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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"ARCH model"
~subject:"Regressionsanalyse"
~type_genre:"Article in journal"
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ARCH model
Regressionsanalyse
Estimation theory
1,600
Schätztheorie
1,600
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1,588
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
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Francq, Christian
12
Linton, Oliver
12
Phillips, Peter C. B.
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Chen, Songnian
10
Park, Joon Y.
9
Zakoïan, Jean-Michel
9
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8
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8
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7
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7
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6
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6
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6
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6
Hidalgo, Javier
6
Lee, Ji Hyung
6
Li, Qi
6
Robinson, Peter M.
6
Taylor, Robert
6
Zhu, Ke
6
Bai, Jushan
5
Bollerslev, Tim
5
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5
Hansen, Christian Bailey
5
Hong, Yongmiao
5
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5
Mammen, Enno
5
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5
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5
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4
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4
Dufour, Jean-Marie
4
Fan, Jianqing
4
Fan, Yanqin
4
Florens, Jean-Pierre
4
Hallin, Marc
4
Khalaf, Lynda
4
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Journal of econometrics
Energy economics
337
Economics letters
312
Applied economics
304
Finance research letters
273
Economic modelling
249
Econometric theory
227
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
204
International journal of forecasting
186
Applied economics letters
185
International review of financial analysis
177
Journal of empirical finance
165
Research in international business and finance
159
Econometric reviews
158
International review of economics & finance : IREF
158
The North American journal of economics and finance : a journal of financial economics studies
148
Journal of forecasting
144
Journal of banking & finance
142
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
135
Journal of risk and financial management : JRFM
135
Journal of international financial markets, institutions & money
123
The econometrics journal
117
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
113
Journal of the American Statistical Association : JASA
111
Applied financial economics
110
Journal of applied econometrics
92
International Journal of Energy Economics and Policy : IJEEP
91
The European journal of finance
89
Computational economics
84
European journal of operational research : EJOR
84
Journal of financial econometrics : official journal of the Society for Financial Econometrics
83
The journal of futures markets
83
The empirical economics letters : a monthly international journal of economics
72
Cogent economics & finance
71
International journal of economics and finance
71
International journal of finance & economics : IJFE
70
Risks : open access journal
68
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
International journal of economics and financial issues : IJEFI
67
Journal of international money and finance
63
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ECONIS (ZBW)
591
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1
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591
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1
Approximate factor models with weaker loadings
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
Saved in:
2
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
3
Asymptotic properties of Bayesian inference in linear regression with a structural break
Shimizu, Kenichi
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 202-219
Persistent link: https://www.econbiz.de/10014434390
Saved in:
4
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:
5
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
6
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1447-1463
Persistent link: https://www.econbiz.de/10014471400
Saved in:
7
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471517
Saved in:
8
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
9
Identification and estimation of triangular models with a binary treatment
Pereda-Fernández, Santiago
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 585-623
Persistent link: https://www.econbiz.de/10014434353
Saved in:
10
Isotonic regression discontinuity designs
Babii, Andrii
;
Kumar, Rohit
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 371-393
Persistent link: https://www.econbiz.de/10014434339
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