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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~isPartOf:"Research in international business and finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Nichtparametrisches Verfahren"
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Kapitaleinkommen
Nichtparametrisches Verfahren
Estimation
998
Schätzung
993
Volatility
266
Volatilität
266
Theorie
246
Theory
246
Estimation theory
232
Schätztheorie
232
Capital income
209
Börsenkurs
207
Share price
207
Time series analysis
167
Zeitreihenanalyse
167
Aktienmarkt
141
Stock market
141
Forecasting model
131
Prognoseverfahren
131
Panel
125
Panel study
125
Nonparametric statistics
116
Regression analysis
111
Regressionsanalyse
111
USA
111
United States
111
ARCH model
109
ARCH-Modell
109
Welt
94
World
94
Cointegration
83
Kointegration
83
Portfolio selection
70
Portfolio-Management
70
Exchange rate
63
Wechselkurs
63
CAPM
60
VAR model
60
VAR-Modell
60
Spillover effect
55
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254
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1
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Article
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Conference paper
7
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7
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English
316
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Gupta, Rangan
11
Todorov, Viktor
10
Linton, Oliver
8
Bollerslev, Tim
6
Li, Jia
4
Phillips, Peter C. B.
4
Tauchen, George Eugene
4
Zaremba, Adam
4
Andersen, Torben
3
Balcilar, Mehmet
3
Cai, Zongwu
3
Chiang, Thomas C.
3
Dai, Zhifeng
3
Hau, Liya
3
Hoderlein, Stefan
3
Hsiao, Cheng
3
Lu, Xun
3
Paolella, Marc S.
3
Pierdzioch, Christian
3
Sun, Yiguo
3
Tiwari, Aviral Kumar
3
Vogt, Michael
3
Wohar, Mark E.
3
Xiu, Dacheng
3
Yang, Chunpeng
3
Zhou, Liyun
3
Zhu, Huiming
3
Abedin, Mohammad Zoynul
2
An, Yonghong
2
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Bouteska, Ahmed
2
Callaway, Brantly
2
Chen, Mei-Ping
2
Cho, Hoon
2
Ergemen, Yunus Emre
2
Fang, Ying
2
Gao, Jiti
2
Gouriéroux, Christian
2
Haiqing Xu
2
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Journal of econometrics
Research in international business and finance
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
152
Journal of banking & finance
142
International review of financial analysis
131
Applied economics
127
Journal of financial economics
127
International review of economics & finance : IREF
126
Journal of empirical finance
125
Applied economics letters
109
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
104
NBER working paper series
104
Economic modelling
97
Working paper / National Bureau of Economic Research, Inc.
94
Applied financial economics
88
Journal of international financial markets, institutions & money
81
Economics letters
80
NBER Working Paper
80
The European journal of finance
70
Pacific-Basin finance journal
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
Review of quantitative finance and accounting
61
Energy economics
60
Journal of international money and finance
53
Management science : journal of the Institute for Operations Research and the Management Sciences
52
Journal of risk and financial management : JRFM
50
Working paper
50
CESifo working papers
47
International journal of finance & economics : IJFE
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
CEMMAP working papers / Centre for Microdata Methods and Practice
43
International journal of economics and finance
42
Research paper series / Swiss Finance Institute
41
Discussion paper series / IZA
40
Finance and economics discussion series
39
Journal of financial markets
39
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
38
Cogent economics & finance
37
International journal of forecasting
37
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ECONIS (ZBW)
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311
Semiparametric efficient estimation of dynamic panel data models
Park, Byeong U.
;
Sickles, Robin C.
;
Simar, Léopold
- In:
Journal of econometrics
136
(
2007
)
1
,
pp. 281-301
Persistent link: https://www.econbiz.de/10003401658
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312
International evidence on the democrat premium and the presidentail cycle effect
Bohl, Martin T.
;
Gottschalk, Katrin
- In:
The North American journal of economics and finance : a …
17
(
2006
)
2
,
pp. 107-120
Persistent link: https://www.econbiz.de/10003334313
Saved in:
313
Residual log-periodogram inference for long-run relationships
Hassler, Uwe
;
Mármol, Francesc
;
Valasco, Carlos
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 165-207
Persistent link: https://www.econbiz.de/10003228637
Saved in:
314
A structural labour supply model with flexible preferences
Soest, Arthur van
;
Das, Marcel
;
Gong, Xiaodong
- In:
Journal of econometrics
107
(
2002
)
1/2
,
pp. 345-374
Persistent link: https://www.econbiz.de/10001651319
Saved in:
315
Economic tracking portfolios
Lamont, Owen A.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 161-184
Persistent link: https://www.econbiz.de/10001617161
Saved in:
316
The detection and estimation of long memory in stochastic volatility
Breidt, F. Jay
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 325-348
Persistent link: https://www.econbiz.de/10001336943
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