peter C. B.
9
Koop, Gary
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Linton, Oliver
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7
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Li, Jia
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Aït-Sahalia, Yacine
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Hsu, Yu-Chin
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Kim, Donggyu
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Li, Kunpeng
6
Timmermann, Allan
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Baltagi, Badi H.
5
Francq, Christian
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Gouriéroux, Christian
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Kelly, Bryan T.
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Li, Qi
5
Lu, Xun
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Ravazzolo, Francesco
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Sentana, Enrique
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Shin, Yongcheol
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Zakoïan, Jean-Michel
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Fusari, Nicola
4
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4
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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
Journal of applied econometrics
9
Cambridge working papers in economics
3
German economic review
3
International review of economics & finance : IREF
3
Journal of empirical finance
3
Labour economics : official journal of the European Association of Labour Economists
3
Econometric reviews
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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 banking & finance
2
Journal of international financial markets, institutions & money
2
Journal of population economics
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
Annales d'économie et de statistique
1
Applied financial economics
1
Bildungsreform aus ökonomischer Sicht : 63. Wissenschaftliche Tagung der Arbeitsgemeinschaft Deutscher Wirtschaftswissenschaftlicher Forschungsinstitute vom 11. und 12. Mai 2000
1
Cambridge-INET working papers
1
Computation and estimation in finance and economics
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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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Economic modelling
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Economics letters
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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
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Handbook of financial time series
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International Journal of Financial Studies : open access journal
1
International economic review
1
International journal of business
1
International journal of forecasting
1
Inventi impact: emerging economies
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal for labour market research
1
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ECONIS (ZBW)
36
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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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