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subject:"USA"
~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Economic growth"
~subject:"Geldpolitik"
~subject:"Volatilität"
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USA
Economic growth
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Estimation
466
Schätzung
462
Estimation theory
351
Schätztheorie
351
Statistical test
324
Statistischer Test
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Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
8
Aït-Sahalia, Yacine
7
Andersen, Torben
6
Li, Jia
6
Kim, Donggyu
5
Xiu, Dacheng
4
Christensen, Kim
3
Francq, Christian
3
Koop, Gary
3
McAleer, Michael
3
Park, Joon Y.
3
Patton, Andrew J.
3
Taylor, Robert
3
Wang, Yazhen
3
Zakoïan, Jean-Michel
3
Asai, Manabu
2
Baltagi, Badi H.
2
Barigozzi, Matteo
2
Barnett, William A.
2
Bibinger, Markus
2
Boswijk, Herman Peter
2
Cavaliere, Giuseppe
2
Chauvet, Marcelle
2
Creal, Drew
2
Dufour, Jean-Marie
2
Ergemen, Yunus Emre
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Fan, Jianqing
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Gallant, A. Ronald
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Gallo, Giampiero M.
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Ghysels, Eric
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Hallin, Marc
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Harvey, Andrew C.
2
Jacod, Jean
2
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2
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
2,117
NBER working paper series
714
Discussion paper / Centre for Economic Policy Research
706
Applied economics
641
NBER Working Paper
536
Discussion paper series / IZA
528
CESifo working papers
464
Economic modelling
456
Journal of international money and finance
424
Applied economics letters
394
Working paper
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IMF working papers
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International review of economics & finance : IREF
309
Energy economics
308
Finance research letters
297
Journal of banking & finance
292
Economics letters
277
Finance and economics discussion series
270
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
248
Working paper series / European Central Bank
237
International review of financial analysis
235
The North American journal of economics and finance : a journal of financial economics studies
228
Applied financial economics
226
The American economic review
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224
The journal of finance : the journal of the American Finance Association
217
The review of economics and statistics
210
IZA Discussion Papers
208
Journal of macroeconomics
198
Discussion paper
196
Journal of monetary economics
189
Journal of international financial markets, institutions & money
186
The review of financial studies
182
Research in international business and finance
178
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
176
Journal of money, credit and banking : JMCB
175
Journal of financial economics
167
The journal of futures markets
166
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
178
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1
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
Saved in:
2
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
3
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 556-583
Persistent link: https://www.econbiz.de/10012304092
Saved in:
4
Testing for non-correlation between price and volatility jumps
Jacod, Jean
;
Klüppelberg, Claudia
;
Müller, Gernot
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 284-297
Persistent link: https://www.econbiz.de/10011818360
Saved in:
5
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
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6
Strong rules for detecting the number of breaks in a time series
Altissimo, Filippo
;
Corradi, Valentina
- In:
Journal of econometrics
117
(
2003
)
2
,
pp. 207-244
Persistent link: https://www.econbiz.de/10001799064
Saved in:
7
Economic tracking portfolios
Lamont, Owen A.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 161-184
Persistent link: https://www.econbiz.de/10001617161
Saved in:
8
Post-'87 crash fears in the S&P 500 futures option market
Bates, David S.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 181-238
Persistent link: https://www.econbiz.de/10001437755
Saved in:
9
Maximum score
estimation
of disequilibrium models and the role of anticipatory price-setting
Mayer, Walter James
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10001248308
Saved in:
10
A test for volatility spillover with application to exchange rates
Hong, Yongmiao
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 183-224
Persistent link: https://www.econbiz.de/10001585360
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