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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:"Volatility"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Konsumentenverhalten
Regression analysis
Volatility
Zeitreihenanalyse
Theorie
1,636
Theory
1,636
Estimation theory
1,600
Schätztheorie
1,600
Time series analysis
665
Consumer behaviour
598
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
468
Schätzung
463
Regressionsanalyse
450
USA
443
United States
443
Statistical test
321
Statistischer Test
321
Volatilität
320
Panel
305
Panel study
305
Forecasting model
280
Prognoseverfahren
280
Stochastic process
219
Stochastischer Prozess
219
Method of moments
204
Momentenmethode
203
Bootstrap approach
179
Bootstrap-Verfahren
179
Bayes-Statistik
174
Bayesian inference
174
Statistical distribution
165
Statistische Verteilung
165
Cointegration
162
Kointegration
161
ARCH model
146
ARCH-Modell
146
Capital income
137
Kapitaleinkommen
137
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Online availability
All
Undetermined
663
Type of publication
All
Article
1,858
Book / Working Paper
14
Type of publication (narrower categories)
All
Article in journal
Collection of articles of several authors
Aufsatz in Zeitschrift
1,872
Sammelwerk
22
Conference paper
12
Konferenzbeitrag
12
Konferenzschrift
8
Conference proceedings
6
Festschrift
6
Aufsatzsammlung
2
Bibliografie enthalten
2
Bibliography included
2
Case study
2
Fallstudie
2
Systematic review
2
Übersichtsarbeit
2
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Language
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Bulgarian
English
Hungarian
Malay (macrolanguage)
Spanish
Author
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Phillips, Peter C. B.
37
Taylor, Robert
24
Bollerslev, Tim
20
Linton, Oliver
20
Todorov, Viktor
18
Park, Joon Y.
16
Robinson, Peter M.
16
Tauchen, George Eugene
16
Aït-Sahalia, Yacine
15
Gao, Jiti
13
Ghysels, Eric
13
Koop, Gary
13
Xiao, Zhijie
13
Andersen, Torben
12
Leybourne, Stephen James
12
Su, Liangjun
12
Swanson, Norman R.
12
Chen, Xiaohong
11
Hallin, Marc
11
Janiszewski, Chris A.
11
McAleer, Michael
11
Chen, Songnian
10
Hong, Yongmiao
10
Yu, Jun
10
Cavaliere, Giuseppe
9
Corradi, Valentina
9
Dufour, Jean-Marie
9
Fan, Yanqin
9
Galvão Júnior, Antônio Fialho
9
Gouriéroux, Christian
9
Harvey, David I.
9
Li, Qi
9
Mykland, Per A.
9
Patton, Andrew J.
9
Perron, Pierre
9
Xiu, Dacheng
9
Cai, Zongwu
8
Fan, Jianqing
8
Francq, Christian
8
Koopman, Siem Jan
8
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Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Published in...
All
Journal of consumer research : JCR ; an interdisciplinary bimonthly
Journal of econometrics
Journal of business research : JBR
2,044
Journal of retailing and consumer services
1,937
Economics letters
993
Applied economics
949
Energy economics
939
International journal of consumer studies
762
International journal of hospitality management
744
International journal of forecasting
733
Finance research letters
727
Applied economics letters
685
Economic modelling
684
Psychology & marketing
659
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
645
International review of financial analysis
501
Journal of banking & finance
485
Journal of forecasting
478
International review of economics & finance : IREF
476
Econometric theory
475
Management science : journal of the Institute for Operations Research and the Management Sciences
458
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
417
The journal of futures markets
399
The North American journal of economics and finance : a journal of financial economics studies
392
The journal of product & brand management
392
Asia Pacific journal of marketing and logistics
391
Econometric reviews
372
The journal of brand management : an international journal
356
European journal of marketing : EJM
351
Journal of empirical finance
350
Journal of marketing research : JMR
349
European journal of operational research : EJOR
347
Journal of consumer psychology : JCP : the official journal of the Society for Consumer Psychology
345
Applied financial economics
340
Research in international business and finance
335
Technological forecasting & social change : an international journal
334
Tourism management : research, policies, practice
333
Journal of risk and financial management : JRFM
332
Journal of travel and tourism marketing
325
Journal of international consumer marketing
321
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Source
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ECONIS (ZBW)
1,872
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1
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10
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1,872
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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
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
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
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
8
Canonical correlation-based model selection for the multilevel factors
Choi, In
;
Lin, Rui
;
Shin, Yongcheol
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
Saved in:
9
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:
10
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
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