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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The review of economics and statistics"
~subject:"ARCH model"
~subject:"Theory"
~type:"article"
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Kapitaleinkommen
ARCH model
Theory
Estimation
490
Schätzung
490
USA
203
United States
203
Theorie
190
Time series analysis
72
Zeitreihenanalyse
72
Estimation theory
55
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47
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36
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218
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Fabozzi, Frank J.
3
Franses, Philip Hans
3
Gupta, Rangan
3
Lanne, Markku
3
Chavas, Jean-Paul
2
Dueker, Michael
2
Fazzari, Steven M.
2
Jawadi, Fredj
2
Kaufmann, Sylvia
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Kim, Chang-jin
2
Maddala, Gangadharrao S.
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2
Morley, James C.
2
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2
Psaradakis, Zacharias G.
2
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2
Račev, Svetlozar T.
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Reichlin, Lucrezia
2
Sarkar, Saikat
2
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Sola, Martin
2
Steigerwald, Douglas G.
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Watson, Mark W.
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1
Abdelkhalek, Touhami
1
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1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The review of economics and statistics
Applied economics
433
Economic modelling
288
Applied economics letters
260
Economics letters
255
International review of economics & finance : IREF
232
Journal of banking & finance
227
Finance research letters
220
Journal of econometrics
210
Journal of international money and finance
200
International review of financial analysis
197
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
193
Journal of empirical finance
189
Applied financial economics
187
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
174
Journal of financial economics
170
Energy economics
162
The North American journal of economics and finance : a journal of financial economics studies
154
Journal of applied econometrics
147
Journal of economic dynamics & control
136
Journal of macroeconomics
126
Journal of international financial markets, institutions & money
123
The European journal of finance
117
International journal of forecasting
110
International journal of finance & economics : IJFE
109
The journal of finance : the journal of the American Finance Association
104
Journal of monetary economics
100
Research in international business and finance
97
Macroeconomic dynamics
95
Journal of forecasting
94
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
93
European economic review : EER
91
Journal of international economics
89
International journal of economics and finance
87
Journal of urban economics
86
Pacific-Basin finance journal
86
Journal of money, credit and banking : JMCB
85
Journal of risk and financial management : JRFM
84
Review of quantitative finance and accounting
84
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ECONIS (ZBW)
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1
On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
Saved in:
2
Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration
Murasawa, Yasutomo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 387-415
Persistent link: https://www.econbiz.de/10013334834
Saved in:
3
Time-varying threshold cointegration with an application to the Fisher hypothesis
Yang, Lixiong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 257-274
Persistent link: https://www.econbiz.de/10013334720
Saved in:
4
Testing the presence of implicit hiring quotas with application to German universities
Janys, Lena
- In:
The review of economics and statistics
106
(
2024
)
3
,
pp. 627-637
Persistent link: https://www.econbiz.de/10014557896
Saved in:
5
Financial constraints and propagation of shocks in production networks
Demir, Banu
;
Javorcik, Beata K. Smarzynska
;
Michalski, …
- In:
The review of economics and statistics
106
(
2024
)
2
,
pp. 437-454
Persistent link: https://www.econbiz.de/10014536842
Saved in:
6
Testing the dimensionality of policy shocks
Li, Jia
;
Todorov, Viktor
;
Zhang, Qiushi
- In:
The review of economics and statistics
106
(
2024
)
2
,
pp. 470-482
Persistent link: https://www.econbiz.de/10014536844
Saved in:
7
Norms, enforcement, and tax evasion
Besley, Timothy
;
Jensen, Anders
;
Persson, Torsten
- In:
The review of economics and statistics
105
(
2023
)
4
,
pp. 998-1007
Persistent link: https://www.econbiz.de/10014334395
Saved in:
8
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
9
Bidirectional volatility transmission between stocks and bond in East Asia : the quantile estimates based on wavelets
Živkov, Dejan
;
Kovačević, Jelena
;
Stankov, Biljana
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10014288820
Saved in:
10
Consumption, aggregate wealth and expected stock returns : a quantile cointegration approach
Quineche, Ricardo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
5
,
pp. 693-703
Persistent link: https://www.econbiz.de/10013554939
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