//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
language:"eng"
type:"article"
~isPartOf:"Journal of econometrics"
~subject:"Faktorenanalyse"
~subject:"USA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Faktorenanalyse
USA
Estimation
463
Schätzung
458
Estimation theory
215
Schätztheorie
215
Theorie
165
Theory
165
Time series analysis
115
Zeitreihenanalyse
115
Nichtparametrisches Verfahren
106
Nonparametric statistics
106
Volatility
102
Volatilität
102
Panel
93
Panel study
93
Regression analysis
81
Regressionsanalyse
81
Forecasting model
63
Prognoseverfahren
63
Börsenkurs
54
Share price
54
United States
54
Capital income
53
Kapitaleinkommen
53
Stochastic process
46
Stochastischer Prozess
46
Factor analysis
38
Panel data
38
Bayes-Statistik
34
Bayesian inference
34
ARCH model
32
ARCH-Modell
32
Statistical test
32
Statistischer Test
32
Statistical distribution
29
Statistische Verteilung
29
Markov chain
27
Markov-Kette
27
Causality analysis
26
more ...
less ...
Online availability
All
Undetermined
33
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
91
Aufsatz in Zeitschrift
91
Language
All
English
Author
All
Aït-Sahalia, Yacine
3
Baltagi, Badi H.
3
Koop, Gary
3
Wang, Fa
3
Andersen, Torben
2
Barigozzi, Matteo
2
Fan, Jianqing
2
Frühwirth-Schnatter, Sylvia
2
Gao, Jiti
2
Han, Xu
2
Heckman, James J.
2
Kao, Chihwa
2
McAleer, Michael
2
Mroz, Thomas A.
2
Ryu, Hang-keun
2
Slottje, Daniel Jonathan
2
Steel, Mark F. J.
2
Weidner, Martin
2
Xiu, Dacheng
2
Ahn, Seung Chan
1
Aruoba, S. Borağan
1
Asai, Manabu
1
Ashenfelter, Orley
1
Ashmore, David
1
Atkinson, Scott Estes
1
Aßmann, Christian
1
Bai, Jushan
1
Bates, David S.
1
Belzil, Christian
1
Blasques, F.
1
Blundell, Richard W.
1
Bollerslev, Tim
1
Boudt, Kris
1
Boysen-Hogrefe, Jens
1
Breidt, F. Jay
1
Breitung, Jörg
1
Caginalp, Gunduz
1
Calzolari, Giorgio
1
Carvalho, Carlos Viana de
1
Castagnetti, Carolina
1
more ...
less ...
Published in...
All
Journal of econometrics
Applied economics
253
The review of economics and statistics
170
The American economic review
151
The journal of finance : the journal of the American Finance Association
147
Applied economics letters
140
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
108
Journal of applied econometrics
104
Applied financial economics
99
The review of financial studies
93
Economics letters
90
The journal of futures markets
82
Journal of international money and finance
80
Journal of money, credit and banking : JMCB
80
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
Journal of financial and quantitative analysis : JFQA
75
Economic modelling
71
Journal of monetary economics
69
Southern economic journal
65
Journal of labor economics
61
Journal of banking & finance
58
The quarterly journal of economics
56
Journal of macroeconomics
55
Economic inquiry : journal of the Western Economic Association International
54
Journal of financial economics
54
The North American journal of economics and finance : a journal of financial economics studies
50
Journal of human resources : JHR
49
Journal of public economics
49
Journal of economic dynamics & control
48
Journal of urban economics
48
American journal of agricultural economics
47
International review of economics & finance : IREF
45
The journal of economics
45
The journal of business : B
43
Review of quantitative finance and accounting
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
Economics of education review
40
International economic review
40
more ...
less ...
Source
All
ECONIS (ZBW)
92
Showing
1
-
10
of
92
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
4
Factor models with local factors : determining the number of relevant factors
Freyaldenhoven, Simon
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 80-102
Persistent link: https://www.econbiz.de/10013441833
Saved in:
5
Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions
Wang, Fa
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 180-200
Persistent link: https://www.econbiz.de/10013441851
Saved in:
6
Nonlinear factor models for network and panel data
Chen, Mingli
;
Fernández-Val, Iván
;
Weidner, Martin
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 296-324
Persistent link: https://www.econbiz.de/10012618515
Saved in:
7
Estimating and testing high dimensional factor models with multiple structural changes
Baltagi, Badi H.
;
Kao, Chihwa
;
Wang, Fa
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 349-365
Persistent link: https://www.econbiz.de/10012618518
Saved in:
8
Large-dimensional dynamic factor models : estimation of impulse–response functions with I(1) cointegrated factors
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 455-482
Persistent link: https://www.econbiz.de/10012619245
Saved in:
9
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
10
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 295-323
Persistent link: https://www.econbiz.de/10012619426
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->