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subject:"Capital income"
subject:"Time series analysis"
~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
107
Schätztheorie
107
Zeitreihenanalyse
53
Estimation
24
Schätzung
24
Statistical test
19
Statistischer Test
19
ARCH model
18
ARCH-Modell
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8
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56
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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
Cai, Yuzhi
1
Canepa, Alessandra
1
Chen, Jie
1
Chiann, Chang
1
Cipollini, Fabrizio
1
Davidson, James E. H.
1
Demetrescu, Matei
1
Dola, Béchir
1
Dēmos, Antōnēs A.
1
Everaert, Gerdie
1
Feld, Martin
1
Gallo, Giampiero M.
1
Game, Aaron
1
González Olivares, Daniel
1
Granger, C. W. J.
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Guizar, Isai
1
Gungor, Sermin
1
Guo, Junjie
1
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1
Hafner, Christian M.
1
Han, Heejoon
1
Hassler, Uwe
1
Hecq, Alain W. J.
1
Hendry, David F.
1
Hong, Seok Young
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Journal of financial econometrics
Journal of time series econometrics
Journal of econometrics
333
Econometric theory
158
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
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ECONIS (ZBW)
56
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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
Jiang, Binyan
;
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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