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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"mkd"
~subject:"Schätzung"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Conference proceedings"
~type_genre:"Systematic review"
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Subject
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Schätzung
Stochastischer Prozess
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,588
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
464
Regression analysis
450
Regressionsanalyse
450
Statistical test
321
Statistischer Test
321
Volatility
320
Volatilität
320
Panel
305
Panel study
305
Forecasting model
278
Prognoseverfahren
278
USA
218
United States
218
Stochastic process
217
Method of moments
204
Momentenmethode
203
Bootstrap approach
179
Bootstrap-Verfahren
179
Bayes-Statistik
173
Bayesian inference
173
Statistical distribution
165
Statistische Verteilung
165
Cointegration
162
Kointegration
161
ARCH model
146
ARCH-Modell
146
Capital income
137
Kapitaleinkommen
137
Autocorrelation
134
Autokorrelation
134
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Online availability
All
Undetermined
352
Type of publication
All
Article
627
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
Collection of articles written by one author
Conference proceedings
Systematic review
Aufsatz in Zeitschrift
630
Conference paper
9
Konferenzbeitrag
9
Collection of articles of several authors
3
Sammelwerk
3
Language
All
English
Macedonian
Author
All
Phillips, Peter C. B.
17
Todorov, Viktor
16
Linton, Oliver
11
Tauchen, George Eugene
11
Bollerslev, Tim
9
Su, Liangjun
9
Koop, Gary
8
McAleer, Michael
8
Zakoïan, Jean-Michel
8
Andersen, Torben
7
Aït-Sahalia, Yacine
7
Ghysels, Eric
7
Park, Joon Y.
7
Xiu, Dacheng
7
Francq, Christian
6
Gao, Jiti
6
Gouriéroux, Christian
6
Taylor, Robert
6
Yu, Jun
6
Gallant, A. Ronald
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
Marcellino, Massimiliano
5
Steel, Mark F. J.
5
Asai, Manabu
4
Baltagi, Badi H.
4
Botosaru, Irene
4
Callaway, Brantly
4
Chang, Chia-Lin
4
Fulop, Andras
4
Heckman, James J.
4
Hsiao, Cheng
4
Jin, Sainan
4
Li, Kunpeng
4
Lieberman, Offer
4
Pesaran, M. Hashem
4
Sasaki, Yuya
4
Shephard, Neil G.
4
Shin, Yongcheol
4
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Published in...
All
Journal of econometrics
Applied economics
1,776
Applied economics letters
1,182
Economic modelling
881
Economics letters
762
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
747
European journal of operational research : EJOR
689
Energy economics
547
International review of economics & finance : IREF
495
Journal of banking & finance
487
Applied financial economics
461
Journal of international money and finance
455
Finance research letters
453
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
422
International journal of theoretical and applied finance
367
Journal of applied econometrics
366
Journal of economic dynamics & control
365
The North American journal of economics and finance : a journal of financial economics studies
350
International review of financial analysis
345
Insurance / Mathematics & economics
330
Labour economics : official journal of the European Association of Labour Economists
306
The American economic review
305
The empirical economics letters : a monthly international journal of economics
300
The review of economics and statistics
298
Journal of macroeconomics
283
Journal of empirical finance
281
Journal of financial economics
271
European economic review : EER
264
International journal of economics and finance
257
International journal of economics and financial issues : IJEFI
255
International journal of finance & economics : IJFE
251
Journal of international financial markets, institutions & money
250
Economics of education review
247
Research in international business and finance
236
The European journal of finance
232
The journal of futures markets
229
Journal of international economics
228
Journal of risk and financial management : JRFM
228
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
226
Quantitative finance
223
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Source
All
ECONIS (ZBW)
630
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1
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10
of
630
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1
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Employer policies and the immigrant-native earnings gap
Dostie, Benoît
;
Li, Jiang
;
Card, David E.
;
Parent, Daniel
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 544-567
Persistent link: https://www.econbiz.de/10014362659
Saved in:
8
Establishment age and wages
Schmieder, Johannes
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 424-442
Persistent link: https://www.econbiz.de/10014362628
Saved in:
9
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
10
Estimation and inference of treatment effects with L2-boosting in high-dimensional settings
Kueck, Jannis
;
Luo, Ye
;
Spindler, Martin
;
Wang, Zigan
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 714-731
Persistent link: https://www.econbiz.de/10014434364
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