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subject:"USA"
type:"article"
~isPartOf:"Journal of econometrics"
~isPartOf:"The review of economics and statistics"
~subject:"Stochastic process"
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USA
Stochastic process
Estimation
753
Schätzung
748
Theorie
274
Theory
274
Estimation theory
237
Schätztheorie
237
United States
224
Time series analysis
127
Zeitreihenanalyse
127
Nichtparametrisches Verfahren
108
Nonparametric statistics
108
Volatility
107
Volatilität
107
Panel
97
Panel study
97
Regression analysis
83
Regressionsanalyse
83
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72
Prognoseverfahren
72
Capital income
60
Kapitaleinkommen
60
Börsenkurs
58
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58
Stochastischer Prozess
46
Factor analysis
40
Faktorenanalyse
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Panel data
38
Bayes-Statistik
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36
Welt
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World
35
Statistical test
33
Statistischer Test
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266
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Todorov, Viktor
9
Tauchen, George Eugene
6
Blundell, Richard W.
3
Bollerslev, Tim
3
Creal, Drew
3
Koop, Gary
3
Li, Jia
3
McAleer, Michael
3
Park, Joon Y.
3
Andersen, Torben
2
Appelbaum, Elie
2
Asai, Manabu
2
Ashenfelter, Orley
2
Aït-Sahalia, Yacine
2
Chavas, Jean-Paul
2
Das, Sanjiv R.
2
Diebold, Francis X.
2
Evans, William N.
2
Garofalo, Gasper Angelo
2
Gawande, Kishore S.
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Haltiwanger, John C.
2
Hamermesh, Daniel S.
2
Heckman, James J.
2
Jappelli, Tullio
2
Kilian, Lutz
2
Kim, Donggyu
2
Koopman, Siem Jan
2
Lanne, Markku
2
Levitt, Steven D.
2
Maddala, Gangadharrao S.
2
Mroz, Thomas A.
2
Ryu, Hang-keun
2
Siegel, Donald S.
2
Slottje, Daniel Jonathan
2
Steel, Mark F. J.
2
Steigerwald, Douglas G.
2
Stephens, Melvin
2
Swanson, Norman R.
2
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Journal of econometrics
The review of economics and statistics
Applied economics
269
The American economic review
151
Applied economics letters
149
The journal of finance : the journal of the American Finance Association
146
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
118
Journal of applied econometrics
106
Applied financial economics
103
The review of financial studies
93
The journal of futures markets
87
Economics letters
86
Journal of money, credit and banking : JMCB
83
Economic modelling
82
Journal of international money and finance
77
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
Journal of financial and quantitative analysis : JFQA
74
Journal of banking & finance
68
Journal of monetary economics
68
Southern economic journal
65
Journal of labor economics
61
The quarterly journal of economics
56
Journal of macroeconomics
55
Economic inquiry : journal of the Western Economic Association International
53
Journal of financial economics
53
American journal of agricultural economics
50
Journal of economic dynamics & control
50
The North American journal of economics and finance : a journal of financial economics studies
50
Energy economics
49
International review of economics & finance : IREF
49
Journal of human resources : JHR
49
Journal of public economics
49
Journal of urban economics
48
The journal of economics
45
Review of quantitative finance and accounting
43
The journal of business : B
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
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ECONIS (ZBW)
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1
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
2
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
3
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
4
Testing for the presence of jump components in jump diffusion models
Wang, Bin
;
Zheng, Xu
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10013464085
Saved in:
5
Estimation of a heterogeneous demand function with Berkson errors
Blundell, Richard W.
;
Horowitz, Joel
;
Parey, Matthias
- In:
The review of economics and statistics
104
(
2022
)
5
,
pp. 877-889
Persistent link: https://www.econbiz.de/10013407545
Saved in:
6
Choosing your pond : location choices and relative income
Bottan, Nicolas L.
;
Perez-Truglia, Ricardo
- In:
The review of economics and statistics
104
(
2022
)
5
,
pp. 1010-1027
Persistent link: https://www.econbiz.de/10013407608
Saved in:
7
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
8
Relationship lending and the Great Depression
Cohen, Jon S.
;
Hachem, Kinda
;
Richardson, Gary
- In:
The review of economics and statistics
103
(
2021
)
3
,
pp. 505-520
Persistent link: https://www.econbiz.de/10012814269
Saved in:
9
Choice architecture to improve financial decision making
Carpenter, Jeffrey P.
;
Huet-Vaughn, Emiliano
;
Matthews, …
- In:
The review of economics and statistics
103
(
2021
)
1
,
pp. 102-118
Persistent link: https://www.econbiz.de/10012649590
Saved in:
10
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
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