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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:"Konsumentenverhalten"
~subject:"Regression analysis"
~subject:"Statistischer Test"
~subject:"Volatility"
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Konsumentenverhalten
Regression analysis
Statistischer Test
Volatility
Theorie
1,656
Theory
1,656
Estimation theory
1,639
Schätztheorie
1,639
Zeitreihenanalyse
675
Time series analysis
673
Consumer behaviour
598
Nichtparametrisches Verfahren
544
Nonparametric statistics
544
Estimation
468
Schätzung
463
Regressionsanalyse
455
USA
445
United States
445
Statistical test
324
Volatilität
321
Panel
305
Panel study
305
Forecasting model
282
Prognoseverfahren
282
Stochastic process
219
Stochastischer Prozess
219
Method of moments
209
Momentenmethode
208
Bootstrap approach
179
Bootstrap-Verfahren
179
Bayes-Statistik
175
Bayesian inference
175
Statistical distribution
169
Statistische Verteilung
169
Cointegration
162
Kointegration
161
ARCH model
147
ARCH-Modell
147
Ökonometrie
147
Capital income
137
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1,601
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7
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1,599
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1,599
Conference paper
14
Konferenzbeitrag
14
Collection of articles of several authors
8
Sammelwerk
8
Conference proceedings
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Konferenzschrift
3
Bibliografie enthalten
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2
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Bollerslev, Tim
19
Linton, Oliver
17
Phillips, Peter C. B.
17
Todorov, Viktor
17
Tauchen, George Eugene
15
Aït-Sahalia, Yacine
13
Taylor, Robert
13
Andersen, Torben
12
McAleer, Michael
12
Park, Joon Y.
12
Ghysels, Eric
11
Janiszewski, Chris A.
11
Su, Liangjun
11
Chen, Songnian
10
Gao, Jiti
10
Li, Qi
10
Robinson, Peter M.
10
Andrews, Donald W. K.
9
Cai, Zongwu
9
Dufour, Jean-Marie
9
Sun, Yixiao
9
Delgado, Miguel A.
8
Galvão Júnior, Antônio Fialho
8
Hallin, Marc
8
Krishna, Aradhna
8
Laran, Juliano
8
Meddahi, Nour
8
Swanson, Norman R.
8
Wyer, Robert S.
8
Xiu, Dacheng
8
Yu, Jun
8
Bagchi, Rajesh
7
Fan, Jianqing
7
Khalaf, Lynda
7
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Perron, Pierre
7
Rucker, Derek D.
7
Shiv, Baba
7
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Institution
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Conference on Realized Volatility <2006, Montréal>
1
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
Published in...
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Journal of consumer research : JCR ; an interdisciplinary bimonthly
Journal of econometrics
Journal of business research : JBR
2,042
Journal of retailing and consumer services
1,936
NBER working paper series
1,124
Working paper / National Bureau of Economic Research, Inc.
997
NBER Working Paper
912
Energy economics
765
International journal of consumer studies
763
International journal of hospitality management
742
Economics letters
730
Applied economics
708
Finance research letters
679
Psychology & marketing
659
Applied economics letters
555
Economic modelling
501
Discussion paper / Centre for Economic Policy Research
489
Working paper
476
International review of financial analysis
466
Journal of banking & finance
459
International review of economics & finance : IREF
426
Management science : journal of the Institute for Operations Research and the Management Sciences
418
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
415
CESifo working papers
412
Discussion paper series / IZA
396
Discussion paper / Tinbergen Institute
393
The journal of product & brand management
393
Asia Pacific journal of marketing and logistics
391
The journal of futures markets
366
The journal of brand management : an international journal
356
The North American journal of economics and finance : a journal of financial economics studies
354
European journal of marketing : EJM
350
Journal of consumer psychology : JCP : the official journal of the Society for Consumer Psychology
345
Journal of marketing research : JMR
344
Journal of international consumer marketing
320
Journal of travel and tourism marketing
318
Cogent business & management
317
Journal of empirical finance
313
Tourism management : research, policies, practice
310
European journal of operational research : EJOR
309
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ECONIS (ZBW)
1,608
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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
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Evaluating forecast performance with state dependence
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471799
Saved in:
10
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
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