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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~subject:"Regression analysis"
~subject:"Wirkungsanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Regression analysis
Wirkungsanalyse
Estimation
357
Schätzung
357
Theorie
142
Theory
142
USA
95
United States
95
Welt
39
World
39
Estimation theory
38
Schätztheorie
38
Time series analysis
35
Zeitreihenanalyse
35
Forecasting model
30
Prognoseverfahren
30
Panel
27
Panel study
27
Volatilität
24
Bayes-Statistik
22
Bayesian inference
22
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22
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VAR-Modell
22
Deutschland
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Germany
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Regressionsanalyse
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Nichtparametrisches Verfahren
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Nonparametric statistics
20
Cointegration
18
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18
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16
Wirtschaftswachstum
16
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Article
60
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Aufsatz in Zeitschrift
Article in journal
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60
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Pesaran, M. Hashem
4
Doppelhofer, Gernot
3
Marcellino, Massimiliano
3
Weeks, Melvyn
3
Clark, Todd E.
2
Kapetanios, George
2
Strachan, Rodney W.
2
Andersen, Torben
1
Bailey, Natalia
1
Baum, Christopher F.
1
Beck, Günter W.
1
Becker, Ralf
1
Bergemann, Annette
1
Bocart, Fabian Y. R.
1
Bollerslev, Tim
1
Caetano, Carolina
1
Caetano, Gregorio
1
Caglayan, Mustafa
1
Carriero, Andrea
1
Chavleishvili, Sulkhan
1
Chib, Siddhartha
1
Cho, Dooyeon
1
Choi, Woon Gyu
1
Chortareas, Georgios E.
1
Delle Chiaie, Simona
1
Dijk, Dick van
1
Dong, Yingying
1
Eickmeier, Sandra
1
Eisenstat, Eric
1
Escanciano, Juan Carlos
1
Ferrara, Laurent
1
Fitzenberger, Bernd
1
Fong, Wai-mun
1
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1
Fornari, Fabio
1
Frederiksen, Per
1
Garratt, Anthony
1
Giannone, Domenico
1
Guerrón-Quintana, Pablo A.
1
Haan, Jakob de
1
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Journal of applied econometrics
Applied economics
230
Economic modelling
191
Journal of econometrics
185
Energy economics
183
Applied economics letters
155
Finance research letters
149
International review of economics & finance : IREF
142
Economics letters
119
International review of financial analysis
118
The North American journal of economics and finance : a journal of financial economics studies
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
108
Journal of banking & finance
101
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
99
Journal of empirical finance
91
Journal of international money and finance
91
Research in international business and finance
83
Applied financial economics
80
Journal of international financial markets, institutions & money
80
Journal of risk and financial management : JRFM
69
International journal of forecasting
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
61
The journal of futures markets
61
International journal of finance & economics : IJFE
57
International Journal of Energy Economics and Policy : IJEEP
52
International journal of economics and finance
50
The European journal of finance
49
Cogent economics & finance
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
The empirical economics letters : a monthly international journal of economics
46
Journal of financial economics
45
Econometric reviews
43
Empirical economics : a quarterly journal of the Institute for Advanced Studies
43
The American economic review
43
Labour economics : official journal of the European Association of Labour Economists
42
Journal of economic dynamics & control
41
Journal of forecasting
41
International journal of economics and financial issues : IJEFI
40
Macroeconomic dynamics
40
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
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
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:
8
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:
9
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
Saved in:
10
Oil prices in the real economy
Shu, Haicheng
;
Spencer, Peter D.
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 878-897
Persistent link: https://www.econbiz.de/10014432198
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