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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"mkd"
~subject:"Method of moments"
~subject:"Schätzung"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Conference proceedings"
~type_genre:"Systematic review"
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Subject
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Method of moments
Schätzung
Stochastischer Prozess
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,588
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
464
Regression analysis
450
Regressionsanalyse
450
Statistical test
321
Statistischer Test
321
Volatility
320
Volatilität
320
Panel
305
Panel study
305
Forecasting model
278
Prognoseverfahren
278
USA
218
United States
218
Stochastic process
217
Momentenmethode
203
Bootstrap approach
179
Bootstrap-Verfahren
179
Bayes-Statistik
173
Bayesian inference
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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Undetermined
415
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Article
809
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
Collection of articles written by one author
Conference proceedings
Systematic review
Aufsatz in Zeitschrift
813
Conference paper
10
Konferenzbeitrag
10
Collection of articles of several authors
4
Sammelwerk
4
Übersichtsarbeit
1
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Language
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English
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Phillips, Peter C. B.
17
Todorov, Viktor
16
Linton, Oliver
12
Su, Liangjun
12
Tauchen, George Eugene
12
Bollerslev, Tim
11
Lee, Lung-fei
11
Ghysels, Eric
10
Gallant, A. Ronald
9
Hsiao, Cheng
8
Koop, Gary
8
McAleer, Michael
8
Schmidt, Peter
8
Zakoïan, Jean-Michel
8
Andersen, Torben
7
Aït-Sahalia, Yacine
7
Gao, Jiti
7
Gouriéroux, Christian
7
Park, Joon Y.
7
Pesaran, M. Hashem
7
Xiu, Dacheng
7
Baltagi, Badi H.
6
Francq, Christian
6
Li, Kunpeng
6
Renault, Eric
6
Sarafidis, Vasilis
6
Sun, Yiguo
6
Taylor, Robert
6
Yu, Jun
6
Antoine, Bertille
5
Chen, Xiaohong
5
Hwang, Jungbin
5
Inoue, Atsushi
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
Marcellino, Massimiliano
5
Shin, Yongcheol
5
Smith, Richard J.
5
Steel, Mark F. J.
5
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Published in...
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Journal of econometrics
Applied economics
1,811
Applied economics letters
1,211
Economic modelling
899
Economics letters
835
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
765
European journal of operational research : EJOR
693
Energy economics
552
International review of economics & finance : IREF
505
Journal of banking & finance
502
Applied financial economics
468
Finance research letters
465
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
457
Journal of international money and finance
457
Journal of economic dynamics & control
378
Journal of applied econometrics
374
International journal of theoretical and applied finance
371
International review of financial analysis
355
The North American journal of economics and finance : a journal of financial economics studies
355
Insurance / Mathematics & economics
332
The empirical economics letters : a monthly international journal of economics
318
Labour economics : official journal of the European Association of Labour Economists
308
The review of economics and statistics
308
The American economic review
306
Journal of empirical finance
293
Journal of macroeconomics
292
Journal of financial economics
278
International journal of economics and financial issues : IJEFI
276
European economic review : EER
270
International journal of economics and finance
266
International journal of finance & economics : IJFE
261
Journal of international financial markets, institutions & money
258
Research in international business and finance
256
Econometric reviews
250
Economics of education review
247
Journal of risk and financial management : JRFM
240
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
235
The European journal of finance
235
The journal of futures markets
234
Journal of international economics
230
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ECONIS (ZBW)
813
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1
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10
of
813
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1
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:
2
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:
3
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:
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
The determinants of displaced workers' wages : sorting, matching, selection, and the Hartz reforms
Woodcock, Simon D.
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 568-595
Persistent link: https://www.econbiz.de/10014362663
Saved in:
6
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:
7
Employer policies and the immigrant-native earnings gap
Dostie, Benoît
;
Li, Jiang
;
Card, David E.
;
Parent, Daniel
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 544-567
Persistent link: https://www.econbiz.de/10014362659
Saved in:
8
Establishment age and wages
Schmieder, Johannes
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 424-442
Persistent link: https://www.econbiz.de/10014362628
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
Estimation and inference of treatment effects with L2-boosting in high-dimensional settings
Kueck, Jannis
;
Luo, Ye
;
Spindler, Martin
;
Wang, Zigan
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 714-731
Persistent link: https://www.econbiz.de/10014434364
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