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subject:"Capital income"
subject:"Zeitreihenanalyse"
~accessRights:"free"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~subject:"Statistischer Test"
~subject:"Volatility"
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Capital income
Zeitreihenanalyse
Statistischer Test
Volatility
Theorie
346
Theory
346
Time series analysis
115
Estimation
76
Schätzung
76
Forecasting model
64
Prognoseverfahren
64
Statistical test
53
Nichtparametrisches Verfahren
50
Nonparametric statistics
50
Volatilität
50
Bayes-Statistik
48
Bayesian inference
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Stochastic process
42
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42
Statistical distribution
39
Statistische Verteilung
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38
Panel study
38
Factor analysis
37
Faktorenanalyse
37
Kapitaleinkommen
31
Regression analysis
31
Regressionsanalyse
31
Induktive Statistik
30
Statistical inference
30
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26
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VAR model
25
VAR-Modell
25
Method of moments
23
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23
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English
183
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Yu, Jun
5
Aït-Sahalia, Yacine
4
Barigozzi, Matteo
4
Chen, Rong
4
Hallin, Marc
4
Koop, Gary
4
Phillips, Peter C. B.
4
Asai, Manabu
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
Liao, Yuan
3
Linton, Oliver
3
Marcellino, Massimiliano
3
McAleer, Michael
3
Park, Joon Y.
3
Pettenuzzo, Davide
3
Schorfheide, Frank
3
Xiu, Dacheng
3
Zhang, Zhengjun
3
Blasques, Francisco
2
Boswijk, Herman Peter
2
Carriero, Andrea
2
Chang, Yoosoon
2
Christensen, Kim
2
Diebold, Francis X.
2
Fan, Yanqin
2
Herwartz, Helmut
2
Hong, Yongmiao
2
Kapetanios, George
2
Kim, Chang Sik
2
Koo, Bonsoo
2
Korobilis, Dimitris
2
Li, Yong
2
Lieberman, Offer
2
Liu, Xialu
2
Livieri, Giulia
2
Lu, Ye
2
Pelger, Markus
2
Perron, Benoit
2
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Journal of econometrics
NBER working paper series
391
NBER Working Paper
340
Working paper / National Bureau of Economic Research, Inc.
235
International journal of forecasting
227
Discussion paper / Tinbergen Institute
181
Finance research letters
161
Discussion paper / Centre for Economic Policy Research
158
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
144
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
141
Economics letters
136
CREATES research paper
118
Journal of empirical finance
109
Working paper
108
Applied economics
106
Economic modelling
105
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
102
CESifo working papers
99
Computational economics
98
Journal of banking & finance
93
Quantitative finance
90
International review of financial analysis
88
Research paper series / Swiss Finance Institute
88
International review of economics & finance : IREF
85
SFB 649 discussion paper
85
Energy economics
83
Journal of financial economics
81
Journal of risk and financial management : JRFM
80
Journal of forecasting
79
Working paper / Department of Econometrics and Business Statistics, Monash University
75
The North American journal of economics and finance : a journal of financial economics studies
73
Discussion papers / CEPR
72
Journal of economic dynamics & control
72
Discussion papers of interdisciplinary research project 373
68
Econometric reviews
68
Management science : journal of the Institute for Operations Research and the Management Sciences
65
Risks : open access journal
64
Econometrics : open access journal
63
Swiss Finance Institute Research Paper
60
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ECONIS (ZBW)
183
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1
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
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2
Canonical correlation-based model selection for the multilevel factors
Choi, In
;
Lin, Rui
;
Shin, Yongcheol
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
Saved in:
3
Group fused Lasso for large factor models with multiple structural breaks
Ma, Chenchen
;
Tu, Yundong
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 132-154
Persistent link: https://www.econbiz.de/10014340971
Saved in:
4
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
5
Testing for structural changes in large dimensional factor models via discrete Fourier transform
Fu, Zhonghao
;
Hong, Yongmiao
;
Wang, Xia
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 302-331
Persistent link: https://www.econbiz.de/10014341081
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6
Time series analysis of COVID-19 infection curve : a change-point perspective
Jiang, Feiyu
;
Zhao, Zifeng
;
Shao, Xiaofeng
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10013472807
Saved in:
7
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
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8
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
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9
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
10
Vector copulas
Fan, Yanqin
;
Henry, Marc
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 128-150
Persistent link: https://www.econbiz.de/10014364686
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