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subject:"Estimation"
subject:"Geldpolitik"
~isPartOf:"Journal of econometrics"
~subject:"Wohlfahrtsanalyse"
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Estimation
Geldpolitik
Wohlfahrtsanalyse
Theorie
1,608
Theory
1,608
Estimation theory
368
Schätztheorie
368
Time series analysis
326
Zeitreihenanalyse
326
Schätzung
166
Nichtparametrisches Verfahren
140
Nonparametric statistics
140
Forecasting model
128
Prognoseverfahren
128
Statistical test
128
Statistischer Test
128
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125
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125
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114
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114
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105
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105
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94
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75
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72
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72
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68
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Koop, Gary
5
Aït-Sahalia, Yacine
4
Frühwirth-Schnatter, Sylvia
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Steel, Mark F. J.
3
Todorov, Viktor
3
Andersen, Torben
2
Asai, Manabu
2
Fernández, Carmen
2
Fulop, Andras
2
Gallant, A. Ronald
2
Galvão Júnior, Antônio Fialho
2
Ghysels, Eric
2
Hallin, Marc
2
Han, Xu
2
Harvey, Andrew C.
2
Heckman, James J.
2
Hong, Yongmiao
2
Inoue, Atsushi
2
Kutlu, Levent
2
McAleer, Michael
2
Mroz, Thomas A.
2
Pelger, Markus
2
Robinson, Peter M.
2
Sasaki, Yuya
2
Shin, Yongcheol
2
Sickles, Robin C.
2
Su, Liangjun
2
Thyrsgaard, Martin
2
Timmermann, Allan
2
Xiu, Dacheng
2
Zhang, Xinyu
2
Zhang, Zhengjun
2
Agudze, Komla M.
1
Alem, Mauro
1
Amado, Cristina
1
Andreou, Elena
1
Aruoba, S. Borağan
1
Atkinson, Scott Estes
1
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Journal of econometrics
NBER working paper series
1,246
Working paper / National Bureau of Economic Research, Inc.
1,246
NBER Working Paper
1,186
Discussion paper / Centre for Economic Policy Research
894
CESifo working papers
610
Economics letters
456
Journal of monetary economics
445
Journal of economic dynamics & control
421
Discussion paper series / IZA
398
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385
Economic modelling
378
Applied economics
365
Journal of macroeconomics
365
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312
Journal of money, credit and banking : JMCB
302
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290
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280
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277
IMF working papers
276
Macroeconomic dynamics
269
European economic review : EER
252
Journal of international economics
226
Applied economics letters
223
IZA Discussion Paper
213
Finance and economics discussion series
210
International review of economics & finance : IREF
210
CESifo Working Paper Series
204
IMF working paper
197
The American economic review
192
Discussion paper / Tinbergen Institute
191
Europäische Hochschulschriften / 5
178
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
176
The economic journal : the journal of the Royal Economic Society
169
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
165
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
160
Journal of banking & finance
154
Journal of applied econometrics
153
Review of economic dynamics
144
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ECONIS (ZBW)
174
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1
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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2
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
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
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
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