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subject:"Zeitreihenanalyse"
~isPartOf:"Econometric reviews"
~subject:"Capital income"
~subject:"Forecasting model"
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Zeitreihenanalyse
Capital income
Forecasting model
Estimation
85
Schätzung
85
Estimation theory
44
Schätztheorie
44
Theorie
33
Theory
33
Time series analysis
26
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
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19
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17
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panel data
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Jawadi, Fredj
2
Veiga, Helena
2
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1
Allen, David E.
1
Amado, Cristina
1
Ando, Tomohiro
1
Antoch, Jaromír
1
Asai, Manabu
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1
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1
Bu, Ruijun
1
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1
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Catania, Leopoldo
1
Chan, Joshua
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1
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Econometric reviews
Finance research letters
200
Applied economics
145
Economic modelling
137
International review of economics & finance : IREF
123
Journal of econometrics
122
International review of financial analysis
114
International journal of forecasting
113
Energy economics
112
Journal of banking & finance
104
The North American journal of economics and finance : a journal of financial economics studies
103
Journal of empirical finance
95
Applied economics letters
94
Journal of financial economics
85
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Discussion paper / Centre for Economic Policy Research
77
Economics letters
74
Research in international business and finance
73
Pacific-Basin finance journal
69
Journal of international financial markets, institutions & money
66
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
Journal of international money and finance
55
Discussion papers / CEPR
54
Journal of economic dynamics & control
49
Management science : journal of the Institute for Operations Research and the Management Sciences
45
Journal of forecasting
44
International journal of finance & economics : IJFE
43
Review of quantitative finance and accounting
42
The European journal of finance
40
International journal of economics and finance
35
Journal of financial markets
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Working paper / National Bureau of Economic Research, Inc.
35
Journal of financial econometrics
33
Quantitative finance
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Computational economics
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
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A Monte Carlo investigation of unit root tests and long memory in detecting mean reversion in I(0) regime switching, structural break, and nonlinear data
Smallwood, Aaron D.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 986-1012
Persistent link: https://www.econbiz.de/10011590992
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32
Conditionally efficient estimation of long-run relationships using mixed-frequency time series
Miller, J. Isaac
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1142-1171
Persistent link: https://www.econbiz.de/10011591156
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33
A general quantile function model for economic and financial time series
Cai, Yuzhi
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1173-1193
Persistent link: https://www.econbiz.de/10011591169
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34
A (semi)parametric functional coefficient logarithmic autoregressive conditional duration model
Fernandes, Marcelo
;
Medeiros, Marcelo C.
;
Veiga, Alvaro
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1221-1250
Persistent link: https://www.econbiz.de/10011591186
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35
Semiparametric autoregressive conditional duration model : theory and practice
Saart, Patrick W.
;
Gao, Jiti
;
Allen, David E.
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 849-881
Persistent link: https://www.econbiz.de/10011483396
Saved in:
36
Local linear estimation of a nonparametric cointegration model
Liang, Zhongwen
;
Lin, Zhongjian
;
Hsiao, Cheng
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 882-906
Persistent link: https://www.econbiz.de/10011483398
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