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~isPartOf:"Journal of econometrics"
~language:"afr"
~language:"ces"
~language:"dan"
~language:"eng"
~language:"hin"
~language:"mkd"
~language:"nor"
~language:"por"
~language:"rus"
~language:"und"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~subject:"USA"
~subject:"United Kingdom"
~subject:"Volatility"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference proceedings"
~type_genre:"Fallstudie"
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Kapitaleinkommen
Schätzung
USA
United Kingdom
Volatility
Wirkungsanalyse
Estimation theory
1,600
Schätztheorie
1,600
Theorie
1,588
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
465
Regression analysis
450
Regressionsanalyse
450
Statistical test
321
Statistischer Test
321
Volatilität
320
Panel
305
Panel study
305
Forecasting model
278
Prognoseverfahren
278
Stochastic process
218
Stochastischer Prozess
218
United States
218
Method of moments
204
Momentenmethode
203
Bootstrap approach
179
Bootstrap-Verfahren
179
Bayes-Statistik
173
Bayesian inference
173
Statistical distribution
165
Statistische Verteilung
165
Cointegration
162
Kointegration
161
ARCH model
146
ARCH-Modell
146
Capital income
137
Autocorrelation
134
Autokorrelation
134
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Undetermined
420
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Article
901
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8
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Article in journal
Aufsatz im Buch
Conference proceedings
Fallstudie
Aufsatz in Zeitschrift
909
Collection of articles of several authors
9
Conference paper
9
Konferenzbeitrag
9
Sammelwerk
9
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2
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1
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Bollerslev, Tim
19
Tauchen, George Eugene
18
Todorov, Viktor
18
Linton, Oliver
13
Andersen, Torben
12
Aït-Sahalia, Yacine
12
Xiu, Dacheng
11
McAleer, Michael
10
Gallant, A. Ronald
9
Ghysels, Eric
9
Gouriéroux, Christian
9
Meddahi, Nour
9
Phillips, Peter C. B.
9
Taylor, Robert
9
Diebold, Francis X.
8
Park, Joon Y.
8
Pesaran, M. Hashem
8
Slottje, Daniel Jonathan
8
Su, Liangjun
8
Heckman, James J.
7
Koop, Gary
7
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Shephard, Neil G.
7
Sickles, Robin C.
7
Timmermann, Allan
7
Cavaliere, Giuseppe
6
Gao, Jiti
6
Kim, Donggyu
6
Li, Yingying
6
Marcellino, Massimiliano
6
Shin, Yongcheol
6
Zakoïan, Jean-Michel
6
Asai, Manabu
5
Baltagi, Badi H.
5
Bandi, Federico M.
5
Barigozzi, Matteo
5
Callaway, Brantly
5
Corradi, Valentina
5
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Conference on Realized Volatility <2006, Montréal>
1
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of econometrics
Applied economics
3,670
The American economic review
2,333
Applied economics letters
2,093
Economics letters
1,965
Journal of banking & finance
1,959
Energy economics
1,796
The review of economics and statistics
1,650
Economic modelling
1,638
The journal of finance : the journal of the American Finance Association
1,548
The review of financial studies
1,540
Finance research letters
1,530
American journal of agricultural economics
1,459
Journal of financial economics
1,391
International review of financial analysis
1,182
Applied financial economics
1,161
International review of economics & finance : IREF
1,160
The journal of futures markets
1,146
Journal of financial and quantitative analysis : JFQA
1,043
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1,035
Journal of international money and finance
1,031
The economic journal : the journal of the Royal Economic Society
959
Economic review
951
Journal of money, credit and banking : JMCB
922
Economic inquiry : journal of the Western Economic Association International
918
National tax journal
909
Southern economic journal
903
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
901
Monthly labor review : MLR
851
Journal of human resources : JHR
834
Journal of monetary economics
820
American economic journal : a journal of the American Economic Association
807
The North American journal of economics and finance : a journal of financial economics studies
807
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
790
Journal of public economics
782
Journal of political economy
773
Journal of empirical finance
750
The journal of economic perspectives : EP ; a journal of the American Economic Association
744
The quarterly journal of economics
726
Journal of macroeconomics
725
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ECONIS (ZBW)
909
Showing
1
-
10
of
909
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1
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
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
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:
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
Bootstrap analysis of mutual fund performance
Huang, Haitao
;
Jiang, Lei
;
Leng, Xuan
;
Peng, Liang
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 239-255
Persistent link: https://www.econbiz.de/10014434393
Saved in:
7
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
8
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:
9
The determinants of displaced workers' wages : sorting, matching, selection, and the Hartz reforms
Woodcock, Simon D.
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 568-595
Persistent link: https://www.econbiz.de/10014362663
Saved in:
10
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
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