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subject:"Zeitreihenanalyse"
isPartOf:"Gabler Edition Wissenschaft"
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Zeitreihenanalyse
United Kingdom
Schätzung
497
Estimation
496
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224
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224
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123
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123
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108
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108
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Gabler Edition Wissenschaft
Journal of applied econometrics
Discussion paper series / IZA
242
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202
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124
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122
Discussion paper / Centre for Economic Policy Research
121
CESifo working papers
114
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57
International review of economics & finance : IREF
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53
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Oxford bulletin of economics and statistics
52
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51
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46
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1
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
2
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
3
Nowcasting tail risk to economic activity at a weekly frequency
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 843-866
Persistent link: https://www.econbiz.de/10013464633
Saved in:
4
Macroeconomic forecasting in a multi-country context
Bai, Yu
;
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
6
,
pp. 1230-1255
Persistent link: https://www.econbiz.de/10013464673
Saved in:
5
Identifying factor-augmented vector autoregression models via changes in shock variances
Yamamoto, Yohei
;
Hara, Naoko
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 722-745
Persistent link: https://www.econbiz.de/10013332683
Saved in:
6
Transitions at different moments in time : a spatial probit approach
Elhorst, J. Paul
;
Heijnen, Pim
;
Samarina, Anna
;
Jacobs, Jan
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 422-439
Persistent link: https://www.econbiz.de/10011690252
Saved in:
7
Weak and strong cross-sectional dependence : a panel data analysis of international technology diffusion
Ertur, Kamil C.
;
Musolesi, Antonio
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 477-503
Persistent link: https://www.econbiz.de/10011690519
Saved in:
8
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances
Catania, Leopoldo
;
Billé, Anna Gloria
- In:
Journal of applied econometrics
32
(
2017
)
6
,
pp. 1178-1196
Persistent link: https://www.econbiz.de/10011862573
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9
Identifying the independent sources of consumption variation
Barigozzi, Matteo
;
Moneta, Alessio
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 420-449
Persistent link: https://www.econbiz.de/10011644342
Saved in:
10
Bayesian graphical models for structural vector autoregressive processes
Ahelegbey, Daniel Felix
;
Billio, Monica
;
Casarin, Roberto
- In:
Journal of applied econometrics
31
(
2016
)
2
,
pp. 357-386
Persistent link: https://www.econbiz.de/10011644349
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11
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
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12
Doubly robust estimation of causal effects with multivalued treatments : an application to the returns to schooling
Uysal, Selver Derya
- In:
Journal of applied econometrics
30
(
2015
)
5
,
pp. 763-786
Persistent link: https://www.econbiz.de/10011334181
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13
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.
;
Nielsen, Morten Ørregaard
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
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14
A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
Gospodinov, Nikolaj
;
Lkhagvasuren, Damba
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 843-859
Persistent link: https://www.econbiz.de/10010414842
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15
The dynamics of real exchange rates : a reconsideration
Kaufmann, Hendrik
;
Heinen, Florian
;
Sibbertsen, Philipp
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 758-773
Persistent link: https://www.econbiz.de/10010414852
Saved in:
16
Time variation in the dynamics of worker flows : evidence from North America and Europe
Campolieti, Michele
;
Gefang, Deborah
;
Koop, Gary
- In:
Journal of applied econometrics
29
(
2014
)
2
,
pp. 265-290
Persistent link: https://www.econbiz.de/10010414898
Saved in:
17
Realized GARCH: a joint model for returns and realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Shek, Howard Howan
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 877-906
Persistent link: https://www.econbiz.de/10010219741
Saved in:
18
An inflated multivariate integer count hurdle model : an application to bid and ask quote dynamics
Korycka-Bień, Katarzyna
;
Nolte, Ingmar
;
Pohlmeier, Winfried
- In:
Journal of applied econometrics
26
(
2011
)
4
,
pp. 669-707
Persistent link: https://www.econbiz.de/10010218082
Saved in:
19
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
20
Identifying the new Keynesian Phillips curve
Nason, James Michael
;
Smith, Gregor W.
