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subject:"Estimation"
subject:"Schätzung"
~isPartOf:"CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute"
~isPartOf:"Journal of econometrics"
~subject:"Germany"
~subject:"Panel study"
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Estimation
Schätzung
Germany
Panel study
Theorie
223
Theory
223
Estimation theory
218
Schätztheorie
218
Time series analysis
122
Zeitreihenanalyse
122
USA
109
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109
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109
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108
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108
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106
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97
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38
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Cheung, Yin-Wong
17
Todorov, Viktor
14
Haan, Jakob de
12
Tauchen, George Eugene
9
Bollerslev, Tim
8
Feld, Lars P.
8
Linton, Oliver
8
Phillips, Peter C. B.
8
Sturm, Jan-Egbert
8
Su, Liangjun
8
Berger, Helge
7
Hess, Gregory D.
7
Pesaran, M. Hashem
7
Baltagi, Badi H.
6
Frey, Bruno S.
6
Koop, Gary
6
Westermann, Frank
6
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Chirinko, Robert S.
5
Fehn, Rainer
5
Gao, Jiti
5
Garretsen, Harry
5
Ghysels, Eric
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
Muscatelli, V. Anton
5
Peri, Giovanni
5
Shin, Yongcheol
5
Zakoïan, Jean-Michel
5
Belke, Ansgar
4
Brakman, Steven
4
Büttner, Thiess
4
Callaway, Brantly
4
De Grauwe, Paul
4
Francq, Christian
4
Garcia Pascual, Antonio
4
Gouriéroux, Christian
4
Heckman, James J.
4
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
Journal of econometrics
Discussion paper series / IZA
2,986
Working paper / National Bureau of Economic Research, Inc.
2,572
NBER working paper series
2,292
NBER Working Paper
2,131
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1,747
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1,417
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1,387
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1,275
Applied economics letters
1,155
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854
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819
Discussion paper
746
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
728
Economics letters
696
ZEW discussion papers
566
Energy economics
480
International review of economics & finance : IREF
476
CESifo Working Paper Series
454
Journal of international money and finance
451
Applied financial economics
444
Journal of banking & finance
434
Discussion paper / Tinbergen Institute
425
Discussion papers / Deutsches Institut für Wirtschaftsforschung
425
Discussion papers / CEPR
417
Finance research letters
388
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
371
Journal of applied econometrics
357
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
337
International review of financial analysis
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Kiel working paper
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The North American journal of economics and finance : a journal of financial economics studies
307
Labour economics : official journal of the European Association of Labour Economists
306
The American economic review
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The empirical economics letters : a monthly international journal of economics
298
The review of economics and statistics
290
Finance and economics discussion series
289
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
286
IMF working papers
282
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ECONIS (ZBW)
751
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1
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
2
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
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
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
5
Wild bootstrap inference for penalized quantile regression for longitudinal data
Lamarche, Carlos
;
Parker, Thomas
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1799-1826
Persistent link: https://www.econbiz.de/10014471428
Saved in:
6
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
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7
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
8
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
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9
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:
10
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
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