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subject:"Konjunktur"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Kapitaleinkommen"
~subject:"Markov-Kette"
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Konjunktur
Kapitaleinkommen
Markov-Kette
Time series analysis
395
Zeitreihenanalyse
395
Theorie
235
Theory
235
Estimation theory
140
Schätztheorie
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Estimation
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Camacho, Maximo
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Creal, Drew
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Francq, Christian
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Hamilton, James D.
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Koopman, Siem Jan
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Li, Jia
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Li, Wai Keung
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Marcellino, Massimiliano
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Schienle, Melanie
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Tauchen, George Eugene
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Van Keilegom, Ingrid
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Yamauchi, Yuta
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Ahn, Hie Joo
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Bodnar, Taras
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Dijk, Herman K. van
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
68
Economic modelling
59
International journal of forecasting
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Discussion paper / Tinbergen Institute
55
Applied economics
50
Economics letters
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
46
Journal of forecasting
46
Journal of empirical finance
40
NBER working paper series
37
CESifo working papers
36
Applied economics letters
33
Finance research letters
31
International review of economics & finance : IREF
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Macroeconomic dynamics
31
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
31
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31
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30
Working paper / National Bureau of Economic Research, Inc.
30
Journal of applied econometrics
29
International review of financial analysis
28
Discussion paper / Centre for Economic Policy Research
26
Energy economics
26
Journal of economic dynamics & control
25
Journal of macroeconomics
25
Journal of banking & finance
24
The North American journal of economics and finance : a journal of financial economics studies
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CAMA working paper series
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CREATES research paper
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ECONIS (ZBW)
73
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1
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
2
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
3
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
4
Reconciled estimates of monthly GDP in the United States
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 563-577
Persistent link: https://www.econbiz.de/10014448358
Saved in:
5
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
Saved in:
6
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
7
A Bayesian quantile time series model for asset returns
Griffin, Jim E.
;
Mitrodima, Gelly
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 16-27
Persistent link: https://www.econbiz.de/10012804077
Saved in:
8
A new approach to dating the reference cycle
Camacho, Maximo
;
Gadea, María Dolores
;
Gómez-Loscos, Ana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 66-81
Persistent link: https://www.econbiz.de/10012804088
Saved in:
9
Reliable real-time output gap estimates based on a modified Hamilton filter
Quast, Josefine
;
Wolters, Maik H.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 152-168
Persistent link: https://www.econbiz.de/10012804095
Saved in:
10
Leverage, asymmetry, and heavy tails in the high-dimensional factor stochastic volatility model
Li, Mengheng
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 285-301
Persistent link: https://www.econbiz.de/10012804111
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