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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"nld"
~language:"spa"
~language:"tur"
~language:"ukr"
~language:"und"
~subject:"Estimation"
~subject:"Hungary"
~subject:"Innovation"
~subject:"Monetary policy"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Thesis"
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Estimation
Hungary
Innovation
Monetary policy
Volatilität
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
Schätzung
459
Regression analysis
450
Regressionsanalyse
450
Statistical test
321
Statistischer Test
321
Volatility
320
Panel
305
Panel study
305
Forecasting model
278
Prognoseverfahren
278
USA
218
United States
218
Stochastic process
217
Stochastischer Prozess
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Method of moments
204
Momentenmethode
203
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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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698
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6
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Article in journal
Fallstudie
Thesis
Aufsatz in Zeitschrift
704
Conference paper
9
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Collection of articles of several authors
6
Sammelwerk
6
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1
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1
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Bollerslev, Tim
19
Todorov, Viktor
18
Tauchen, George Eugene
17
Andersen, Torben
12
Aït-Sahalia, Yacine
12
Linton, Oliver
12
Ghysels, Eric
9
Gouriéroux, Christian
9
McAleer, Michael
9
Meddahi, Nour
9
Phillips, Peter C. B.
9
Xiu, Dacheng
9
Gallant, A. Ronald
8
Shephard, Neil G.
8
Su, Liangjun
8
Koop, Gary
7
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Barnett, William A.
6
Cavaliere, Giuseppe
6
Gao, Jiti
6
Kim, Donggyu
6
Park, Joon Y.
6
Taylor, Robert
6
Zakoïan, Jean-Michel
6
Asai, Manabu
5
Barigozzi, Matteo
5
Francq, Christian
5
Hallin, Marc
5
Jasiak, Joann
5
Li, Yingying
5
Lu, Xun
5
Marcellino, Massimiliano
5
Rahbek, Anders
5
Renault, Eric
5
Zhou, Hao
5
Baltagi, Badi H.
4
Bandi, Federico M.
4
Boswijk, Herman Peter
4
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Conference on Realized Volatility <2006, Montréal>
1
Published in...
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Journal of econometrics
Applied economics
2,328
Applied economics letters
1,604
Economic modelling
1,487
Economics letters
1,327
Technological forecasting & social change : an international journal
1,308
Research policy : policy, management and economic studies of science, technology and innovation
1,274
Energy economics
1,055
Journal of international money and finance
1,014
Finance research letters
997
International review of economics & finance : IREF
974
Journal of banking & finance
915
Journal of business research : JBR
878
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
864
Journal of monetary economics
830
Journal of economic dynamics & control
773
International review of financial analysis
718
Journal of macroeconomics
717
Applied financial economics
672
Journal of money, credit and banking : JMCB
659
The North American journal of economics and finance : a journal of financial economics studies
643
European economic review : EER
621
Technovation : the international journal of technological innovation, entrepreneurship and technology management
614
The American economic review
556
Technology analysis & strategic management
545
International journal of innovation management
543
Research in international business and finance
512
The journal of futures markets
499
Journal of international financial markets, institutions & money
491
Journal of financial economics
483
Macroeconomic dynamics
482
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
465
Economics of innovation and new technology
463
Journal of empirical finance
456
International journal of finance & economics : IJFE
447
Journal of applied econometrics
446
International journal of economics and financial issues : IJEFI
437
Acta oeconomica : periodical of the Hungarian Academy of Sciences
435
Journal of international economics
430
The review of economics and statistics
411
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ECONIS (ZBW)
704
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1
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704
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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