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subject:"Capital income"
subject:"Time series analysis"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Journal of time series econometrics"
~subject:"Statistical distribution"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Capital income
Time series analysis
Statistical distribution
Estimation theory
107
Schätztheorie
107
Zeitreihenanalyse
53
Estimation
24
Schätzung
24
Statistical test
19
Statistischer Test
19
ARCH model
18
ARCH-Modell
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Statistische Verteilung
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Analysis of variance
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Varianzanalyse
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61
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Arvanitis, Stelios
2
Asai, Manabu
2
Kurozumi, Eiji
2
McElroy, Tucker
2
Peiris, Shelton
2
Politis, Dimitris N.
2
Skrobotov, Anton
2
Abadir, Karim Maher
1
Aleksandrov, Boris
1
Allen, David E.
1
Bardet, Jean-Marc
1
Bauwens, Luc
1
Born, Benjamin
1
Boubaker, Heni
1
Boudt, Kris
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Canepa, Alessandra
1
Chen, Jie
1
Chiann, Chang
1
Cipollini, Fabrizio
1
Cornilly, Dries
1
Dahl, Christian M.
1
Davidson, James E. H.
1
Demetrescu, Matei
1
Dola, Béchir
1
Dēmos, Antōnēs A.
1
Everaert, Gerdie
1
Feld, Martin
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Gallo, Giampiero M.
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Game, Aaron
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Granger, C. W. J.
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Guizar, Isai
1
Gungor, Sermin
1
Guo, Junjie
1
Gómez-Zaldívar, Manuel
1
Hafner, Christian M.
1
Han, Heejoon
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Journal of financial econometrics
Journal of time series econometrics
Journal of econometrics
380
Econometric theory
179
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
173
Economics letters
163
Econometric reviews
107
International journal of forecasting
73
Journal of forecasting
63
Applied economics letters
58
Econometrics : open access journal
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Journal of the American Statistical Association : JASA
51
Insurance / Mathematics & economics
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The econometrics journal
49
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
45
Applied economics
43
Computational economics
41
Economic modelling
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Journal of empirical finance
39
Journal of applied econometrics
32
Finance research letters
29
Journal of risk and financial management : JRFM
28
Oxford bulletin of economics and statistics
28
Statistics in transition : an international journal of the Polish Statistical Association
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Journal of banking & finance
23
The review of economics and statistics
19
European journal of operational research : EJOR
18
Journal of economic dynamics & control
18
Statistical papers
18
Journal of risk
17
Journal of macroeconomics
16
Journal of mathematical finance
16
Quantitative finance
15
The review of economic studies
15
Empirical economics : a quarterly journal of the Institute for Advanced Studies
14
Quantitative economics : QE ; journal of the Econometric Society
14
Risks : open access journal
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
8
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
9
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
10
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Tayanagi, Toshikazu
;
Kurozumi, Eiji
- In:
Journal of time series econometrics
15
(
2023
)
2
,
pp. 111-149
Persistent link: https://www.econbiz.de/10014465604
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