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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:"Lee, Lung-fei"
~person:"Schmidt, Peter"
~person:"Todorov, Viktor"
~person:"Yu, Jun"
~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
56
Estimation theory
49
Schätztheorie
49
Estimation
23
Schätzung
23
Volatilität
21
Time series analysis
20
Zeitreihenanalyse
20
Panel
17
Panel study
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Stochastic process
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17
Autocorrelation
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Autokorrelation
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Method of moments
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Regional economics
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10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Börsenkurs
8
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8
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8
Statistischer Test
8
High-frequency data
7
Technical efficiency
7
Technische Effizienz
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Spatial autoregressive model
6
Stochastic volatility
6
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75
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Article in journal
Aufsatz im Buch
Collection of articles written by one author
Sammelwerk
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78
Collection of articles of several authors
3
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Heckman, James J.
Lee, Lung-fei
Schmidt, Peter
Todorov, Viktor
Yu, Jun
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
Koop, Gary
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
Gallant, A. Ronald
10
Maasoumi, Esfandiar
10
Sickles, Robin C.
10
Baltagi, Badi H.
9
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
Econometric reviews
15
The American economic review
15
Econometric theory
14
Economics letters
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Journal of political economy
11
The review of economics and statistics
11
Journal of productivity analysis
9
International economic review
8
The economic journal : the journal of the Royal Economic Society
7
Journal of labor economics
6
The econometrics journal
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of financial economics
5
Regional science & urban economics
5
Economic inquiry : journal of the Western Economic Association International
4
Handbooks in economics
4
Journal of applied econometrics
4
Journal of human resources : JHR
4
The review of financial studies
4
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
The review of economic studies
3
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
2
Annals of economics and finance
2
Annual review of economics
2
CESifo DICE report : journal for institutional comparisons
2
Economic modelling
2
Evaluation of training and other social programmes
2
Fiscal studies : the journal of the Institute for Fiscal Studies
2
Games and economic behavior
2
International journal of industrial organization
2
Journal of consumer policy : consumer issues in law, economics and behavioural sciences
2
Journal of economic dynamics & control
2
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ECONIS (ZBW)
78
Showing
1
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10
of
78
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date (newest first)
date (oldest first)
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
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
4
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:
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
Posterior-based Wald-type statistics for hypothesis testing
Liu, Xiaobin
;
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10013441919
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
Deviance information criterion for latent variable models and misspecified models
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 450-493
Persistent link: https://www.econbiz.de/10012439750
Saved in:
9
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:
10
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
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