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subject:"Estimation"
subject:"Volatilität"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
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Estimation
Volatilität
Time series analysis
Schätztheorie
15,638
Estimation theory
15,637
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4,850
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4,850
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2,449
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Phillips, Peter C. B.
33
Linton, Oliver
25
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21
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18
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18
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16
Johansen, Søren
16
Kumar, Dilip
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Taylor, Robert
16
Teräsvirta, Timo
16
Baillie, Richard
15
Kumbhakar, Subal
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Li, Qi
15
Maheswaran, S.
15
Su, Liangjun
15
Tauchen, George Eugene
15
Baltagi, Badi H.
14
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14
Westerlund, Joakim
14
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13
Ghysels, Eric
13
Hassler, Uwe
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Koop, Gary
13
McAleer, Michael
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Francq, Christian
12
Li, Jia
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Todorov, Viktor
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Xiao, Zhijie
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11
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Lesage, James P.
11
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Zhu, Ke
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10
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics
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Journal of applied econometrics
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Econometrics : open access journal
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The econometrics journal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
57
Journal of the American Statistical Association : JASA
56
Journal of empirical finance
47
Computational economics
46
Journal of banking & finance
41
Journal of time series econometrics
41
Quantitative economics : QE ; journal of the Econometric Society
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
The review of economics and statistics
32
Oxford bulletin of economics and statistics
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Finance research letters
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International journal of economics and financial issues : IJEFI
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Journal of risk and financial management : JRFM
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European journal of operational research : EJOR
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Energy economics
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Insurance / Mathematics & economics
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Journal of economic dynamics & control
25
Journal of financial econometrics
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The North American journal of economics and finance : a journal of financial economics studies
22
Quantitative finance
21
Journal of macroeconomics
20
Journal of quantitative economics
19
The review of economic studies
19
The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
4,698
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1
Outlier robust inference in the instrumental variable model with applications to causal effects
Klooster, Jens
;
Zhelonkin, Mikhail
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 86-106
Persistent link: https://www.econbiz.de/10014474440
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2
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
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3
Irish property price estimation using a flexible geo-spatial smoothing approach : what is the impact of an address?
Hurley, Aoife K.
;
Sweeney, James
- In:
The journal of real estate finance and economics
68
(
2024
)
3
,
pp. 355-393
Persistent link: https://www.econbiz.de/10014494261
Saved in:
4
Measurement errors in popular night lights data may bias estimated impacts of economic sanctions : evidence from closing the Kaesong Industrial Zone
Kim, Bonggeun
;
Gibson, John K.
;
Boe-Gibson, Geua
- In:
Economic inquiry
62
(
2024
)
1
,
pp. 375-389
Persistent link: https://www.econbiz.de/10014483753
Saved in:
5
A unifying switching regime regression framework with applications in health economics
Marra, Giampiero
;
Radice, Rosalba
;
Zimmer, David
- In:
Econometric reviews
43
(
2024
)
1
,
pp. 52-70
Persistent link: https://www.econbiz.de/10014486391
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6
Testing the correct specification of a system of spatial dependence models for stock returns
Kutzker, Tim
;
Wied, Dominik
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2083-2103
Persistent link: https://www.econbiz.de/10014520115
Saved in:
7
A joint impulse response function for vector autoregressive models
Wiesen, Thomas F. P.
;
Beaumont, Paul Michael
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
4
,
pp. 1553-1585
Persistent link: https://www.econbiz.de/10014519875
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8
Do means‑tested childcare subsidies discourage work?
Vattø, Trin Engh
;
Østbakken, Kjersti Misje
- In:
Journal of population economics : international …
37
(
2024
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014531421
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9
Residual-based cointegration and non-cointegration tests for cointegrating polynomial regressions
Wagner, Martin
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014329033
Saved in:
10
Hedonic real estate price estimation with the spatiotemporal geostatistical model
Muto, Sachio
;
Sugasawa, Shonosuke
;
Suzuki, Masatomo
-
2023
Persistent link: https://www.econbiz.de/10014437092
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