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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:"Estimation"
~subject:"Konsumentenverhalten"
~subject:"Regression analysis"
~subject:"Volatility"
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Estimation
Konsumentenverhalten
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1,639
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1,639
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675
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598
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544
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Linton, Oliver
21
Bollerslev, Tim
19
Phillips, Peter C. B.
18
Todorov, Viktor
18
Tauchen, George Eugene
17
Andersen, Torben
13
Aït-Sahalia, Yacine
13
Su, Liangjun
13
Gao, Jiti
11
Janiszewski, Chris A.
11
Koop, Gary
11
McAleer, Michael
11
Park, Joon Y.
11
Taylor, Robert
11
Chen, Songnian
10
Ghysels, Eric
10
Galvão Júnior, Antônio Fialho
9
Gouriéroux, Christian
9
Meddahi, Nour
9
Robinson, Peter M.
9
Xiu, Dacheng
9
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8
Gallant, A. Ronald
8
Krishna, Aradhna
8
Laran, Juliano
8
Li, Qi
8
Shephard, Neil G.
8
Wyer, Robert S.
8
Bagchi, Rajesh
7
Dufour, Jean-Marie
7
Fan, Jianqing
7
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Rucker, Derek D.
7
Shiv, Baba
7
Sun, Yiguo
7
Argo, Jennifer J.
6
Baltagi, Badi H.
6
Bearden, William O.
6
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of consumer research : JCR ; an interdisciplinary bimonthly
Journal of econometrics
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3,231
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2,063
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1,938
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1,087
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
854
Journal of banking & finance
785
International review of economics & finance : IREF
784
International journal of consumer studies
765
International journal of hospitality management
757
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International review of financial analysis
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Journal of international money and finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The North American journal of economics and finance : a journal of financial economics studies
549
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Management science : journal of the Institute for Operations Research and the Management Sciences
523
The journal of futures markets
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
476
Journal of applied econometrics
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Journal of empirical finance
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The American economic review
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ECONIS (ZBW)
1,647
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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
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
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3
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:
4
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:
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
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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
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
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
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9
The determinants of displaced workers' wages : sorting, matching, selection, and the Hartz reforms
Woodcock, Simon D.
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 568-595
Persistent link: https://www.econbiz.de/10014362663
Saved in:
10
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
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