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~subject:"Heteroscedasticity"
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Heteroscedasticity
Estimation
124,748
Schätzung
124,728
Theorie
50,092
Theory
49,881
Schätztheorie
35,359
Estimation theory
35,209
Zeitreihenanalyse
28,472
Time series analysis
28,393
USA
19,526
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19,421
Deutschland
15,979
Germany
15,813
Welt
13,523
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13,498
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11,761
Forecasting model
11,725
Volatilität
11,296
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11,283
Börsenkurs
10,005
Share price
9,986
Capital income
9,682
Kapitaleinkommen
9,682
Wirtschaftswachstum
9,304
Economic growth
9,285
Panel
8,230
Panel study
8,165
Cointegration
7,398
Kointegration
7,397
Regressionsanalyse
7,228
Regression analysis
7,201
Wirkungsanalyse
7,160
Impact assessment
7,135
EU-Staaten
7,063
EU countries
7,042
Konjunktur
6,262
Business cycle
6,250
Geldpolitik
6,148
Monetary policy
6,079
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5,849
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5,813
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396
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173
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Book / Working Paper
433
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401
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385
Aufsatz in Zeitschrift
385
Graue Literatur
246
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246
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240
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238
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9
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9
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8
Thesis
7
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3
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3
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2
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2
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2
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2
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English
820
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11
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1
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1
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Lütkepohl, Helmut
42
Sun, Yixiao
30
Phillips, Peter C. B.
24
Taylor, Robert
15
Newey, Whitney K.
14
Chao, John C.
13
Swanson, Norman R.
13
Cavaliere, Giuseppe
12
Meitz, Mika
11
Rigobón, Roberto
11
Saikkonen, Pentti
11
Hausman, Jerry A.
10
West, Kenneth D.
10
Woutersen, Tiemen
10
Anatolyev, Stanislav
9
Milunovich, George
9
Giraitis, Liudas
8
Gonçalves, Sílvia
8
Hwang, Jungbin
8
Nielsen, Morten Ørregaard
8
Velinov, Anton
8
Bacchiocchi, Emanuele
7
Guggenberger, Patrik
7
Kilian, Lutz
7
Klein, Roger W.
7
Luetkepohl, Helmut
7
Netšunajev, Aleksei
7
Nijkamp, Peter
7
Rietveld, Piet
7
Schlaak, Thore
7
Vella, Francis
7
Vogelsang, Timothy J.
7
Yang, Zhenlin
7
Andrews, Donald W. K.
6
Badinger, Harald
6
Carnero, M. Angeles
6
Jin, Sainan
6
Kelejian, Harry H.
6
Lewis, Daniel J.
6
Prucha, Ingmar R.
6
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Institution
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National Bureau of Economic Research
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Centre for Analytical Finance <Århus>
2
European University Institute / Department of Economics
2
University of California, San Diego / Department of Economics
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
EconWPA
1
Econometrisch Instituut <Rotterdam>
1
Economics Group, Nuffield College, University of Oxford
1
European Association of Agricultural Economists - EAAE
1
Federal Reserve Bank of New York
1
Forschungsinstitut zur Zukunft der Arbeit
1
HAL
1
Instituto Valenciano de Investigaciones Económicas
1
London School of Economics and Political Science
1
Robert Schuman Centre for Advanced Studies
1
Rutgers University / Department of Economics
1
School of Economics <Bundoora, Victoria> / Department of Economics
1
School of Economics and Management, University of Aarhus
1
Social Systems Research Institute
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Tinbergen Institute
1
Tinbergen Instituut
1
Universitetet i Oslo / Økonomisk institutt
1
University of Waterloo / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
William Davidson Institute <Ann Arbor, Mich.>
1
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Published in...
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Journal of econometrics
56
Econometric reviews
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Econometric theory
23
Economics letters
20
Discussion papers / Deutsches Institut für Wirtschaftsforschung
16
The econometrics journal
14
Cowles Foundation discussion paper
10
CESifo Working Paper Series
9
NBER Working Paper
9
CESifo working papers
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
Applied economics letters
7
Cowles Foundation Discussion Paper
7
DIW Berlin Discussion Paper
7
Discussion paper series / IZA
7
Applied economics
6
CEMMAP working papers / Centre for Microdata Methods and Practice
6
Discussion paper / Center for Economic Research, Tilburg University
6
Econometrics : open access journal
6
Journal of economic dynamics & control
6
Working paper / National Bureau of Economic Research, Inc.
6
CREATES research paper
5
Discussion paper / Tinbergen Institute
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
IZA Discussion Paper
5
NBER working paper series
5
Queen's Economics Department working paper
5
Regional science & urban economics
5
Working paper
5
Discussion papers of interdisciplinary research project 373
4
Economic modelling
4
Journal of banking & finance
4
Journal of the American Statistical Association : JASA
4
NBER technical working paper series
4
Recent work / Department of Economics, UC San Diego
4
SFB 649 discussion paper
4
The review of economics and statistics
4
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Source
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ECONIS (ZBW)
820
RePEc
12
EconStor
2
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1
Testing the correct specification of a system of spatial dependence models for stock returns
Kutzker, Tim
;
Wied, Dominik
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2083-2103
Persistent link: https://www.econbiz.de/10014520115
Saved in:
2
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
3
Inflation dynamics and persistence : the importance of the uncertainty channel
Canepa, Alessandra
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014534818
Saved in:
4
Estimating linear dynamic panels with recentered moments
Bao, Yong
- In:
Econometrics : open access journal
12
(
2024
)
1
,
pp. 1-48
parameters. These moments, when recentered, form the basis for model
estimation
. The resulting estimator's asymptotic properties …
Persistent link: https://www.econbiz.de/10014636394
Saved in:
5
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
6
Heteroskedastic proxy vector autoregressions : testing for time-varying impulse responses in the presence of multiple proxies
Bruns, Martin
;
Lütkepohl, Helmut
-
2022
-
This version: May 2, 2022
We propose a test for time-varying impulse responses in heteroskedastic structural vector autoregressions that can be used when the shocks are identified by external proxy variables as a group. The test can be used even if the shocks are not identified individually. The asymptotic analysis is...
Persistent link: https://www.econbiz.de/10013198929
Saved in:
7
The log of gravity at 15
Silva, João Santos
;
Tenreyro, Silvana
- In:
Portuguese economic journal
21
(
2022
)
3
,
pp. 423-437
Persistent link: https://www.econbiz.de/10013463066
Saved in:
8
Predictive model averaging with parameter instability and heteroskedasticity
Yin, Anwen
- In:
Bulletin of economic research
76
(
2024
)
2
,
pp. 418-442
Persistent link: https://www.econbiz.de/10014543814
Saved in:
9
Heteroskedastic proxy vector autoregressions : an identification-robust test for time-varying impulse responses in the presence of multiple proxies
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Journal of economic dynamics & control
161
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015050043
Saved in:
10
Estimation
of matrix exponential unbalanced panel data models with fixed effects : an application to us outward fdi stock
Yang, Ye
;
Doğan, Osman
;
Inar, Süleyman Taşp
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 469-484
Persistent link: https://www.econbiz.de/10015053419
Saved in:
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