- In:
Journal of applied econometrics
23
(
2008
)
5
,
pp. 525-551
Persistent link: https://www.econbiz.de/10003760412
Saved in:
21
Erfolgreiche Supply-Chain-Kooperation zwischen Einzelhandel und Konsumgüterherstellern : eine empirische Untersuchung der Händlerperspektive
Magnus, Karl-Hendrik
-
2007
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003400533
Saved in:
22
Permanent and transitory wages of British men, 1975 - 2001 : year, age and cohort effects
Kalwij, Adriaan S.
;
Alessie, Rob
- In:
Journal of applied econometrics
22
(
2007
)
6
,
pp. 1063-1093
Persistent link: https://www.econbiz.de/10003565277
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23
Erfolgreiche Supply-Chain-Kooperation zwischen Einzelhandel und Konsumgüterherstellern : Eine empirische Untersuchung der Händlerperspektive
Magnus, Karl-Hendrik
-
2007
-
1. Aufl.
Persistent link: https://www.econbiz.de/10013515450
Saved in:
24
Permanent vs transitory components and economic fundamentals
Garratt, Anthony
;
Robertson, Donald
;
Wright, Stephen
- In:
Journal of applied econometrics
21
(
2006
)
4
,
pp. 521-542
Persistent link: https://www.econbiz.de/10003338662
Saved in:
25
Evidence on purchasing power parity from univariate models : the case of smooth transition trend-stationarity
Sollis, Robert
- In:
Journal of applied econometrics
20
(
2005
)
1
,
pp. 79-98
Persistent link: https://www.econbiz.de/10003027416
Saved in:
26
Value at Risk-Quantifizierung unter Verwendung von Hochfrequenzdaten : empirische Analyse am Beispiel des Aktienkursrisikos
Neukomm, Mark
-
2004
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001932309
Saved in:
27
Modelling low income transitions
Cappellari, Lorenzo
;
Jenkins, Stephen
- In:
Journal of applied econometrics
19
(
2004
)
5
,
pp. 593-610
Persistent link: https://www.econbiz.de/10002342779
Saved in:
28
Keeping off the grass? : An econometric model of cannabis consumption in Britain
Pudney, Stephen E.
- In:
Journal of applied econometrics
19
(
2004
)
4
,
pp. 435-453
Persistent link: https://www.econbiz.de/10002166319
Saved in:
29
The dynamics of health in the British household panel survey
Contoyannis, Paul
;
Jones, Andrew M.
;
Rice, Nigel
- In:
Journal of applied econometrics
19
(
2004
)
4
,
pp. 473-503
Persistent link: https://www.econbiz.de/10002166335
Saved in:
30
A rational rank four demand system
Lewbel, Arthur
- In:
Journal of applied econometrics
18
(
2003
)
2
,
pp. 127-135
Persistent link: https://www.econbiz.de/10001754917
Saved in:
31
Are differences in firm size transistory or permanent?
Geroski, Paul A.
;
Lazarová, Stěpána
;
Urga, Giovanni
; …
- In:
Journal of applied econometrics
18
(
2003
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10001738244
Saved in:
32
Nichtlineare Abhängigkeiten bei finanzwirtschaftlichen Zeitreihen : aktuelle Testverfahren am Beispiel einer Wechselkursanalyse
Moeller, Ingo
;
Möller, Ingo
-
2003
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001823650
Saved in:
33
Modelling the trend and seasonals within an AIDS model of the demand for alcoholic beverages in the United Kingdom
Moosa, Imad A.
;
Baxter, J. L.
