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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"fin"
~language:"ind"
~language:"nld"
~language:"ukr"
~subject:"Bayesian inference"
~subject:"Developing countries"
~subject:"KMU"
~subject:"Monetary policy"
~subject:"Stochastischer Prozess"
~subject:"USA"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Jahresbericht"
~type_genre:"Sammelwerk"
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Subject
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Bayesian inference
Developing countries
KMU
Monetary policy
Stochastischer Prozess
USA
Volatilität
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,589
Theory
1,589
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
464
Schätzung
459
Regression analysis
450
Regressionsanalyse
450
Statistical test
321
Statistischer Test
321
Volatility
320
Panel
305
Panel study
305
Forecasting model
278
Prognoseverfahren
278
United States
218
Stochastic process
217
Method of moments
204
Momentenmethode
203
Bootstrap approach
179
Bootstrap-Verfahren
179
Bayes-Statistik
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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Online availability
All
Undetermined
297
Type of publication
All
Article
775
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
Aufsatzsammlung
Jahresbericht
Sammelwerk
Aufsatz in Zeitschrift
781
Collection of articles of several authors
8
Konferenzschrift
3
Conference proceedings
2
Festschrift
1
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Language
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English
Finnish
Indonesian
Dutch
Ukrainian
Author
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Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
16
Aït-Sahalia, Yacine
12
McAleer, Michael
12
Andersen, Torben
11
Koop, Gary
11
Phillips, Peter C. B.
11
Yu, Jun
11
Park, Joon Y.
10
Gallant, A. Ronald
9
Meddahi, Nour
8
Slottje, Daniel Jonathan
8
Taylor, Robert
8
Xiu, Dacheng
8
Zhang, Xinyu
8
Diebold, Francis X.
7
Dijk, Herman K. van
7
Ghysels, Eric
7
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Cavaliere, Giuseppe
6
Gouriéroux, Christian
6
Kim, Donggyu
6
Linton, Oliver
6
Maheu, John M.
6
Marcellino, Massimiliano
6
Renault, Eric
6
Schorfheide, Frank
6
Shephard, Neil G.
6
Zakoïan, Jean-Michel
6
Asai, Manabu
5
Bauwens, Luc
5
Casarin, Roberto
5
Chang, Chia-Lin
5
Francq, Christian
5
Hallin, Marc
5
Jensen, Mark J.
5
Li, Yingying
5
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Institution
All
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
The American economic review
2,234
Applied economics
2,049
Economics letters
1,609
Journal of banking & finance
1,492
The review of economics and statistics
1,479
The review of financial studies
1,435
American journal of agricultural economics
1,411
The journal of finance : the journal of the American Finance Association
1,394
European journal of operational research : EJOR
1,284
Economic modelling
1,230
Energy economics
1,194
Journal of money, credit and banking : JMCB
1,113
Journal of monetary economics
1,100
Applied economics letters
1,076
Journal of financial economics
1,074
Journal of international money and finance
1,037
The journal of futures markets
1,027
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
1,021
Intereconomics : review of European economic policy
1,018
Economic review
995
Finance research letters
943
Economic inquiry : journal of the Western Economic Association International
918
Journal of financial and quantitative analysis : JFQA
884
Journal of economic dynamics & control
875
Journal of macroeconomics
866
Southern economic journal
864
National tax journal
855
International review of economics & finance : IREF
850
Monthly labor review : MLR
849
Journal of human resources : JHR
771
The journal of economic perspectives : EP ; a journal of the American Economic Association
767
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
766
International review of financial analysis
735
Journal of political economy
735
Small business economics : an entrepreneurship journal
723
Journal of business research : JBR
720
The quarterly journal of economics
694
American economic journal : a journal of the American Economic Association
677
Applied financial economics
656
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Source
All
ECONIS (ZBW)
781
Showing
1
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781
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1
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:
2
Asymptotic properties of Bayesian inference in linear regression with a structural break
Shimizu, Kenichi
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 202-219
Persistent link: https://www.econbiz.de/10014434390
Saved in:
3
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:
4
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:
5
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:
6
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
Saved in:
7
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:
8
Econometric inference on a large Bayesian game with heterogeneous beliefs
Kojevnikov, Denis
;
Song, Kyungchul
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471483
Saved in:
9
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
10
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
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