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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Developing countries"
~subject:"Lieferkette"
~subject:"Momentenmethode"
~subject:"Stochastischer Prozess"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
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Developing countries
Lieferkette
Momentenmethode
Stochastischer Prozess
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
Method of moments
204
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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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Undetermined
280
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Article
626
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4
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Article in journal
Government document
Aufsatz in Zeitschrift
630
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5
Sammelwerk
5
Conference paper
1
Conference proceedings
1
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1
Konferenzschrift
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1
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English
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Bollerslev, Tim
20
Todorov, Viktor
17
Tauchen, George Eugene
16
Andersen, Torben
11
Aït-Sahalia, Yacine
11
McAleer, Michael
11
Phillips, Peter C. B.
10
Gallant, A. Ronald
9
Ghysels, Eric
9
Meddahi, Nour
9
Gouriéroux, Christian
8
Lee, Lung-fei
8
Renault, Eric
8
Taylor, Robert
8
Xiu, Dacheng
8
Li, Jia
7
Linton, Oliver
7
Mykland, Per A.
7
Park, Joon Y.
7
Patton, Andrew J.
7
Yu, Jun
7
Cavaliere, Giuseppe
6
Kim, Donggyu
6
Schmidt, Peter
6
Shephard, Neil G.
6
Zakoïan, Jean-Michel
6
Antoine, Bertille
5
Asai, Manabu
5
Boswijk, Herman Peter
5
Chang, Chia-Lin
5
Dovonon, Prosper
5
Francq, Christian
5
Gonçalves, Sílvia
5
Hallin, Marc
5
Hwang, Jungbin
5
Jasiak, Joann
5
Li, Yingying
5
Sarafidis, Vasilis
5
Su, Liangjun
5
Sun, Yixiao
5
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Conference on Realized Volatility <2006, Montréal>
1
Published in...
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Journal of econometrics
International journal of production economics
1,989
International journal of production research
1,735
European journal of operational research : EJOR
1,696
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
885
Energy economics
777
Transportation research / E : an international journal
738
Finance research letters
676
Applied economics
637
Economic modelling
576
Intereconomics : review of European economic policy
506
International journal of logistics systems and management
497
Economics letters
491
International review of economics & finance : IREF
471
International review of financial analysis
471
Journal of banking & finance
469
Applied economics letters
438
International journal of theoretical and applied finance
436
Omega : the international journal of management science
421
The journal of futures markets
389
International journal of logistics : research and applications
386
Journal of development economics
369
The North American journal of economics and finance : a journal of financial economics studies
368
Management science : journal of the Institute for Operations Research and the Management Sciences
361
Computers & operations research : and their applications to problems of world concern ; an international journal
351
Supply chain management : an international journal
347
Journal of international development : the journal of the Development Studies Association
320
Research in international business and finance
318
The international journal of logistics management
317
Journal of international money and finance
316
Applied financial economics
294
Insurance / Mathematics & economics
294
Journal of empirical finance
293
Journal of risk and financial management : JRFM
284
Journal of international financial markets, institutions & money
283
Quantitative finance
271
Journal of economic dynamics & control
269
Production and operations management : an international journal of the Production and Operations Management Society
267
Manufacturing & service operations management : M & SOM
263
International Journal of Energy Economics and Policy : IJEEP
257
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ECONIS (ZBW)
630
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
Saved in:
8
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
Saved in:
9
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
10
Instrument strength in IV estimation and inference : a guide to theory and practice
Keane, Michael P.
;
Neal, Timothy
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1625-1653
Persistent link: https://www.econbiz.de/10014471419
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