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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~subject:"Bayesian inference"
~subject:"Schätztheorie"
~subject:"Wirkungsanalyse"
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Volatility
Bayesian inference
Schätztheorie
Wirkungsanalyse
Estimation
357
Schätzung
357
Theorie
142
Theory
142
USA
95
United States
95
Welt
39
World
39
Estimation theory
38
Time series analysis
35
Zeitreihenanalyse
35
Forecasting model
30
Prognoseverfahren
30
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27
Panel study
27
Volatilität
24
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22
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Nichtparametrisches Verfahren
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20
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91
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Pesaran, M. Hashem
4
Doppelhofer, Gernot
3
Koop, Gary
3
Strachan, Rodney W.
3
Weeks, Melvyn
3
Blundell, Richard W.
2
Escanciano, Juan Carlos
2
Jacobi, Liana
2
Kapetanios, George
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of applied econometrics
Working paper / National Bureau of Economic Research, Inc.
405
Discussion paper series / IZA
371
NBER working paper series
369
NBER Working Paper
343
Journal of econometrics
299
Discussion paper / Centre for Economic Policy Research
260
Applied economics
229
Economic modelling
221
CESifo working papers
210
Economics letters
192
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
191
Energy economics
186
Applied economics letters
172
IZA Discussion Paper
158
Working paper
158
Finance research letters
150
International review of economics & finance : IREF
135
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
134
The North American journal of economics and finance : a journal of financial economics studies
123
Journal of banking & finance
122
Discussion paper
119
International review of financial analysis
116
Discussion paper / Tinbergen Institute
115
Journal of international money and finance
107
Journal of empirical finance
101
Applied financial economics
88
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
86
Econometric reviews
84
Journal of international financial markets, institutions & money
80
Research in international business and finance
80
Discussion papers / CEPR
78
International journal of forecasting
77
ZEW discussion papers
76
Journal of economic dynamics & control
75
Journal of risk and financial management : JRFM
74
CAMA working paper series
64
The journal of futures markets
63
CESifo Working Paper Series
59
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
91
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1
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:
2
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:
3
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
4
Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1356-1378
Persistent link: https://www.econbiz.de/10013473983
Saved in:
5
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:
6
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:
7
The efficacy of ability proxies for estimating the returns to schooling : a factor model-based evaluation
Kejriwal, Mohitosh
;
Li, Xiaoxiao
;
Nguyen, Linh
;
Totty, Evan
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10014474429
Saved in:
8
Penalized sieve estimation of zero-inefficiency stochastic frontiers
Cai, Jun
;
Horrace, William C.
;
Parmeter, Christopher F.
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10014474436
Saved in:
9
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:
10
Regression discontinuity design with multivalued treatments
Caetano, Carolina
;
Caetano, Gregorio
;
Escanciano, Juan …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 840-856
Persistent link: https://www.econbiz.de/10014432196
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