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~isPartOf:"Journal of econometrics"
~language:"bul"
~language:"eng"
~subject:"Consumer behaviour"
~subject:"Developing countries"
~subject:"EU-Staaten"
~subject:"Share price"
~subject:"Theory"
~subject:"Welt"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Konferenzbeitrag"
~type_genre:"Sammlung"
~type_genre:"Thesis"
~type_genre:"Working Paper"
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Consumer behaviour
Developing countries
EU-Staaten
Share price
Theory
Welt
Wirkungsanalyse
Estimation theory
1,600
Schätztheorie
1,600
Theorie
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
465
Schätzung
460
Regression analysis
450
Regressionsanalyse
450
Statistical test
321
Statistischer Test
321
Volatility
320
Volatilität
320
Panel
305
Panel study
305
Forecasting model
278
Prognoseverfahren
278
Stochastic process
218
Stochastischer Prozess
218
USA
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
Kapitaleinkommen
137
Autocorrelation
134
Autokorrelation
134
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Undetermined
431
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Article
1,696
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33
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Article in journal
Government document
Konferenzbeitrag
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1,729
Collection of articles of several authors
54
Sammelwerk
54
Konferenzschrift
17
Conference proceedings
14
Festschrift
9
Conference paper
5
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4
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3
Übersichtsarbeit
3
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1
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1
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Bulgarian
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Phillips, Peter C. B.
37
Koop, Gary
16
Lee, Lung-fei
16
Yu, Jun
16
Ghysels, Eric
15
Gouriéroux, Christian
15
Linton, Oliver
15
Pesaran, M. Hashem
15
Swanson, Norman R.
15
Diebold, Francis X.
14
Aït-Sahalia, Yacine
13
Tauchen, George Eugene
13
McAleer, Michael
12
Chib, Siddhartha
11
Granger, C. W. J.
11
Hsiao, Cheng
11
Renault, Eric
11
Schmidt, Peter
11
Steel, Mark F. J.
11
Timmermann, Allan
11
Todorov, Viktor
11
Xiao, Zhijie
11
Corradi, Valentina
10
Dufour, Jean-Marie
10
Maasoumi, Esfandiar
10
Park, Joon Y.
10
Taylor, Robert
10
Bollerslev, Tim
9
Gallant, A. Ronald
9
Hong, Yongmiao
9
Li, Qi
9
Robinson, Peter M.
9
Slottje, Daniel Jonathan
9
Tsionas, Efthymios G.
9
Whang, Yoon-jae
9
White, Halbert
9
Baltagi, Badi H.
8
Barnett, William A.
8
Gao, Jiti
8
Hidalgo, Javier
8
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(EC)2 Conference <1, 1990; 2, 1991>
1
Conference on Realized Volatility <2006, Montréal>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
10,663
Discussion paper / Centre for Economic Policy Research
6,963
Economics letters
6,102
CESifo working papers
5,724
European journal of operational research : EJOR
5,130
Working paper
4,992
Discussion paper series / IZA
4,749
IMF working papers
3,376
Applied economics
3,149
Journal of economic theory
2,908
Discussion paper / Tinbergen Institute
2,850
The American economic review
2,838
Economic modelling
2,823
Policy research working paper : WPS
2,816
Energy economics
2,802
Journal of banking & finance
2,624
Intereconomics : review of European economic policy
2,610
Journal of economic dynamics & control
2,607
Journal of economic behavior & organization : JEBO
2,594
Journal of business research : JBR
2,574
European economic review : EER
2,469
Discussion papers / CEPR
2,466
Applied economics letters
2,440
Computers & operations research : and their applications to problems of world concern ; an international journal
2,350
Discussion paper
2,286
Finance research letters
2,155
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
2,116
International journal of production research
2,048
IMF working paper
2,018
Journal of retailing and consumer services
1,995
Journal of public economics
1,984
Management science : journal of the Institute for Operations Research and the Management Sciences
1,951
Journal of international money and finance
1,944
Games and economic behavior
1,890
Discussion paper / Center for Economic Research, Tilburg University
1,879
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,837
Working paper series / European Central Bank
1,788
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
1,747
The economic journal : the journal of the Royal Economic Society
1,710
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ECONIS (ZBW)
1,729
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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
Bayesian Artificial Neural Networks for frontier efficiency analysis
Tsionas, Efthymios G.
;
Parmeter, Christopher F.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014365509
Saved in:
3
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:
4
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:
5
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:
6
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:
7
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
8
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:
9
Dividend suspensions and cash flows during the Covid-19 pandemic : a dynamic econometric model
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1522-1541
Persistent link: https://www.econbiz.de/10014471409
Saved in:
10
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
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