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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"mkd"
~subject:"Statistical distribution"
~subject:"United States"
~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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Statistical distribution
United States
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
Schätzung
459
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
Stochastic process
217
Stochastischer Prozess
217
Method of moments
204
Momentenmethode
203
Bootstrap approach
179
Bootstrap-Verfahren
179
Bayes-Statistik
173
Bayesian inference
173
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
93
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Article
377
Book / Working Paper
3
Type of publication (narrower categories)
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Article in journal
Collection of articles written by one author
Conference proceedings
Systematic review
Aufsatz in Zeitschrift
380
Collection of articles of several authors
4
Conference paper
4
Konferenzbeitrag
4
Sammelwerk
4
Festschrift
2
Konferenzschrift
2
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English
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Slottje, Daniel Jonathan
8
Park, Joon Y.
7
Bollerslev, Tim
6
Corradi, Valentina
5
Diebold, Francis X.
5
Dijk, Herman K. van
5
Dufour, Jean-Marie
5
Linton, Oliver
5
Engle, Robert F.
4
Lewbel, Arthur
4
McAleer, Michael
4
Steel, Mark F. J.
4
Swanson, Norman R.
4
Chang, Yoosoon
3
Chen, Xiaohong
3
Ghysels, Eric
3
Harvey, Andrew C.
3
Jorgenson, Dale Weldeau
3
Klaauw, Wilbert van der
3
Klein, Lawrence Robert
3
Koop, Gary
3
Li, Qi
3
Maasoumi, Esfandiar
3
Maheu, John M.
3
Meddahi, Nour
3
Miller, J. Isaac
3
Mroz, Thomas A.
3
Okhrin, Yarema
3
Pesaran, M. Hashem
3
Renault, Eric
3
Ryu, Hang-keun
3
Sickles, Robin C.
3
Slesnick, Daniel T.
3
Todorov, Viktor
3
White, Halbert
3
Wu, Ximing
3
Amengual, Dante
2
Arcidiacono, Peter
2
Atkinson, Scott Estes
2
Aït-Sahalia, Yacine
2
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Institution
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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...
All
Journal of econometrics
The American economic review
2,014
The review of economics and statistics
1,420
The review of financial studies
1,341
The journal of finance : the journal of the American Finance Association
1,308
American journal of agricultural economics
1,277
Applied economics
1,222
Economics letters
936
Journal of banking & finance
927
Economic review
924
Journal of financial economics
848
Monthly labor review : MLR
848
Economic inquiry : journal of the Western Economic Association International
846
National tax journal
840
Journal of financial and quantitative analysis : JFQA
810
Southern economic journal
799
The journal of futures markets
797
Journal of human resources : JHR
764
Journal of money, credit and banking : JMCB
712
The journal of economic perspectives : EP ; a journal of the American Economic Association
700
Journal of political economy
675
The journal of law & economics
638
The quarterly journal of economics
625
American economic journal : a journal of the American Economic Association
604
Challenge
600
ILR review : the journal of work and policy
591
Health affairs : at the intersection of health, health care, and policy
588
European journal of operational research : EJOR
576
Journal of labor economics
545
Journal of monetary economics
521
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
521
Journal of urban economics
519
Applied economics letters
510
Review / Federal Reserve Bank of St. Louis
506
Journal of economic issues : jei
498
Business economics : the journal of the National Association for Business Economists
492
Public choice
480
Journal of public economics
475
Contemporary economic policy : a journal of Western Economic Association International
474
The electricity journal
468
Journal of labor research
466
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ECONIS (ZBW)
380
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1
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
2
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:
3
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
4
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
5
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
6
Modeling realized covariance measures with heterogeneous liquidity : a generalized matrix-variate Wishart state-space model
Gribisch, Bastian
;
Hartkopf, Jan Patrick
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014434377
Saved in:
7
Multi-dimensional latent group structures with heterogeneous distributions
Leng, Xuan
;
Chen, Heng
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014340642
Saved in:
8
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
9
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
Saved in:
10
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
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