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subject:"Schätztheorie"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of applied econometrics"
~subject:"ARCH model"
~subject:"Cointegration"
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Schätztheorie
ARCH model
Cointegration
Theorie
1,127
Theory
1,127
Estimation
284
Schätzung
284
Estimation theory
199
Time series analysis
184
Zeitreihenanalyse
184
USA
130
United States
130
Forecasting model
119
Prognoseverfahren
119
Panel
59
Panel study
59
Kointegration
55
Volatility
52
Volatilität
52
Bayes-Statistik
51
Bayesian inference
51
Business cycle
43
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43
Statistical test
43
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43
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43
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43
Welt
42
World
42
Geldpolitik
40
Großbritannien
40
Monetary policy
40
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40
Regressionsanalyse
40
United Kingdom
40
Economic growth
37
Wirtschaftswachstum
37
ARCH-Modell
36
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35
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35
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22
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2
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Article
284
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3
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287
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287
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8
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8
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3
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2
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1
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287
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Baltagi, Badi H.
5
Pesaran, M. Hashem
5
Baillie, Richard
3
Franses, Philip Hans
3
Laurent, Sébastien
3
MacKinnon, James G.
3
McAleer, Michael
3
Raj, Baldev
3
Trivedi, Pravin K.
3
Banerjee, Anindya
2
Bauwens, Luc
2
Ben-Akiva, Moshe Emanuel
2
Blundell, Richard W.
2
Bolduc, Denis
2
Chung, Ching-fan
2
Deb, Partha
2
Engle, Robert F.
2
Ericsson, Neil R.
2
Fair, Ray C.
2
Giot, Pierre
2
Hall, Stephen G.
2
Haug, Alfred Albert
2
Hendry, David F.
2
Kodde, David A.
2
Koop, Gary
2
Krämer, Walter
2
Kuan, Chung-ming
2
Kunst, Robert M.
2
Lanne, Markku
2
Lee, Myoung-jae
2
Marcellino, Massimiliano
2
Monfort, Alain
2
Neusser, Klaus
2
Pagan, Adrian R.
2
Palm, Franz C.
2
Perron, Pierre
2
Phillips, Peter C. B.
2
Pohlmeier, Winfried
2
Praag, Bernard M. S. van
2
Rabemananjara, R.
2
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Conference on Economic Applications of Quantile Regressions <2000, Konstanz>
1
Universität Konstanz
1
Published in...
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of applied econometrics
Journal of econometrics
492
Economics letters
464
Econometric theory
347
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
261
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
246
Econometric reviews
187
Série des documents de travail / Centre de Recherche en Économie et Statistique
163
Journal of quantitative economics : official journal of the Indian Econometric Society
140
Applied economics
133
Oxford bulletin of economics and statistics
128
The review of economics and statistics
128
Discussion paper / Tinbergen Institute
124
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
117
Journal of forecasting
98
Working paper / National Bureau of Economic Research, Inc.
95
CORE discussion paper : DP
90
Discussion paper / Center for Economic Research, Tilburg University
88
Economic modelling
87
Statistical papers
86
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
84
International journal of forecasting
81
Journal of empirical finance
74
Working paper
72
The econometrics journal
68
Journal of economic dynamics & control
64
International economic review
61
The review of economic studies
61
Annales d'économie et de statistique
60
SFB 649 discussion paper
59
Working paper series
59
EUI working paper / ECO
58
Metrika : international journal for theoretical and applied statistics
57
Technical working paper / National Bureau of Economic Research
56
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
55
Discussion paper series / IZA
54
Journal of international money and finance
54
Journal of banking & finance
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
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ECONIS (ZBW)
287
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1
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287
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1
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
2
Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
Saved in:
3
The demand for money at the zero interest rate bound
Watanabe, Tsutomu
;
Tomoyoshi, Yabu
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 968-976
Persistent link: https://www.econbiz.de/10014432204
Saved in:
4
Recurrent conditional heteroskedasticity
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
;
Kohn, Robert
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1031-1054
Persistent link: https://www.econbiz.de/10013464647
Saved in:
5
The global component of inflation volatility
Carriero, Andrea
;
Corsello, Francesco
;
Marcellino, …
- In:
Journal of applied econometrics
37
(
2022
)
4
,
pp. 700-721
Persistent link: https://www.econbiz.de/10013332682
Saved in:
6
Searching for the finance-growth nexus in Libya
Cevik, Serhan
;
Rahmati, Mohammad
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
2
,
pp. 567-581
Persistent link: https://www.econbiz.de/10012219125
Saved in:
7
The dynamics among domestic saving, investment, and the current account balance in the USA : a long-run perspective
McFarlane, Adian A.
;
Jung, Young Cheol
;
Das, Anupam
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1659-1680
Persistent link: https://www.econbiz.de/10012219677
Saved in:
8
A rank approach for studying cross-currency bases and the covered interest rate parity
Gómez González, José Eduardo
;
Gomez-Malagon, Santiago
; …
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
1
,
pp. 357-369
Persistent link: https://www.econbiz.de/10012253219
Saved in:
9
On real interest rate convergence among G7 countries
Riedel, Jana
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
2
,
pp. 599-626
Persistent link: https://www.econbiz.de/10012258791
Saved in:
10
On cointegration between the insurance market and economic activity
Petrova, Yana
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
3
,
pp. 1127-1138
Persistent link: https://www.econbiz.de/10012284900
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