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~isPartOf:"Journal of consumer research : JCR ; an interdisciplinary bimonthly"
~isPartOf:"Journal of econometrics"
~language:"bul"
~language:"eng"
~language:"hun"
~language:"msa"
~language:"spa"
~subject:"Consumer behaviour"
~subject:"Konsumentenverhalten"
~subject:"Nichtparametrisches Verfahren"
~subject:"Panel study"
~subject:"Regression analysis"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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Consumer behaviour
Konsumentenverhalten
Nichtparametrisches Verfahren
Panel study
Regression analysis
Volatility
Theorie
1,636
Theory
1,636
Estimation theory
1,601
Schätztheorie
1,601
Time series analysis
665
Zeitreihenanalyse
665
Nonparametric statistics
542
Estimation
467
Schätzung
462
Regressionsanalyse
450
USA
443
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443
Statistical test
321
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Volatilität
320
Panel
305
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280
Prognoseverfahren
280
Stochastic process
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Stochastischer Prozess
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Method of moments
204
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Bootstrap-Verfahren
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Bayes-Statistik
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Bayesian inference
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Statistical distribution
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Statistische Verteilung
165
Cointegration
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Kointegration
161
ARCH model
146
ARCH-Modell
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Capital income
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Amtsdruckschrift
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1,921
Collection of articles of several authors
13
Sammelwerk
13
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4
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3
Bibliografie enthalten
2
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2
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2
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Linton, Oliver
32
Phillips, Peter C. B.
25
Su, Liangjun
23
Bollerslev, Tim
19
Chen, Songnian
18
Gao, Jiti
18
Chen, Xiaohong
17
Robinson, Peter M.
17
Todorov, Viktor
17
Li, Qi
15
Tauchen, George Eugene
15
Aït-Sahalia, Yacine
14
Hsiao, Cheng
14
Lewbel, Arthur
12
McAleer, Michael
12
Simar, Léopold
12
Andersen, Torben
11
Bai, Jushan
11
Baltagi, Badi H.
11
Cai, Zongwu
11
Fan, Yanqin
11
Florens, Jean-Pierre
11
Janiszewski, Chris A.
11
Park, Joon Y.
11
Pesaran, M. Hashem
11
Taylor, Robert
11
Xiao, Zhijie
11
Li, Degui
10
Sasaki, Yuya
10
White, Halbert
10
Ghysels, Eric
9
Gouriéroux, Christian
9
Hallin, Marc
9
Hansen, Christian Bailey
9
Hoderlein, Stefan
9
Hu, Yingyao
9
Westerlund, Joakim
9
Gallant, A. Ronald
8
Galvão Júnior, Antônio Fialho
8
Horowitz, Joel
8
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Conference on Realized Volatility <2006, Montréal>
1
Published in...
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Journal of consumer research : JCR ; an interdisciplinary bimonthly
Journal of econometrics
Journal of business research : JBR
1,957
Journal of retailing and consumer services
1,938
Economics letters
932
Applied economics
914
Energy economics
913
International journal of consumer studies
757
International journal of hospitality management
751
Applied economics letters
699
Economic modelling
679
Psychology & marketing
653
Finance research letters
627
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
479
Journal of banking & finance
478
International review of financial analysis
465
International review of economics & finance : IREF
447
Management science : journal of the Institute for Operations Research and the Management Sciences
422
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
421
The journal of product & brand management
394
Asia Pacific journal of marketing and logistics
391
The North American journal of economics and finance : a journal of financial economics studies
375
Econometric reviews
368
Econometric theory
358
The journal of futures markets
357
European journal of marketing : EJM
352
The journal of brand management : an international journal
348
Journal of consumer psychology : JCP : the official journal of the Society for Consumer Psychology
345
Journal of marketing research : JMR
345
European journal of operational research : EJOR
342
Technological forecasting & social change : an international journal
335
Tourism management : research, policies, practice
330
Journal of risk and financial management : JRFM
329
Research in international business and finance
322
Journal of travel and tourism marketing
315
International Journal of Energy Economics and Policy : IJEEP
314
Cogent business & management
313
Journal of international consumer marketing
313
Journal of empirical finance
312
Journal of marketing management : MM
307
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ECONIS (ZBW)
1,921
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1
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1
Approximate factor models with weaker loadings
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
Saved in:
2
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
3
Asymptotic properties of Bayesian inference in linear regression with a structural break
Shimizu, Kenichi
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 202-219
Persistent link: https://www.econbiz.de/10014434390
Saved in:
4
Bayesian Artificial Neural Networks for frontier efficiency analysis
Tsionas, Efthymios G.
;
Parmeter, Christopher F.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014365509
Saved in:
5
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
6
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
7
Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
Saved in:
8
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
9
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
10
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1447-1463
Persistent link: https://www.econbiz.de/10014471400
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