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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"nld"
~subject:"Autocorrelation"
~subject:"Developing countries"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Textbook"
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Autocorrelation
Developing countries
Großbritannien
Volatility
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
Volatilität
320
Panel
305
Panel study
305
Forecasting model
278
Prognoseverfahren
278
USA
218
United States
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
Statistical distribution
165
Statistische Verteilung
165
Cointegration
162
Kointegration
161
ARCH model
146
ARCH-Modell
146
Capital income
137
Kapitaleinkommen
137
Autokorrelation
134
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Undetermined
232
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Article
475
Book / Working Paper
2
Type of publication (narrower categories)
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Article in journal
Government document
Textbook
Aufsatz in Zeitschrift
477
Collection of articles of several authors
3
Sammelwerk
3
Conference paper
1
Conference proceedings
1
Konferenzbeitrag
1
Konferenzschrift
1
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Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Lee, Lung-fei
14
Andersen, Torben
11
Aït-Sahalia, Yacine
11
McAleer, Michael
10
Meddahi, Nour
8
Patton, Andrew J.
8
Sun, Yixiao
8
Xiu, Dacheng
8
Cavaliere, Giuseppe
7
Li, Jia
7
Mykland, Per A.
7
Ghysels, Eric
6
Gouriéroux, Christian
6
Hallin, Marc
6
Kim, Donggyu
6
Ling, Shiqing
6
Phillips, Peter C. B.
6
Rahbek, Anders
6
Shephard, Neil G.
6
Taylor, Robert
6
Asai, Manabu
5
Gallant, A. Ronald
5
Li, Yingying
5
Linton, Oliver
5
Park, Joon Y.
5
Robinson, Peter M.
5
Wang, Hansheng
5
Yu, Jun
5
Zakoïan, Jean-Michel
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Dufour, Jean-Marie
4
Francq, Christian
4
Gonçalves, Sílvia
4
Gupta, Abhimanyu
4
Hwang, Jungbin
4
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Institution
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Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
Applied economics
1,122
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
878
Energy economics
816
Finance research letters
661
The economic journal : the journal of the Royal Economic Society
605
Intereconomics : review of European economic policy
601
Economic modelling
587
Economics letters
570
Journal of banking & finance
552
Applied economics letters
520
International review of financial analysis
502
International review of economics & finance : IREF
480
Applied financial economics
463
The journal of futures markets
440
Journal of international money and finance
401
Journal of development economics
373
The North American journal of economics and finance : a journal of financial economics studies
356
Regional studies
334
Fiscal studies : the journal of the Institute for Fiscal Studies
333
Journal of international development : the journal of the Development Studies Association
329
Oxford bulletin of economics and statistics
323
Research in international business and finance
323
Oxford review of economic policy
322
Journal of international financial markets, institutions & money
319
Journal of empirical finance
314
Oxford economic papers
304
Scottish journal of political economy : the journal of the Scottish Economic Society
287
Quarterly bulletin / Bank of England
283
National Institute economic review
282
The economic history review : a journal of economic and social history
280
The European journal of finance
260
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
258
International journal of theoretical and applied finance
253
International journal of finance & economics : IJFE
251
Journal of risk and financial management : JRFM
245
Economica
242
International Journal of Energy Economics and Policy : IJEEP
241
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
227
Journal of financial economics
225
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ECONIS (ZBW)
477
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1
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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
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:
4
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:
5
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:
6
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:
7
Efficient closed-form estimation of large spatial autoregressions
Gupta, Abhimanyu
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 148-167
Persistent link: https://www.econbiz.de/10013472872
Saved in:
8
Estimation of spatial sample selection models : a partial maximum likelihood approach
Rabovič, Renata
;
Čížek, Pavel
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 214-243
Persistent link: https://www.econbiz.de/10013472895
Saved in:
9
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
Saved in:
10
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
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