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isPartOf:"Journal of econometrics"
subject:"Schätzung"
~isPartOf:"Journal of urban economics"
~subject:"Econometrics"
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Schätzung
Econometrics
Theorie
2,348
Theory
2,348
Estimation theory
381
Schätztheorie
381
Time series analysis
326
Zeitreihenanalyse
326
Estimation
252
USA
200
United States
200
Nichtparametrisches Verfahren
141
Nonparametric statistics
141
Statistical test
130
Statistischer Test
130
Forecasting model
128
Prognoseverfahren
128
Volatility
126
Volatilität
126
Regression analysis
115
Regressionsanalyse
115
Stochastic process
107
Stochastischer Prozess
107
Panel
94
Panel study
94
Bayes-Statistik
88
Bayesian inference
88
Ökonometrie
86
Statistical distribution
85
Statistische Verteilung
85
Method of moments
81
Momentenmethode
81
Monte Carlo simulation
75
Monte-Carlo-Simulation
75
Cointegration
72
Kointegration
72
Residential location
72
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72
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71
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Article
315
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330
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Sammelwerk
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Conference proceedings
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Aufsatzsammlung
2
Systematic review
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Übersichtsarbeit
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Bibliografie enthalten
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English
334
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McMillen, Daniel P.
8
Ghysels, Eric
7
Koop, Gary
6
Hong, Yongmiao
5
McAleer, Michael
5
Aigner, Dennis J.
4
Aït-Sahalia, Yacine
4
Barnett, William A.
4
Hsiao, Cheng
4
Pesaran, M. Hashem
4
Sickles, Robin C.
4
Dijk, Herman K. van
3
Dufour, Jean-Marie
3
Frühwirth-Schnatter, Sylvia
3
Geweke, John
3
Granger, C. W. J.
3
Heckman, James J.
3
McDonald, John F.
3
Ommeren, Jos van
3
Phillips, Peter C. B.
3
Rombouts, Jeroen V. K.
3
Rosenthal, Stuart S.
3
Scaillet, Olivier
3
Steel, Mark F. J.
3
Timmermann, Allan
3
Todorov, Viktor
3
Zakoïan, Jean-Michel
3
Amemiya, Takeshi
2
Andersen, Torben
2
Asai, Manabu
2
Bauwens, Luc
2
Bhargava, Alok
2
Cai, Zongwu
2
Cannaday, Roger E.
2
Christensen, Kim
2
Cropper, Maureen L.
2
Darolles, Serge
2
Diewert, Walter E.
2
Fernández, Carmen
2
Fulop, Andras
2
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(EC)2 Conference <1, 1990; 2, 1991>
1
Published in...
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Journal of econometrics
Journal of urban economics
Working paper / National Bureau of Economic Research, Inc.
564
NBER working paper series
465
NBER Working Paper
440
Discussion paper / Centre for Economic Policy Research
361
Applied economics
317
Discussion paper series / IZA
288
CESifo working papers
232
Economics letters
212
Economic modelling
198
Working paper
186
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
172
Applied economics letters
166
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
154
Journal of applied econometrics
154
IZA Discussion Paper
152
Journal of international money and finance
151
Discussion paper
142
Europäische Hochschulschriften / 5
135
Discussion paper / Tinbergen Institute
132
Journal of economic dynamics & control
131
SpringerLink / Bücher
130
Discussion papers / CEPR
120
International review of economics & finance : IREF
119
Journal of banking & finance
119
Journal of macroeconomics
118
The review of economics and statistics
117
Econometric reviews
112
Journal of empirical finance
102
The economic journal : the journal of the Royal Economic Society
101
Journal of monetary economics
97
Applied financial economics
95
European economic review : EER
94
Macroeconomic dynamics
93
American journal of agricultural economics
90
Journal of international economics
88
International journal of forecasting
87
The journal of finance : the journal of the American Finance Association
85
Gabler Edition Wissenschaft
84
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ECONIS (ZBW)
334
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1
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334
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
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
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:
10
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
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