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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"hrv"
~language:"ita"
~language:"lat"
~language:"nld"
~subject:"Börsenkurs"
~subject:"EU countries"
~subject:"Economic policy"
~subject:"Estimation"
~subject:"Lieferkette"
~subject:"Theorie"
~subject:"USA"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"CD-ROM, DVD"
~type_genre:"Case study"
~type_genre:"Collection of articles written by one author"
~type_genre:"Gesetz"
~type_genre:"Multi-volume publication"
~type_genre:"Sammlung"
~type_genre:"Textbook"
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Börsenkurs
EU countries
Economic policy
Estimation
Lieferkette
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USA
Volatility
Welt
Estimation theory
1,600
Schätztheorie
1,600
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1,588
Time series analysis
665
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665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
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460
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450
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450
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321
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321
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320
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305
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278
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162
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146
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Phillips, Peter C. B.
42
Linton, Oliver
25
Bollerslev, Tim
21
Gouriéroux, Christian
21
Tauchen, George Eugene
19
Todorov, Viktor
19
Ghysels, Eric
18
Lee, Lung-fei
18
Pesaran, M. Hashem
18
Aït-Sahalia, Yacine
17
Koop, Gary
17
McAleer, Michael
17
Swanson, Norman R.
17
Yu, Jun
17
Corradi, Valentina
15
Diebold, Francis X.
15
Schmidt, Peter
15
Hsiao, Cheng
14
Park, Joon Y.
14
Taylor, Robert
13
Xiao, Zhijie
13
Andersen, Torben
12
Baltagi, Badi H.
12
Chib, Siddhartha
12
Dufour, Jean-Marie
12
Gao, Jiti
12
Maasoumi, Esfandiar
12
Patton, Andrew J.
12
Renault, Eric
12
Slottje, Daniel Jonathan
12
Timmermann, Allan
12
Gallant, A. Ronald
11
Granger, C. W. J.
11
Li, Qi
11
Mykland, Per A.
11
Steel, Mark F. J.
11
White, Halbert
11
Barnett, William A.
10
Hong, Yongmiao
10
Kohn, Robert
10
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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
Economics letters
6,868
European journal of operational research : EJOR
6,014
Applied economics
4,757
The American economic review
4,358
International journal of production research
3,477
Journal of banking & finance
3,411
Energy economics
3,239
Economic modelling
3,218
Applied economics letters
3,190
International journal of production economics
3,063
Journal of economic theory
2,902
Journal of economic dynamics & control
2,793
Journal of economic behavior & organization : JEBO
2,717
European economic review : EER
2,570
Computers & operations research : and their applications to problems of world concern ; an international journal
2,523
Finance research letters
2,462
Intereconomics : review of European economic policy
2,456
American journal of agricultural economics
2,420
Journal of public economics
2,288
Journal of international money and finance
2,224
The review of financial studies
2,216
Management science : journal of the Institute for Operations Research and the Management Sciences
2,126
The journal of finance : the journal of the American Finance Association
2,113
Journal of financial economics
2,112
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
2,105
International review of economics & finance : IREF
2,042
The review of economics and statistics
2,019
Public choice
1,969
Journal of monetary economics
1,949
Games and economic behavior
1,899
The economic journal : the journal of the Royal Economic Society
1,880
Journal of international economics
1,854
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,839
International review of financial analysis
1,742
Journal of macroeconomics
1,662
Journal of money, credit and banking : JMCB
1,621
Southern economic journal
1,615
Journal of political economy
1,595
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,593
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ECONIS (ZBW)
2,145
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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
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
3
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:
4
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:
5
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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