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isPartOf:"Review of international economics"
subject:"Estimation"
~accessRights:"restricted"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Nichtparametrisches Verfahren"
~subject:"Stochastic process"
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Estimation
Nichtparametrisches Verfahren
Stochastic process
Theorie
217
Theory
217
Schätzung
64
Time series analysis
57
Zeitreihenanalyse
57
Forecasting model
46
Prognoseverfahren
46
Volatility
32
Volatilität
32
Bayes-Statistik
31
Bayesian inference
31
Nonparametric statistics
30
Stochastischer Prozess
27
Capital income
26
Kapitaleinkommen
26
Statistical distribution
22
Statistical test
22
Statistische Verteilung
22
Statistischer Test
22
Factor analysis
21
Faktorenanalyse
21
Markov chain
18
Markov-Kette
18
Causality analysis
17
Kausalanalyse
17
Portfolio selection
17
Portfolio-Management
17
Regression analysis
17
Regressionsanalyse
17
ARCH model
14
ARCH-Modell
14
VAR model
14
VAR-Modell
14
Panel
13
Panel study
13
Bootstrap approach
12
Bootstrap-Verfahren
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97
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97
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97
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English
97
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Horváth, Lajos
3
Marcellino, Massimiliano
3
Carrasco, Marine
2
Chan, Joshua
2
Gunawan, David
2
Kohn, Robert
2
Lian, Heng
2
Ravazzolo, Francesco
2
Rice, Gregory
2
Rossi, Barbara
2
Schienle, Melanie
2
Van Keilegom, Ingrid
2
Venditti, Fabrizio
2
Yamauchi, Yuta
2
Aastveit, Knut Are
1
Abowd, John M.
1
Ahn, Hie Joo
1
Ameriks, John
1
Amir Ahmadi, Pooyan
1
An, Yonghong
1
Anzarut, Michelle
1
Ao, Wallice
1
Arvanitis, Stelios
1
Augustyniak, Maciej
1
Barassi, Marco R.
1
Bauwens, Luc
1
Beare, Brendan K.
1
Bertsche, Dominik
1
Beyhum, Jad
1
Bia, Michela
1
Bianchi, Daniele
1
Bissonnette, Luc
1
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1
Bloemen, Hans G.
1
Bohn Nielsen, Heino
1
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1
Braun, Robin
1
Bresser, Jochem de
1
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1
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Review of international economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
European journal of operational research : EJOR
330
Discussion paper / Centre for Economic Policy Research
283
Working paper / National Bureau of Economic Research, Inc.
175
Economic modelling
143
Journal of econometrics
142
SpringerLink / Bücher
137
Discussion papers / CEPR
133
Economics letters
127
Journal of economic dynamics & control
103
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
103
Applied economics
95
Insurance / Mathematics & economics
94
Computers & operations research : and their applications to problems of world concern ; an international journal
91
Operations research
89
International journal of production research
88
International review of economics & finance : IREF
85
Finance research letters
83
Quantitative finance
79
Applied economics letters
75
International journal of forecasting
73
Energy economics
72
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
71
Journal of empirical finance
70
Management science : journal of the Institute for Operations Research and the Management Sciences
68
Journal of banking & finance
63
Macroeconomic dynamics
62
The North American journal of economics and finance : a journal of financial economics studies
60
Journal of international money and finance
59
Operations research letters
59
Journal of macroeconomics
58
Computational economics
53
Mathematics of operations research
53
International review of financial analysis
52
Econometric reviews
48
Transportation research / E : an international journal
45
Journal of financial economics
44
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
44
Journal of monetary economics
40
European economic review : EER
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ECONIS (ZBW)
97
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61
On the identification of fractionally cointegrated VAR models with the F(d) condition
Carlini, Federico
;
Santucci de Magistris, Paolo
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 134-146
Persistent link: https://www.econbiz.de/10012176555
Saved in:
62
A factor-adjusted multiple testing procedure with application to mutual fund selection
Lan, Wei
;
Du, Lilun
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 147-157
Persistent link: https://www.econbiz.de/10012176556
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63
Homothetic efficiency : theory and applications
Heufer, Jan
;
Hjertstrand, Per
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 235-247
Persistent link: https://www.econbiz.de/10012176615
Saved in:
64
Behavioral heterogeneity in U.S. inflation dynamics
Cornea-Madeira, Adriana
;
Hommes, Cars H.
;
Massaro, Domenico
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 288-300
Persistent link: https://www.econbiz.de/10012176631
Saved in:
65
Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
66
Modeling endogenous mobility in earnings determination
Abowd, John M.
;
McKinney, Kevin L.
;
Schmutte, Ian M.
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 405-418
Persistent link: https://www.econbiz.de/10012178184
Saved in:
67
Collective labor supply, taxes, and intrahousehold allocation : an empirical approach
Bloemen, Hans G.
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 471-483
Persistent link: https://www.econbiz.de/10012178189
Saved in:
68
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
69
Stochastic spanning
Arvanitis, Stelios
;
Hallam, Mark
;
Post, Thierry
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 573-585
Persistent link: https://www.econbiz.de/10012178998
Saved in:
70
A new approach to volatility modeling : the factorial hidden Markov volatility model
Augustyniak, Maciej
;
Bauwens, Luc
;
Dufays, Arnaud
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 696-709
Persistent link: https://www.econbiz.de/10012179366
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