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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:"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
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
465
Schätzung
460
Regression analysis
450
Regressionsanalyse
450
Statistical test
321
Statistischer Test
321
Volatility
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
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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All
Undetermined
254
Type of publication
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Article
671
Book / Working Paper
5
Type of publication (narrower categories)
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Article in journal
Aufsatzsammlung
Jahresbericht
Sammelwerk
Aufsatz in Zeitschrift
676
Collection of articles of several authors
7
Konferenzschrift
3
Conference proceedings
2
Festschrift
1
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Language
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English
Finnish
Indonesian
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Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
16
Aït-Sahalia, Yacine
12
Andersen, Torben
11
Koop, Gary
11
McAleer, Michael
10
Gallant, A. Ronald
9
Meddahi, Nour
8
Slottje, Daniel Jonathan
8
Xiu, Dacheng
8
Yu, Jun
8
Zhang, Xinyu
8
Diebold, Francis X.
7
Dijk, Herman K. van
7
Li, Jia
7
Mykland, Per A.
7
Park, Joon Y.
7
Patton, Andrew J.
7
Cavaliere, Giuseppe
6
Ghysels, Eric
6
Kim, Donggyu
6
Maheu, John M.
6
Marcellino, Massimiliano
6
Schorfheide, Frank
6
Shephard, Neil G.
6
Asai, Manabu
5
Casarin, Roberto
5
Gouriéroux, Christian
5
Hallin, Marc
5
Jensen, Mark J.
5
Li, Yingying
5
Renault, Eric
5
Taylor, Robert
5
Timmermann, Allan
5
Zhou, Hao
5
Barigozzi, Matteo
4
Bauwens, Luc
4
Billio, Monica
4
Boswijk, Herman Peter
4
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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...
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Journal of econometrics
The American economic review
2,228
Applied economics
2,025
Economics letters
1,545
The review of economics and statistics
1,485
Journal of banking & finance
1,460
The review of financial studies
1,441
American journal of agricultural economics
1,393
The journal of finance : the journal of the American Finance Association
1,388
Energy economics
1,204
Economic modelling
1,175
Journal of money, credit and banking : JMCB
1,105
Journal of monetary economics
1,099
Journal of financial economics
1,061
Applied economics letters
1,051
Journal of international money and finance
1,030
Intereconomics : review of European economic policy
1,020
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
1,019
The journal of futures markets
1,009
Economic review
997
Finance research letters
920
Economic inquiry : journal of the Western Economic Association International
913
Journal of financial and quantitative analysis : JFQA
884
Southern economic journal
864
Journal of macroeconomics
861
Monthly labor review : MLR
858
National tax journal
855
International review of economics & finance : IREF
837
Journal of economic dynamics & control
800
Journal of human resources : JHR
780
The journal of economic perspectives : EP ; a journal of the American Economic Association
766
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
758
Journal of political economy
729
Small business economics : an entrepreneurship journal
723
International review of financial analysis
722
Journal of business research : JBR
719
European journal of operational research : EJOR
714
The quarterly journal of economics
700
American economic journal : a journal of the American Economic Association
677
The journal of law & economics
652
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ECONIS (ZBW)
676
Showing
61
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70
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676
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61
Robust Bayesian inference in proxy SVARs
Giacomini, Raffaella
;
Kitagawa, Toru
;
Read, Matthew
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 107-126
Persistent link: https://www.econbiz.de/10013441729
Saved in:
62
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
63
SVARs with occasionally-binding constraints
Aruoba, S. Borağan
;
Mlikota, Marko
;
Schorfheide, Frank
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 477-499
Persistent link: https://www.econbiz.de/10013464897
Saved in:
64
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
65
Testing for the presence of jump components in jump diffusion models
Wang, Bin
;
Zheng, Xu
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10013464085
Saved in:
66
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:
67
Volatility of volatility : estimation and tests based on noisy high frequency data with jumps
Li, Yingying
;
Liu, Guangying
;
Zhang, Zhiyuan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 422-451
Persistent link: https://www.econbiz.de/10013441895
Saved in:
68
Words speak as loudly as actions : central bank communication and the response of equity prices to macroeconomic announcements
Gardner, Ben
;
Scotti, Chiara
;
Vega, Clara
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 387-409
Persistent link: https://www.econbiz.de/10013464819
Saved in:
69
Bayesian MIDAS penalized regressions : estimation, selection, and prediction
Mogliani, Matteo
;
Simoni, Anna
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 833-860
Persistent link: https://www.econbiz.de/10012619795
Saved in:
70
A Bayesian robust chi-squared test for testing simple hypotheses
Doğan, Osman
;
Taṣpınar, Süleyman
;
Bera, Anil K.
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 933-958
Persistent link: https://www.econbiz.de/10012619808
Saved in:
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