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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:"Heckman, James J."
~person:"Koop, Gary"
~person:"Schmidt, Peter"
~person:"Todorov, Viktor"
~subject:"Consumer behaviour"
~subject:"EU countries"
~subject:"Geldpolitik"
~subject:"Lieferkette"
~subject:"Nonparametric statistics"
~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
Nonparametric statistics
Theorie
USA
Unternehmenserfolg
Volatility
Welt
Wirkungsanalyse
Theory
40
Estimation theory
27
Schätztheorie
27
Estimation
26
Schätzung
26
Time series analysis
22
Zeitreihenanalyse
22
Volatilität
18
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10
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Aufsatz im Buch
Collection of articles written by one author
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64
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Heckman, James J.
Koop, Gary
Schmidt, Peter
Todorov, Viktor
Phillips, Peter C. B.
44
Linton, Oliver
35
Bollerslev, Tim
21
Li, Qi
20
Aït-Sahalia, Yacine
19
Chen, Xiaohong
19
Gouriéroux, Christian
19
McAleer, Michael
18
Pesaran, M. Hashem
18
Tauchen, George Eugene
18
Ghysels, Eric
17
Hsiao, Cheng
17
Lewbel, Arthur
17
Robinson, Peter M.
17
Swanson, Norman R.
17
White, Halbert
17
Xiao, Zhijie
17
Yu, Jun
17
Gao, Jiti
16
Lee, Lung-fei
16
Simar, Léopold
16
Slottje, Daniel Jonathan
16
Diebold, Francis X.
15
Horowitz, Joel
15
Park, Joon Y.
15
Corradi, Valentina
14
Su, Liangjun
14
Cai, Zongwu
12
Chen, Songnian
12
Chib, Siddhartha
12
Dufour, Jean-Marie
12
Florens, Jean-Pierre
12
Granger, C. W. J.
12
Patton, Andrew J.
12
Renault, Eric
12
Sickles, Robin C.
12
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Journal of econometrics
Journal of economic literature
Research in economics : an international review of economics
The American economic review
15
Economics letters
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Journal of productivity analysis
12
Journal of applied econometrics
11
Journal of political economy
11
The review of economics and statistics
11
Econometric reviews
10
International economic review
8
The economic journal : the journal of the Royal Economic Society
7
Journal of labor economics
6
Journal of financial economics
5
Handbooks in economics
4
International journal of forecasting
4
Journal of empirical finance
4
Journal of human resources : JHR
4
The econometrics journal
4
The review of economic studies
4
Economic inquiry : journal of the Western Economic Association International
3
European economic review : EER
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
Quantitative economics : QE ; journal of the Econometric Society
3
The journal of economic perspectives : EP ; a journal of the American Economic Association
3
Annual review of economics
2
CESifo DICE report : journal for institutional comparisons
2
Evaluation of training and other social programmes
2
Fiscal studies : the journal of the Institute for Fiscal Studies
2
Journal of consumer policy : consumer issues in law, economics and behavioural sciences
2
Journal of forecasting
2
Journal of human capital : JHC
2
Macroeconomic dynamics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Review of economic dynamics
2
The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics
2
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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
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
4
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Bayesian compressed vector autoregressions
Koop, Gary
;
Korobilis, Dimitris
;
Pettenuzzo, Davide
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10012303386
Saved in:
10
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
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