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isPartOf:"Journal of applied econometrics"
subject:"Lohnstruktur"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~subject:"Share price"
~subject:"Theorie"
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Lohnstruktur
Share price
Theorie
Estimation
371
Schätzung
367
Estimation theory
160
Schätztheorie
160
Theory
101
Time series analysis
95
Zeitreihenanalyse
95
Panel
84
Panel study
84
Nichtparametrisches Verfahren
81
Nonparametric statistics
81
Volatility
80
Volatilität
80
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71
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45
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32
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29
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25
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24
ARCH-Modell
24
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24
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23
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23
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23
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Todorov, Viktor
6
Li, Jia
5
Marcellino, Massimiliano
5
Kim, Donggyu
4
Tauchen, George Eugene
4
Aït-Sahalia, Yacine
3
Lucas, André
3
Wang, Yazhen
3
Xiu, Dacheng
3
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2
Asai, Manabu
2
Bailey, Natalia
2
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2
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2
Christensen, Kim
2
Clark, Todd E.
2
Fan, Jianqing
2
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2
Frühwirth-Schnatter, Sylvia
2
Ghysels, Eric
2
Hallin, Marc
2
Hong, Yongmiao
2
Hounyo, Ulrich
2
Hurd, Michael D.
2
Jacobi, Liana
2
Kapetanios, George
2
Koopman, Siem Jan
2
Maneesoonthorn, Worapree
2
Martin, Gael M.
2
McAleer, Michael
2
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2
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2
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2
Polak, Pawel
2
Sasaki, Yuya
2
Su, Liangjun
2
Taylor, Robert
2
Thyrsgaard, Martin
2
Timmermann, Allan
2
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Journal of applied econometrics
Journal of econometrics
Discussion paper / Centre for Economic Policy Research
342
Working paper / National Bureau of Economic Research, Inc.
189
Economic modelling
179
Applied economics
166
Finance research letters
163
Discussion papers / CEPR
157
International review of economics & finance : IREF
144
Economics letters
120
The North American journal of economics and finance : a journal of financial economics studies
112
SpringerLink / Bücher
110
Applied economics letters
109
International review of financial analysis
109
Energy economics
99
Journal of banking & finance
95
Journal of empirical finance
93
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
83
Journal of economic dynamics & control
80
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
Journal of international money and finance
70
Research in international business and finance
70
Journal of financial economics
67
International journal of forecasting
61
Journal of international financial markets, institutions & money
60
Macroeconomic dynamics
60
Journal of macroeconomics
57
Labour economics : official journal of the European Association of Labour Economists
57
Pacific-Basin finance journal
57
Management science : journal of the Institute for Operations Research and the Management Sciences
53
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
51
European economic review : EER
47
Review of quantitative finance and accounting
44
The European journal of finance
44
Journal of monetary economics
43
International journal of economics and finance
42
Quantitative finance
41
Journal of international economics
37
International journal of finance & economics : IJFE
36
Review of economic dynamics
35
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ECONIS (ZBW)
143
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1
Forecasting and stress testing with quantile vector autoregression
Chavleishvili, Sulkhan
;
Manganelli, Simone
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10014474437
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
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:
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
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:
6
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
7
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:
8
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
9
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
10
Monetary policy and exchange rate anomalies in set-identified SVARs : revisited
Rüth, Sebastian
;
Van der Veken, Wouter
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 1085-1092
Persistent link: https://www.econbiz.de/10014474414
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