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subject:"Capital income"
subject:"Time series analysis"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Journal of time series econometrics"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Capital income
Time series analysis
Estimation theory
828
Schätztheorie
828
Theorie
285
Theory
285
Zeitreihenanalyse
210
Nichtparametrisches Verfahren
107
Nonparametric statistics
107
Regression analysis
101
Regressionsanalyse
101
Statistical test
61
Statistischer Test
61
ARCH model
53
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53
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51
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51
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37
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37
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33
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33
Cointegration
32
Kointegration
32
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30
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30
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30
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30
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28
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28
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27
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27
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25
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25
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24
Panel study
24
Correlation
22
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22
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22
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214
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Phillips, Peter C. B.
7
Politis, Dimitris N.
5
Chan, Ngai Hang
4
Johansen, Søren
4
Leybourne, Stephen James
4
Peng, Liang
4
Cavaliere, Giuseppe
3
Chambers, Marcus J.
3
Gao, Jiti
3
Grégoir, Stéphane
3
McElroy, Tucker
3
Nielsen, Morten Ørregaard
3
Saikkonen, Pentti
3
Seo, Won-Ki
3
Taylor, Robert
3
Zhang, Rongmao
3
Arvanitis, Stelios
2
Asai, Manabu
2
Breitung, Jörg
2
Chen, Xiaohong
2
Georgiev, Iliyan
2
Ghysels, Eric
2
Hafner, Christian M.
2
Harris, David
2
Hidalgo, Javier
2
Hong, Yongmiao
2
Inoue, Atsushi
2
Jong, Robert M. de
2
Kanaya, Shin
2
Kuersteiner, Guido M.
2
Kurozumi, Eiji
2
Li, Deyuan
2
Lieberman, Offer
2
Linton, Oliver
2
Lucas, André
2
McCabe, Brendan Peter Martin
2
Paparoditis, Efstathios
2
Peiris, Shelton
2
Perron, Pierre
2
Poskitt, Donald Stephen
2
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Econometric theory
Journal of financial econometrics
Journal of time series econometrics
Journal of econometrics
333
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
Economics letters
142
Econometric reviews
88
International journal of forecasting
65
Journal of forecasting
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Applied economics letters
52
Econometrics : open access journal
50
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
The econometrics journal
38
Economic modelling
37
Applied economics
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Journal of the American Statistical Association : JASA
35
Computational economics
34
Journal of empirical finance
34
Journal of applied econometrics
32
Finance research letters
24
Oxford bulletin of economics and statistics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of risk and financial management : JRFM
22
Journal of banking & finance
18
The review of economics and statistics
18
Journal of economic dynamics & control
17
Journal of macroeconomics
15
The review of economic studies
15
International journal of economics and financial issues : IJEFI
13
The North American journal of economics and finance : a journal of financial economics studies
13
Quantitative economics : QE ; journal of the Econometric Society
12
Quantitative finance
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Insurance / Mathematics & economics
11
Journal of quantitative economics
11
Journal of mathematical finance
10
Journal of risk
10
Theoretical economics letters
10
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ECONIS (ZBW)
214
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214
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1
Limit theory for locally flat functional coefficient regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Econometric theory
39
(
2023
)
5
,
pp. 900-949
Persistent link: https://www.econbiz.de/10014436589
Saved in:
2
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Saved in:
3
Granger causality testing in high-dimensional VARs : a post-double-selection procedure
Hecq, Alain W. J.
;
Margaritella, Luca
;
Smeekes, Stephan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 915-958
Persistent link: https://www.econbiz.de/10014314841
Saved in:
4
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
5
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
Saved in:
6
Adaptation for nonparametric estimators of locally stationary processes
Dahlhaus, Rainer
;
Richter, Stefan
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1123-1153
Persistent link: https://www.econbiz.de/10014465367
Saved in:
7
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
8
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
9
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
10
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
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