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subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~subject:"Schätzung"
~subject:"Volatility"
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Zeitreihenanalyse
Schätzung
Volatility
Theorie
1,607
Theory
1,607
Estimation theory
368
Schätztheorie
368
Time series analysis
326
Estimation
166
Nichtparametrisches Verfahren
140
Nonparametric statistics
140
Forecasting model
128
Prognoseverfahren
128
Statistical test
128
Statistischer Test
128
Volatilität
125
Regression analysis
114
Regressionsanalyse
114
Stochastic process
104
Stochastischer Prozess
104
USA
94
United States
94
Panel
91
Panel study
91
Bayes-Statistik
88
Bayesian inference
88
Ökonometrie
84
Econometrics
82
Method of moments
81
Momentenmethode
81
Statistical distribution
81
Statistische Verteilung
81
Monte Carlo simulation
75
Monte-Carlo-Simulation
75
Cointegration
72
Kointegration
72
Markov chain
71
Markov-Kette
71
Bootstrap approach
68
Bootstrap-Verfahren
68
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Undetermined
171
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Article
504
Book / Working Paper
9
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Article in journal
508
Aufsatz in Zeitschrift
508
Collection of articles of several authors
14
Sammelwerk
14
Konferenzschrift
7
Conference proceedings
5
Festschrift
3
Conference paper
2
Konferenzbeitrag
2
Aufsatzsammlung
1
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Language
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English
513
Author
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Phillips, Peter C. B.
17
Koop, Gary
11
Yu, Jun
9
Aït-Sahalia, Yacine
8
Swanson, Norman R.
7
Hong, Yongmiao
6
Mariano, Roberto S.
6
Pesaran, M. Hashem
6
Steel, Mark F. J.
6
Tauchen, George Eugene
6
Teräsvirta, Timo
6
Xiao, Zhijie
6
Andersen, Torben
5
Bollerslev, Tim
5
Chen, Xiaohong
5
Ghysels, Eric
5
Gouriéroux, Christian
5
Hallin, Marc
5
Herwartz, Helmut
5
Linton, Oliver
5
McAleer, Michael
5
Robinson, Peter M.
5
Taylor, Robert
5
Todorov, Viktor
5
Bai, Jushan
4
Barigozzi, Matteo
4
Breitung, Jörg
4
Cavaliere, Giuseppe
4
Fan, Yanqin
4
Gallant, A. Ronald
4
Gonzalo, Jesús
4
Granger, C. W. J.
4
Liao, Yuan
4
Lütkepohl, Helmut
4
Park, Joon Y.
4
Rahbek, Anders
4
Renault, Eric
4
Rombouts, Jeroen V. K.
4
Schorfheide, Frank
4
Shin, Yongcheol
4
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Institution
All
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
737
NBER working paper series
648
NBER Working Paper
608
Economics letters
503
Discussion paper / Centre for Economic Policy Research
444
Applied economics
418
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
376
International journal of forecasting
363
Economic modelling
299
Discussion paper series / IZA
291
Journal of forecasting
291
Discussion paper / Tinbergen Institute
288
CESifo working papers
275
Working paper
266
Applied economics letters
241
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Journal of applied econometrics
225
Journal of economic dynamics & control
223
Econometric theory
212
Journal of international money and finance
212
Journal of banking & finance
209
Econometric reviews
204
Journal of empirical finance
169
Journal of macroeconomics
163
Discussion paper
161
IZA Discussion Paper
158
International review of economics & finance : IREF
158
Europäische Hochschulschriften / 5
156
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
154
Discussion papers / CEPR
152
Journal of financial economics
151
Energy economics
147
Journal of monetary economics
146
The review of economics and statistics
145
Macroeconomic dynamics
135
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
132
Finance research letters
131
SpringerLink / Bücher
130
The journal of finance : the journal of the American Finance Association
128
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ECONIS (ZBW)
513
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1
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513
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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
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
3
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
4
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
Saved in:
5
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
6
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
7
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
8
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
9
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:
10
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
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