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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"nld"
~language:"spa"
~language:"tur"
~language:"ukr"
~subject:"Estimation"
~subject:"Hungary"
~subject:"Monetary policy"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Thesis"
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Estimation
Hungary
Monetary policy
Volatilität
Estimation theory
1,600
Schätztheorie
1,600
Theorie
1,588
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Schätzung
460
Regression analysis
450
Regressionsanalyse
450
Statistical test
321
Statistischer Test
321
Volatility
320
Panel
305
Panel study
305
Forecasting model
278
Prognoseverfahren
278
Stochastic process
218
Stochastischer Prozess
218
USA
218
United States
218
Method of moments
204
Momentenmethode
203
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179
Bootstrap-Verfahren
179
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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
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134
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134
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Article
693
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4
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Article in journal
Fallstudie
Thesis
Aufsatz in Zeitschrift
697
Conference paper
9
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Collection of articles of several authors
4
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4
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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
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
Barnett, William A.
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
2,229
Applied economics letters
1,534
Economic modelling
1,406
Economics letters
1,209
Energy economics
1,043
Journal of international money and finance
1,035
Finance research letters
991
Journal of banking & finance
893
International review of economics & finance : IREF
888
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
844
Journal of monetary economics
814
Journal of economic dynamics & control
745
International review of financial analysis
705
Journal of macroeconomics
700
Applied financial economics
669
Journal of money, credit and banking : JMCB
666
The North American journal of economics and finance : a journal of financial economics studies
629
European economic review : EER
550
The American economic review
504
The journal of futures markets
501
Research in international business and finance
496
Journal of international financial markets, institutions & money
487
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
481
Macroeconomic dynamics
459
Journal of empirical finance
453
International journal of finance & economics : IJFE
451
Journal of applied econometrics
450
Journal of financial economics
439
Acta oeconomica : periodical of the Hungarian Academy of Sciences
421
Journal of international economics
399
International journal of economics and finance
390
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
385
The empirical economics letters : a monthly international journal of economics
384
International journal of economics and financial issues : IJEFI
379
The review of economics and statistics
373
Journal of risk and financial management : JRFM
357
Open economies review
344
The European journal of finance
337
International Journal of Energy Economics and Policy : IJEEP
336
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ECONIS (ZBW)
697
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1
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697
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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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