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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:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Jahresbericht"
~type_genre:"Sammelwerk"
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Bayesian inference
Developing countries
KMU
Monetary policy
Volatilität
Zeitreihenanalyse
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,589
Theory
1,589
Time series analysis
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
465
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460
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450
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450
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321
Statistischer Test
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305
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United States
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162
Kointegration
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ARCH model
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ARCH-Modell
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Capital income
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137
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134
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1,009
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Jahresbericht
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1,022
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Phillips, Peter C. B.
28
Bollerslev, Tim
20
Taylor, Robert
20
Todorov, Viktor
18
Tauchen, George Eugene
17
Linton, Oliver
15
Aït-Sahalia, Yacine
14
Yu, Jun
14
Koop, Gary
13
Andersen, Torben
12
Park, Joon Y.
12
Robinson, Peter M.
11
Chen, Xiaohong
10
Ghysels, Eric
10
Hallin, Marc
10
Leybourne, Stephen James
10
Swanson, Norman R.
10
Xiao, Zhijie
10
Zhang, Xinyu
10
Cavaliere, Giuseppe
9
Gallant, A. Ronald
9
Gao, Jiti
9
Gouriéroux, Christian
9
Koopman, Siem Jan
9
McAleer, Michael
9
Mykland, Per A.
9
Patton, Andrew J.
9
Xiu, Dacheng
9
Dijk, Herman K. van
8
Francq, Christian
8
Hong, Yongmiao
8
Li, Jia
8
Marcellino, Massimiliano
8
Meddahi, Nour
8
Shephard, Neil G.
8
Teräsvirta, Timo
8
Zakoïan, Jean-Michel
8
Corradi, Valentina
7
Harvey, David I.
7
Maheu, John M.
7
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Conference on Realized Volatility <2006, Montréal>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
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Journal of econometrics
Applied economics
1,208
Economics letters
1,177
Economic modelling
1,166
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
950
Energy economics
934
Finance research letters
847
Journal of international money and finance
846
Applied economics letters
829
International journal of forecasting
752
Journal of monetary economics
740
Journal of banking & finance
727
Journal of economic dynamics & control
716
Intereconomics : review of European economic policy
693
International review of economics & finance : IREF
683
Journal of macroeconomics
651
Small business economics : an entrepreneurship journal
598
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
593
Journal of money, credit and banking : JMCB
591
International review of financial analysis
573
The North American journal of economics and finance : a journal of financial economics studies
519
Journal of forecasting
477
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
472
Research in international business and finance
445
Macroeconomic dynamics
415
Journal of development economics
414
European economic review : EER
409
The journal of futures markets
408
Applied financial economics
397
Journal of business research : JBR
396
Journal of international financial markets, institutions & money
392
Journal of risk and financial management : JRFM
367
Journal of empirical finance
365
Journal of international development : the journal of the Development Studies Association
355
International journal of finance & economics : IJFE
348
Econometric theory
346
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
342
International Journal of Energy Economics and Policy : IJEEP
339
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
339
International journal of entrepreneurship and small business
333
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ECONIS (ZBW)
1,022
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1
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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
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:
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 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:
7
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:
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
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
10
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
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