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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"fin"
~language:"ind"
~language:"nld"
~language:"ukr"
~subject:"Developing countries"
~subject:"KMU"
~subject:"Monetary policy"
~subject:"Panel study"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Jahresbericht"
~type_genre:"Sammelwerk"
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Developing countries
KMU
Monetary policy
Panel study
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
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450
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450
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321
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320
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305
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162
Kointegration
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146
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137
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134
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134
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323
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636
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Article in journal
Aufsatzsammlung
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641
Conference paper
9
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Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Su, Liangjun
13
Andersen, Torben
11
Aït-Sahalia, Yacine
11
Baltagi, Badi H.
11
Pesaran, M. Hashem
11
McAleer, Michael
9
Phillips, Peter C. B.
9
Bai, Jushan
8
Gao, Jiti
8
Meddahi, Nour
8
Westerlund, Joakim
8
Xiu, Dacheng
8
Ghysels, Eric
7
Gouriéroux, Christian
7
Hsiao, Cheng
7
Lee, Lung-fei
7
Li, Jia
7
Li, Kunpeng
7
Linton, Oliver
7
Mykland, Per A.
7
Patton, Andrew J.
7
Yamagata, Takashi
7
Yu, Jun
7
Cavaliere, Giuseppe
6
Fernández-Val, Iván
6
Hallin, Marc
6
Kim, Donggyu
6
Li, Qi
6
Moon, Hyungsik Roger
6
Robinson, Peter M.
6
Sarafidis, Vasilis
6
Schmidt, Peter
6
Shephard, Neil G.
6
Yu, Jihai
6
Asai, Manabu
5
Gallant, A. Ronald
5
Gonçalves, Sílvia
5
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Conference on Realized Volatility <2006, Montréal>
1
Published in...
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Journal of econometrics
Applied economics
1,094
Economic modelling
1,083
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
980
Economics letters
966
Energy economics
862
Journal of international money and finance
807
Finance research letters
800
Applied economics letters
791
Intereconomics : review of European economic policy
692
Journal of banking & finance
691
Journal of monetary economics
688
International review of economics & finance : IREF
673
Small business economics : an entrepreneurship journal
603
Journal of economic dynamics & control
581
Journal of macroeconomics
558
Journal of money, credit and banking : JMCB
542
International review of financial analysis
538
The North American journal of economics and finance : a journal of financial economics studies
484
Journal of development economics
413
Research in international business and finance
407
Journal of business research : JBR
386
European economic review : EER
381
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
378
The journal of futures markets
374
Journal of international financial markets, institutions & money
371
Journal of international development : the journal of the Development Studies Association
355
Macroeconomic dynamics
354
International Journal of Energy Economics and Policy : IJEEP
352
International journal of finance & economics : IJFE
348
International journal of economics and financial issues : IJEFI
345
Applied financial economics
342
Journal of risk and financial management : JRFM
339
International journal of entrepreneurship and small business
334
International journal of economics and finance
330
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
326
Journal of policy modeling : JPMOD ; a social science forum of world issues
304
The American economic review
301
Journal of empirical finance
298
Open economies review
290
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ECONIS (ZBW)
641
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641
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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
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:
3
Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
Saved in:
4
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:
5
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:
6
Dynamic clustering of multivariate panel data
João, Igor Custodio
;
Lucas, André
;
Schaumburg, Julia
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014471521
Saved in:
7
The effects of training incidence and planned training duration on labor market transitions
Fitzenberger, Bernd
;
Osikominu, Aderonke
;
Paul, Marie
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014434394
Saved in:
8
Estimation of panel group structure models with structural breaks in group memberships and coefficients
Lumsdaine, Robin L.
;
Okui, Ryo
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10014340925
Saved in:
9
Factor-based imputation of missing values and covariances in panel data of large dimensions
Cahan, Ercument
;
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014340963
Saved in:
10
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
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