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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~subject:"Schätztheorie"
~subject:"Wirkungsanalyse"
~subject:"World"
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Volatility
Schätztheorie
Wirkungsanalyse
World
Estimation
357
Schätzung
357
Theorie
142
Theory
142
USA
95
United States
95
Welt
39
Estimation theory
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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Deutschland
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Nichtparametrisches Verfahren
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20
Cointegration
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Kointegration
18
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17
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101
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Pesaran, M. Hashem
5
Doppelhofer, Gernot
3
Marcellino, Massimiliano
3
Strachan, Rodney W.
3
Weeks, Melvyn
3
Blundell, Richard W.
2
Escanciano, Juan Carlos
2
Kapetanios, George
2
Koop, Gary
2
Nielsen, Morten Ørregaard
2
Pendakur, Krishna
2
Smith, L. Vanessa
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2
Akay, Alpaslan
1
Andersen, Torben
1
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1
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1
Bao Hoang Nguyen
1
Baum, Christopher F.
1
Beck, Günter W.
1
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1
Bianchi, Marco
1
Bietenbeck, Jan
1
Blomquist, Sören
1
Bocart, Fabian Y. R.
1
Bollerslev, Tim
1
Bond, Steve
1
Buchinsky, Moshe
1
Caetano, Carolina
1
Caetano, Gregorio
1
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1
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1
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1
Castelnuovo, Efrem
1
Cho, Dooyeon
1
Choi, Jinho
1
Chortareas, Georgios E.
1
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1
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Journal of applied econometrics
Working paper / National Bureau of Economic Research, Inc.
646
NBER working paper series
582
NBER Working Paper
538
Discussion paper series / IZA
477
Discussion paper / Centre for Economic Policy Research
426
CESifo working papers
412
Applied economics
344
Journal of econometrics
283
Applied economics letters
271
Economic modelling
270
Economics letters
249
Energy economics
245
Working paper
211
IZA Discussion Paper
210
Finance research letters
187
Journal of international money and finance
186
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
178
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
168
International review of economics & finance : IREF
168
Journal of banking & finance
157
Discussion paper
151
CESifo Working Paper Series
139
International review of financial analysis
138
The North American journal of economics and finance : a journal of financial economics studies
138
Discussion paper / Tinbergen Institute
127
Discussion papers / CEPR
115
Journal of empirical finance
115
Journal of international financial markets, institutions & money
112
Applied financial economics
107
Research in international business and finance
105
Kiel working paper
98
ZEW discussion papers
93
IMF working papers
89
International Journal of Energy Economics and Policy : IJEEP
87
Journal of risk and financial management : JRFM
87
International journal of finance & economics : IJFE
80
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
79
The journal of futures markets
79
Econometric reviews
78
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ECONIS (ZBW)
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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
The role of precautionary and speculative demand in the global market for crude oil
Cross, Jamie
;
Bao Hoang Nguyen
;
Trung Duc Tran
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 882-895
Persistent link: https://www.econbiz.de/10013464638
Saved in:
4
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:
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
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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
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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
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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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