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isPartOf:"Journal of applied econometrics"
subject:"Estimation theory"
~subject:"United States"
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Estimation theory
United States
Theorie
560
Theory
560
Estimation
142
Schätzung
142
Schätztheorie
136
USA
94
Time series analysis
89
Zeitreihenanalyse
89
Forecasting model
64
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64
Volatility
33
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33
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30
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30
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29
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27
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23
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16
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Microeconometrics
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English
215
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Pesaran, M. Hashem
6
Franses, Philip Hans
3
Palm, Franz C.
3
Trivedi, Pravin K.
3
Baillie, Richard
2
Blundell, Richard W.
2
Deb, Partha
2
Fair, Ray C.
2
Fleissig, Adrian R.
2
Jäger, Albert
2
Kilian, Lutz
2
Kodde, David A.
2
Koenker, Roger
2
Koop, Gary
2
Kuan, Chung-ming
2
Kunst, Robert M.
2
Lee, Myoung-jae
2
MacKinnon, James G.
2
McAleer, Michael
2
Monfort, Alain
2
Paap, Richard
2
Pagan, Adrian R.
2
Phillips, Peter C. B.
2
Praag, Bernard M. S. van
2
Rabemananjara, R.
2
Romeo, Charles J.
2
Urbain, Jean-Pierre
2
Vahid, Farshid
2
Vella, Francis
2
Verbeek, Marno
2
Vredin, Anders
2
Vries, Casper G. de
2
Zeileis, Achim
2
Adkins, Lee Chester
1
Alan, Sule
1
Albuquerque, Pedro H.
1
Alessie, Rob
1
Alpert, William T.
1
Altavilla, Carlo
1
Anderson, Heather M.
1
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Journal of applied econometrics
Working paper / National Bureau of Economic Research, Inc.
1,430
Economics letters
550
Journal of econometrics
439
Discussion paper / Centre for Economic Policy Research
381
European journal of operational research : EJOR
337
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
323
The review of economics and statistics
320
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
312
The American economic review
310
Econometric theory
292
American journal of agricultural economics
278
Working paper
244
The review of financial studies
236
The journal of finance : the journal of the American Finance Association
226
Discussion paper series / IZA
222
Computers & operations research : and their applications to problems of world concern ; an international journal
210
Applied economics
206
Journal of monetary economics
203
Journal of political economy
188
Southern economic journal
175
Finance and economics discussion series
172
International economic review
169
Série des documents de travail / Centre de Recherche en Économie et Statistique
167
CESifo working papers
165
Econometric reviews
161
Journal of money, credit and banking : JMCB
156
International journal of production research
148
Journal of banking & finance
148
Economic inquiry : journal of the Western Economic Association International
143
Journal of quantitative economics : official journal of the Indian Econometric Society
143
Discussion paper / Tinbergen Institute
141
Journal of economic dynamics & control
136
Journal of financial economics
134
The economic journal : the journal of the Royal Economic Society
133
Oxford bulletin of economics and statistics
128
Journal of macroeconomics
126
Discussion paper
120
Europäische Hochschulschriften / 5
119
The quarterly journal of economics
119
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ECONIS (ZBW)
215
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1
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
2
Heavy tailed but not Zipf : firm and establishment size in the United States
Kondo, Illenin O.
;
Lewis, Logan T.
;
Stella, Andrea
- In:
Journal of applied econometrics
38
(
2023
)
5
,
pp. 767-785
Persistent link: https://www.econbiz.de/10014338144
Saved in:
3
US weekly economic index : replication and extension
Wegmüller, Philipp
;
Glocker, Christian
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 977-985
Persistent link: https://www.econbiz.de/10014432206
Saved in:
4
Inside the crystal ball : new approaches to predicting the gasoline price at the pump
Baumeister, Christiane
;
Killian, Lutz
;
Lee, Thomas
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011689781
Saved in:
5
Anchoring the yield curve using survey expectations
Altavilla, Carlo
;
Giacomini, Raffaella
;
Ragusa, Giuseppe
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10011862313
Saved in:
6
Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Masten, Igor
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
Saved in:
7
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
8
Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
Saved in:
9
Finding sensitivity to scope in nonmarket valuation
Siikamäki, Juha
;
Larson, Douglas M.
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 333-349
Persistent link: https://www.econbiz.de/10011327595
Saved in:
10
Volatility of price indices for heterogeneous goods with applications to the fine art market
Bocart, Fabian Y. R.
;
Hafner, Christian M.
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 291-312
Persistent link: https://www.econbiz.de/10011327602
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