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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic literature"
~isPartOf:"Research in economics : an international review of economics"
~language:"eng"
~language:"hrv"
~language:"nld"
~language:"srp"
~person:"Baltagi, Badi H."
~person:"Gallant, A. Ronald"
~person:"Heckman, James J."
~person:"Schmidt, Peter"
~person:"Todorov, Viktor"
~subject:"Consumer behaviour"
~subject:"EU countries"
~subject:"Geldpolitik"
~subject:"Lieferkette"
~subject:"Theorie"
~subject:"USA"
~subject:"Unternehmenserfolg"
~subject:"Volatility"
~subject:"Welt"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammelwerk"
~type_genre:"Sammlung"
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Consumer behaviour
EU countries
Geldpolitik
Lieferkette
Theorie
USA
Unternehmenserfolg
Volatility
Welt
Wirkungsanalyse
Theory
39
Estimation theory
38
Schätztheorie
38
Estimation
27
Schätzung
27
Volatilität
22
Panel
18
Panel study
18
Time series analysis
16
Zeitreihenanalyse
16
Method of moments
15
Momentenmethode
15
Stochastic process
13
Stochastischer Prozess
13
Börsenkurs
10
Capital income
10
Kapitaleinkommen
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Share price
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High-frequency data
8
United States
8
Bayes-Statistik
7
Bayesian inference
7
Option pricing theory
7
Optionspreistheorie
7
Statistical test
7
Statistischer Test
7
Stochastic volatility
7
Technical efficiency
7
Technische Effizienz
7
Microeconometrics
6
Mikroökonometrie
6
Panel data
6
Econometrics
5
Factor analysis
5
Faktorenanalyse
5
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18
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Article
63
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Article in journal
Aufsatz im Buch
Collection of articles written by one author
Sammelwerk
Sammlung
Aufsatz in Zeitschrift
64
Book review
2
Collection of articles of several authors
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Baltagi, Badi H.
Gallant, A. Ronald
Heckman, James J.
Schmidt, Peter
Todorov, Viktor
Phillips, Peter C. B.
39
Bollerslev, Tim
21
Aït-Sahalia, Yacine
18
Gouriéroux, Christian
18
Linton, Oliver
18
Pesaran, M. Hashem
18
Tauchen, George Eugene
18
Ghysels, Eric
17
McAleer, Michael
17
Swanson, Norman R.
17
Yu, Jun
17
Koop, Gary
16
Lee, Lung-fei
16
Diebold, Francis X.
15
Slottje, Daniel Jonathan
15
Corradi, Valentina
14
Park, Joon Y.
13
Chib, Siddhartha
12
Dufour, Jean-Marie
12
Granger, C. W. J.
12
Patton, Andrew J.
12
Renault, Eric
12
Taylor, Robert
12
Andersen, Torben
11
Hsiao, Cheng
11
Mykland, Per A.
11
Steel, Mark F. J.
11
Timmermann, Allan
11
Xiao, Zhijie
11
Barnett, William A.
10
Maasoumi, Esfandiar
10
Sickles, Robin C.
10
Hong, Yongmiao
9
Horowitz, Joel
9
Kohn, Robert
9
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Journal of econometrics
Journal of economic literature
Research in economics : an international review of economics
Economics letters
19
Econometric reviews
16
The review of economics and statistics
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
The American economic review
15
Journal of political economy
12
Journal of applied econometrics
11
Econometric theory
9
Journal of productivity analysis
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
The economic journal : the journal of the Royal Economic Society
7
Annales d'économie et de statistique
6
International economic review
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of labor economics
6
Journal of financial economics
5
Statistical papers
5
Handbooks in economics
4
Journal of human resources : JHR
4
Macroeconomic dynamics
4
The econometrics of panel data : fundamentals and recent developments in theory and practice ; with 13 figures and 43 tables
4
The review of economic studies
4
The review of financial studies
4
Advances in econometrics
3
Economic inquiry : journal of the Western Economic Association International
3
Handbook of econometrics ; Vol. 6B
3
Journal of the European Economic Association
3
Labour economics : official journal of the European Association of Labour Economists
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Quantitative economics : QE ; journal of the Econometric Society
3
The journal of economic perspectives : EP ; a journal of the American Economic Association
3
American journal of agricultural economics
2
An Elgar reference collection
2
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
2
Annual review of economics
2
CESifo DICE report : journal for institutional comparisons
2
Evaluation of training and other social programmes
2
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Source
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ECONIS (ZBW)
64
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1
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64
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1
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:
2
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
3
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
4
Nonparametric Bayes subject to overidentified moment conditions
Gallant, A. Ronald
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 27-38
Persistent link: https://www.econbiz.de/10013441713
Saved in:
5
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
6
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
7
Publishing and promotion in economics : the tyranny of the top five
Heckman, James J.
;
Moktan, Sidharth
- In:
Journal of economic literature
58
(
2020
)
2
,
pp. 419-470
Persistent link: https://www.econbiz.de/10012318423
Saved in:
8
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
Saved in:
9
Evaluation of the Reggio approach to early education
Biroli, Pietro
;
Del Boca, Daniela
;
Heckman, James J.
; …
- In:
Research in economics : an international review of economics
72
(
2018
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012041713
Saved in:
10
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
Saved in:
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