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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"The European journal of finance"
~subject:"Regression analysis"
~subject:"Wirkungsanalyse"
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Volatility
Regression analysis
Wirkungsanalyse
Estimation
551
Schätzung
551
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211
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111
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111
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Pesaran, M. Hashem
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Journal of applied econometrics
The European journal of finance
Working paper / National Bureau of Economic Research, Inc.
379
Discussion paper series / IZA
376
NBER working paper series
334
NBER Working Paper
304
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248
Applied economics
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114
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110
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101
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
99
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92
Journal of international money and finance
91
Research in international business and finance
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80
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International journal of finance & economics : IJFE
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
109
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1
Approximating grouped fixed effects estimation via fuzzy clustering regression
Lewis, Daniel J.
;
Melcangi, Davide
;
Pilossoph, Laura
; …
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1077-1084
Persistent link: https://www.econbiz.de/10014474404
Saved in:
2
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
3
Short T dynamic panel data models with individual, time and interactive effects
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
;
Smith, L. Vanessa
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 940-967
Persistent link: https://www.econbiz.de/10014432201
Saved in:
4
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Laudati, Dario
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 271-294
Persistent link: https://www.econbiz.de/10014287986
Saved in:
5
Fintech, financial inclusion and income inequality : a quantile regression approach
Demir, Ayse
;
Pesqué-Cela, Vanesa
;
Altunbaş, Yener
; …
- In:
The European journal of finance
28
(
2022
)
1
,
pp. 86-107
Persistent link: https://www.econbiz.de/10013373233
Saved in:
6
Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
Saved in:
7
The impact of product and labour market reform on growth : evidence for OECD countries based on local projections
Haan, Jakob de
;
Wiese, Rasmus
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 746-770
Persistent link: https://www.econbiz.de/10013332684
Saved in:
8
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
Saved in:
9
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
Saved in:
10
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
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