- In:
Journal of applied econometrics
17
(
2002
)
2
,
pp. 95-106
Persistent link: https://www.econbiz.de/10001667478
Saved in:
34
Non-linear error correction and the UK demand for broad money, 1878 - 1993
Teräsvirta, Timo
;
Eliasson, Ann-Charlotte
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 277-288
Persistent link: https://www.econbiz.de/10001591888
Saved in:
35
Bounds testing approaches to the analysis of level relationships
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 289-326
Persistent link: https://www.econbiz.de/10001591901
Saved in:
36
Descriptive econometrics for non-stationary time series with empirical illustrations
Phillips, Peter C. B.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 389-413
Persistent link: https://www.econbiz.de/10001592353
Saved in:
37
Trend-stationary GNP : evidence from a new exact pointwise most powerful invariant unit root test
Shively, Philip A.
- In:
Journal of applied econometrics
16
(
2001
)
4
,
pp. 537-551
Persistent link: https://www.econbiz.de/10001601913
Saved in:
38
Income distribution and income dynamics in the United Kingdom
Dutta, Jayasri
;
Sefton, James A.
;
Weale, Martin
- In:
Journal of applied econometrics
16
(
2001
)
5
,
pp. 599-617
Persistent link: https://www.econbiz.de/10001619275
Saved in:
39
An empirical analysis of alternative parametric ARCH models
Loudon, Geoffrey F.
;
Watt, Wing H.
;
Yadav, Pradeep
- In:
Journal of applied econometrics
15
(
2000
)
2
,
pp. 117-136
Persistent link: https://www.econbiz.de/10001474642
Saved in:
40
Estimation in large and disaggregated demand systems : an estimator for conditionally linear systems
Blundell, Richard W.
;
Robin, Jean-Marc
- In:
Journal of applied econometrics
14
(
1999
)
3
,
pp. 209-232
Persistent link: https://www.econbiz.de/10001405115
Saved in:
41
Estimating the natural rate of unemployment and testing the natural rate hypothesis
Salemi, Michael K.
- In:
Journal of applied econometrics
14
(
1999
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001356101
Saved in:
42
Estimating the LQAC model with I(2) variables
Engsted, Tom
;
Haldrup, Niels
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 155-170
Persistent link: https://www.econbiz.de/10001387387
Saved in:
43
The time-varying behaviour of real interest rates : a re-evaluation of the recent evidence
Bekdache, Basma
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 171-190
Persistent link: https://www.econbiz.de/10001387396
Saved in:
44
Intertemporal substitution in import demand and habit formation
De la Croix, David
;
Urbain, Jean-Pierre
- In:
Journal of applied econometrics
13
(
1998
)
6
,
pp. 589-612
Persistent link: https://www.econbiz.de/10001375410
Saved in:
45
Unemployment persistence : does the size of the shock matter?
Bianchi, Marco
- In:
Journal of applied econometrics
13
(
1998
)
3
,
pp. 283-304
Persistent link: https://www.econbiz.de/10001244191
Saved in:
46
Substitution, risk aversion, taste shocks and equity premia
Normandin, Michel
- In:
Journal of applied econometrics
13
(
1998
)
3
,
pp. 265-281
Persistent link: https://www.econbiz.de/10001244201
Saved in:
47
A threshold error-correction model for intraday futures and index returns
Martens, Martin
- In:
Journal of applied econometrics
13
(
1998
)
3
,
pp. 245-263
Persistent link: https://www.econbiz.de/10001244202
Saved in:
48
Semiparametric estimation and consumer demand
Blundell, Richard W.
- In:
Journal of applied econometrics
13
(
1998
)
5
,
pp. 435-461
Persistent link: https://www.econbiz.de/10001250510
Saved in:
49
Modelling money demand in Germany
Beyer, Andreas
- In:
Journal of applied econometrics
13
(
1998
)
1
,
pp. 57-76
Persistent link: https://www.econbiz.de/10001237948
Saved in:
50
Is there a unit root in the inflation rate? : Evidence from sequential break and panel data models
Culver, Sarah E.
- In:
Journal of applied econometrics
12
(
1997
)
4
,
pp. 435-444
Persistent link: https://www.econbiz.de/10001223744
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