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subject:"Purchasing power parity"
subject:"World"
~isPartOf:"Journal of econometrics"
~subject:"Impact assessment"
~subject:"Time series analysis"
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Purchasing power parity
World
Impact assessment
Time series analysis
Estimation
465
Schätzung
460
Estimation theory
216
Schätztheorie
216
Theorie
166
Theory
166
Zeitreihenanalyse
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131
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Todorov, Viktor
7
Kim, Donggyu
5
Li, Jia
5
Tauchen, George Eugene
5
Bollerslev, Tim
4
Andersen, Torben
3
Fan, Jianqing
3
Koop, Gary
3
Patton, Andrew J.
3
Phillips, Peter C. B.
3
Su, Liangjun
3
Taylor, Robert
3
Wang, Yazhen
3
Aruoba, S. Borağan
2
Baltagi, Badi H.
2
Barigozzi, Matteo
2
Christensen, Kim
2
Diebold, Francis X.
2
Dijk, Dick van
2
Ergemen, Yunus Emre
2
Gao, Jiti
2
Gouriéroux, Christian
2
Hallin, Marc
2
Han, Xu
2
Hounyo, Ulrich
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Kao, Chihwa
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2
La Vecchia, Davide
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2
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2
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2
Pesaran, M. Hashem
2
Quaedvlieg, Rogier
2
Robinson, Peter M.
2
Shin, Yongcheol
2
Thyrsgaard, Martin
2
Velasco, Carlos
2
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
592
NBER working paper series
522
NBER Working Paper
485
CESifo working papers
436
Discussion paper series / IZA
422
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396
Applied economics
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Applied economics letters
313
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Economics letters
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193
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189
IZA Discussion Paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
173
International review of economics & finance : IREF
144
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116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Finance research letters
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91
The North American journal of economics and finance : a journal of financial economics studies
91
International journal of forecasting
89
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89
ZEW discussion papers
86
Journal of banking & finance
83
Journal of international economics
82
International journal of finance & economics : IJFE
80
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78
International Journal of Energy Economics and Policy : IJEEP
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The empirical economics letters : a monthly international journal of economics
77
The American economic review
76
Discussion papers / Deutsches Institut für Wirtschaftsforschung
75
Journal of international financial markets, institutions & money
75
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74
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ECONIS (ZBW)
131
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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
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:
3
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
Saved in:
4
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:
5
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
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6
Time series estimation of the dynamic effects of disaster-type shocks
Davis, Richard A.
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 180-201
Persistent link: https://www.econbiz.de/10014434389
Saved in:
7
The effects of training incidence and planned training duration on labor market transitions
Fitzenberger, Bernd
;
Osikominu, Aderonke
;
Paul, Marie
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014434394
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8
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
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9
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:
10
The determinants of displaced workers' wages : sorting, matching, selection, and the Hartz reforms
Woodcock, Simon D.
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 568-595
Persistent link: https://www.econbiz.de/10014362663
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