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isPartOf:"Econometric reviews"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Regression analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
Regression analysis
Estimation
395
Schätzung
395
Theorie
111
Theory
111
Capital income
95
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95
Volatility
95
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Narayan, Paresh Kumar
5
Maasoumi, Esfandiar
3
Chan, Joshua
2
Devpura, Neluka
2
Harvey, David I.
2
Jawadi, Fredj
2
Leybourne, Stephen James
2
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2
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2
Teräsvirta, Timo
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Econometric reviews
Discussion paper series / IZA
Journal of international financial markets, institutions & money
Journal of econometrics
188
Applied economics
151
Economic modelling
143
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
127
Applied economics letters
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
Economics letters
100
International journal of forecasting
89
Energy economics
77
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
74
Journal of forecasting
61
International review of economics & finance : IREF
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54
The North American journal of economics and finance : a journal of financial economics studies
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Finance research letters
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The empirical economics letters : a monthly international journal of economics
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39
Journal of risk and financial management : JRFM
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Computational economics
34
International review of financial analysis
34
Journal of macroeconomics
34
Journal of banking & finance
33
International journal of finance & economics : IJFE
32
Journal of economic dynamics & control
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Macroeconomic dynamics
31
Journal of international money and finance
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Research in international business and finance
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Applied financial economics
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International journal of economics and finance
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Journal of financial econometrics
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Econometrics : open access journal
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International journal of economics and financial issues : IJEFI
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The econometrics journal
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Tourism economics : the business and finance of tourism and recreation
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International economic journal
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Cogent economics & finance
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ECONIS (ZBW)
84
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1
A unifying switching regime regression framework with applications in health economics
Marra, Giampiero
;
Radice, Rosalba
;
Zimmer, David
- In:
Econometric reviews
43
(
2024
)
1
,
pp. 52-70
Persistent link: https://www.econbiz.de/10014486391
Saved in:
2
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
3
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
4
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
5
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
6
Semiparametric spatial autoregressive models with nonlinear endogeneity
Sun, Yiguo
- In:
Econometric reviews
43
(
2024
)
6
,
pp. 434-451
Persistent link: https://www.econbiz.de/10014551539
Saved in:
7
Panel threshold model with covariate-dependent thresholds and unobserved individual-specific threshold effects
Yang, Lixiong
;
Chen, I-Po
;
Lee, Chingnun
;
Ren, Mingjian
- In:
Econometric reviews
43
(
2024
)
7
,
pp. 452-489
Persistent link: https://www.econbiz.de/10014551815
Saved in:
8
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico
;
Casini, Alessandro
;
Catania, Leopoldo
; …
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 281-306
Persistent link: https://www.econbiz.de/10014305507
Saved in:
9
Approximate state space modelling of unobserved fractional components
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10013167584
Saved in:
10
Terrorism and international stock returns
Narayan, Paresh Kumar
;
Narayan, Seema
;
Dinh Hoang Bach Phan
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013412765
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