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subject:"USA"
type:"article"
~isPartOf:"Journal of econometrics"
~subject:"Impact assessment"
~subject:"Regression analysis"
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USA
Impact assessment
Regression analysis
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
Regressionsanalyse
81
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63
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63
Börsenkurs
54
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54
United States
54
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53
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53
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46
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46
Factor analysis
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Faktorenanalyse
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Panel data
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Bayes-Statistik
34
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32
ARCH-Modell
32
Statistical test
32
Statistischer Test
32
Statistical distribution
29
Statistische Verteilung
29
Markov chain
27
Markov-Kette
27
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English
138
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Ghysels, Eric
3
Hoderlein, Stefan
3
Koop, Gary
3
Lamarche, Carlos
3
Phillips, Peter C. B.
3
Su, Liangjun
3
Ai, Chunrong
2
Aït-Sahalia, Yacine
2
Bertanha, Marinho
2
Chen, Heng
2
Chernozhukov, Victor
2
Chiang, Harold D.
2
Fan, Yanqin
2
Gao, Jiti
2
Harding, Matthew C.
2
Heckman, James J.
2
Hong, Yongmiao
2
Hsu, Yu-Chin
2
Kim, Tae-hwan
2
Linton, Oliver
2
Malikov, Emir
2
Miao, Ke
2
Mroz, Thomas A.
2
Park, Joon Y.
2
Ryu, Hang-keun
2
Sasaki, Yuya
2
Slottje, Daniel Jonathan
2
Smith, Jeffrey A.
2
Steel, Mark F. J.
2
Sun, Yiguo
2
Tu, Yundong
2
Valkanov, Rossen I.
2
Wang, Wendun
2
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1
Andreou, Elena
1
Aruoba, S. Borağan
1
Ashenfelter, Orley
1
Ashmore, David
1
Atkinson, Scott Estes
1
Babii, Andrii
1
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Journal of econometrics
Applied economics
356
Applied economics letters
216
The review of economics and statistics
176
The American economic review
170
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
156
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
147
The journal of finance : the journal of the American Finance Association
146
Economics letters
141
Economic modelling
139
Journal of applied econometrics
124
Applied financial economics
102
The review of financial studies
98
Journal of international money and finance
96
Energy economics
90
Journal of money, credit and banking : JMCB
90
American economic journal : a journal of the American Economic Association
86
The journal of futures markets
82
International review of economics & finance : IREF
81
Journal of monetary economics
79
Journal of political economy
79
Journal of financial and quantitative analysis : JFQA
75
Journal of macroeconomics
74
The North American journal of economics and finance : a journal of financial economics studies
74
Journal of banking & finance
71
Journal of public economics
70
Southern economic journal
70
Journal of labor economics
65
The quarterly journal of economics
60
Finance research letters
59
Labour economics : official journal of the European Association of Labour Economists
57
Economic inquiry : journal of the Western Economic Association International
56
Journal of financial economics
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Economics of education review
55
Journal of human resources : JHR
55
European economic review : EER
54
Journal of economic dynamics & control
53
The empirical economics letters : a monthly international journal of economics
51
Journal of urban economics
50
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ECONIS (ZBW)
138
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1
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
2
Wild bootstrap inference for penalized quantile regression for longitudinal data
Lamarche, Carlos
;
Parker, Thomas
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1799-1826
Persistent link: https://www.econbiz.de/10014471428
Saved in:
3
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
4
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
5
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
6
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
7
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
8
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 758-776
Persistent link: https://www.econbiz.de/10014434367
Saved in:
9
The effects of training incidence and planned training duration on labor market transitions
Fitzenberger, Bernd
;
Osikominu, Aderonke
;
Paul, Marie
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014434394
Saved in:
10
Multi-dimensional latent group structures with heterogeneous distributions
Leng, Xuan
;
Chen, Heng
;
Wang, Wendun
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014340642
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