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isPartOf:"Review of international economics"
subject:"Estimation"
~accessRights:"restricted"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Stochastic process"
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Estimation
Stochastic process
Theorie
217
Theory
217
Schätzung
64
Time series analysis
57
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57
Forecasting model
46
Prognoseverfahren
46
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Horváth, Lajos
3
Marcellino, Massimiliano
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Carrasco, Marine
2
Chan, Joshua
2
Gunawan, David
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Lian, Heng
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Review of international economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
European journal of operational research : EJOR
314
Discussion paper / Centre for Economic Policy Research
281
Working paper / National Bureau of Economic Research, Inc.
172
Economic modelling
137
SpringerLink / Bücher
131
Discussion papers / CEPR
125
Economics letters
120
Journal of econometrics
107
Journal of economic dynamics & control
102
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93
Computers & operations research : and their applications to problems of world concern ; an international journal
91
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
91
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83
International review of economics & finance : IREF
81
International journal of production research
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Finance research letters
74
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69
Journal of empirical finance
69
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
Journal of banking & finance
62
Macroeconomic dynamics
62
International journal of forecasting
61
Management science : journal of the Institute for Operations Research and the Management Sciences
61
Operations research letters
59
The North American journal of economics and finance : a journal of financial economics studies
59
Journal of macroeconomics
58
Journal of international money and finance
56
Mathematics of operations research
51
International review of financial analysis
49
Computational economics
48
Econometric reviews
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Transportation research / E : an international journal
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Journal of financial economics
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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European economic review : EER
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51
Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
52
Modeling endogenous mobility in earnings determination
Abowd, John M.
;
McKinney, Kevin L.
;
Schmutte, Ian M.
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 405-418
Persistent link: https://www.econbiz.de/10012178184
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53
Collective labor supply, taxes, and intrahousehold allocation : an empirical approach
Bloemen, Hans G.
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 471-483
Persistent link: https://www.econbiz.de/10012178189
Saved in:
54
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
55
Stochastic spanning
Arvanitis, Stelios
;
Hallam, Mark
;
Post, Thierry
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 573-585
Persistent link: https://www.econbiz.de/10012178998
Saved in:
56
A new approach to volatility modeling : the factorial hidden Markov volatility model
Augustyniak, Maciej
;
Bauwens, Luc
;
Dufays, Arnaud
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 696-709
Persistent link: https://www.econbiz.de/10012179366
Saved in:
57
Understanding the risk-return relation : the aggregate wealth proxy actually matters
Cederburg, Scott
;
O'Doherty, Michael
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 721-735
Persistent link: https://www.econbiz.de/10012179374
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58
A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets
Casarin, Roberto
;
Sartore, Domenico
;
Tronzano, Marco
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 101-114
Persistent link: https://www.econbiz.de/10011894407
Saved in:
59
Combined density nowcasting in an uncertain economic environment
Aastveit, Knut Are
;
Ravazzolo, Francesco
;
Dijk, Herman …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 131-145
Persistent link: https://www.econbiz.de/10011894481
Saved in:
60
Measuring nonlinear Granger causality in mean
Song, Xiaojun
;
Taamouti, Abderrahim
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 321-333
Persistent link: https://www.econbiz.de/10011895015
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