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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
subject:"Theorie"
~accessRights:"restricted"
~isPartOf:"Economic modelling"
~subject:"Faktorenanalyse"
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Theorie
Faktorenanalyse
Estimation
694
Schätzung
694
Theory
192
Time series analysis
116
Zeitreihenanalyse
116
Volatility
114
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114
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105
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105
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Jiang, Cuixia
3
Xu, Qifa
3
Apergēs, Nikolaos
2
Arčabić, Vladimir
2
Carrasco, Marine
2
Casarin, Roberto
2
Chan, Joshua
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Economic modelling
Discussion paper / Centre for Economic Policy Research
269
Working paper / National Bureau of Economic Research, Inc.
157
Discussion papers / CEPR
132
Economics letters
105
SpringerLink / Bücher
97
Journal of econometrics
95
Applied economics
92
International review of economics & finance : IREF
84
Journal of economic dynamics & control
83
Finance research letters
80
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
79
Applied economics letters
72
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
International journal of forecasting
62
Journal of international money and finance
61
Journal of empirical finance
58
Macroeconomic dynamics
58
Journal of macroeconomics
56
Journal of banking & finance
54
The North American journal of economics and finance : a journal of financial economics studies
54
Energy economics
51
International review of financial analysis
48
Journal of financial economics
42
Journal of monetary economics
40
European economic review : EER
38
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Econometric reviews
34
Journal of international economics
34
Journal of applied econometrics
31
Springer eBook Collection / Business and Economics
31
Review of economic dynamics
30
Quantitative finance
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
International journal of finance & economics : IJFE
26
The European journal of finance
26
Computational economics
25
European journal of operational research : EJOR
25
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ECONIS (ZBW)
202
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1
Homogeneity and sparsity analysis for high-dimensional panel data models
Wang, Wu
;
Zhu, Zhongyi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 26-35
Persistent link: https://www.econbiz.de/10014448669
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2
Identification of time-varying factor models
Cheung, Ying Lun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 76-94
Persistent link: https://www.econbiz.de/10014449828
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3
On bivariate time-varying price staleness
Zhu, Haibin
;
Liu, Zhi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 229-242
Persistent link: https://www.econbiz.de/10014449902
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4
Market price determination : Interpreting quote order imbalance under zero-profit equilibrium
Long, Yunshen
;
Yan, Jingzhou
;
Wu, Liang
;
Long, Xingchen
- In:
Economic modelling
134
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014548479
Saved in:
5
Bootstrap inference for panel data quantile regression
Galvão Júnior, Antônio Fialho
;
Parker, Thomas
;
Xiao, …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 628-639
Persistent link: https://www.econbiz.de/10015053434
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6
Powerful backtests for historical simulation expected shortfall models
Du, Zaichao
;
Pei, Pei
;
Wang, Xuhui
;
Yang, Tao
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 864-874
Persistent link: https://www.econbiz.de/10015053499
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7
Tests for jumps in yield spreads
Winkelmann, Lars
;
Yao, Wenying
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 946-957
Persistent link: https://www.econbiz.de/10015053510
Saved in:
8
GDP solera : the ideal vintage mix
Almuzara, Martín
;
Amengual, Dante
;
Fiorentini, Gabriele
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 984-997
Persistent link: https://www.econbiz.de/10015053515
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9
What drives industrial energy prices?
Camacho, Maximo
;
Caro, Angela
;
Peña, Daniel
- In:
Economic modelling
120
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014384004
Saved in:
10
Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui
;
Huang, Difang
;
Li, Chen
;
Li, Luyang
- In:
Economic modelling
120
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014384127
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