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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~language:"spa"
~language:"tur"
~language:"ukr"
~subject:"Estimation"
~subject:"Hungary"
~subject:"Monetary policy"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Thesis"
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Estimation
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Applied economics
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1,406
Economics letters
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1,043
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844
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ECONIS (ZBW)
481
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11
Identification of time-varying factor models
Cheung, Ying Lun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 76-94
Persistent link: https://www.econbiz.de/10014449828
Saved in:
12
Jumps or staleness?
Kolokolov, Aleksey
;
Renò, Roberto
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 516-532
Persistent link: https://www.econbiz.de/10015053424
Saved in:
13
Large order-invariant Bayesian VARs with stochastic volatility
Chan, Joshua
;
Koop, Gary
;
Yu, Xuewen
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 825-837
Persistent link: https://www.econbiz.de/10015053470
Saved in:
14
The leverage effect puzzle under semi-nonparametric stochastic volatility models
Chen, Dachuan
;
Li, Chenxu
;
Tang, Cheng Yong
;
Yan, Jun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 548-562
Persistent link: https://www.econbiz.de/10015053427
Saved in:
15
Model-assisted complier average treatment effect estimates in randomized experiments with noncompliance
Ren, Jiyang
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 707-718
Persistent link: https://www.econbiz.de/10015053447
Saved in:
16
Modeling and forecasting macroeconomic downside risk
Delle Monache, Davide
;
De Polis, Andrea
;
Petrella, Ivan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 1010-1025
Persistent link: https://www.econbiz.de/10015053528
Saved in:
17
Modeling extreme events : time-varying extreme tail shape
D'Innocenzo, Enzo
;
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10015053506
Saved in:
18
On bivariate time-varying price staleness
Zhu, Haibin
;
Liu, Zhi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 229-242
Persistent link: https://www.econbiz.de/10014449902
Saved in:
19
Powerful backtests for historical simulation expected shortfall models
Du, Zaichao
;
Pei, Pei
;
Wang, Xuhui
;
Yang, Tao
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 864-874
Persistent link: https://www.econbiz.de/10015053499
Saved in:
20
A simple correction for misspecification in trend-cycle decompositions with an application to estimating r*
Morley, James C.
;
Trung Duc Tran
;
Wong, Benjamin
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 665-680
Persistent link: https://www.econbiz.de/10015053441
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