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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Annales d'économie et de statistique"
~isPartOf:"Journal of applied econometrics"
~person:"Bauwens, Luc"
~person:"Sibbertsen, Philipp"
~source:"econis"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Statistical distribution"
~subject:"Unit root test"
~type_genre:"Article in journal"
~type_genre:"Festschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Handbook"
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Capital income
Zeitreihenanalyse
Einheitswurzeltest
Estimation theory
Estimation
Statistical distribution
Unit root test
Theorie
5
Theory
5
Schätztheorie
2
Schätzung
2
Time series analysis
2
1996
1
ARCH model
1
ARCH-Modell
1
Autocorrelation
1
Autokorrelation
1
Bid-ask spread
1
Börsenkurs
1
Econometrics
1
Geld-Brief-Spanne
1
Industrial organization
1
Industrieökonomik
1
Kaufkraftparität
1
Market microstructure
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Markov chain
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Markov-Kette
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Marktmikrostruktur
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Microfoundations
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Mikrofundierung
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Multivariate Analyse
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Multivariate analysis
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New York Stock Exchange
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Nichtlineare Regression
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Nonlinear regression
1
Purchasing power parity
1
Share price
1
Statistical theory
1
Statistische Methodenlehre
1
USA
1
United States
1
Volatility
1
Volatilität
1
Welt
1
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Article in journal
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English
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Bauwens, Luc
Sibbertsen, Philipp
Gouriéroux, Christian
8
Baltagi, Badi H.
7
Pesaran, M. Hashem
6
Palm, Franz C.
5
Clark, Todd E.
4
Franses, Philip Hans
4
Ghysels, Eric
4
Koop, Gary
4
Lucas, André
4
Robert, Christian P.
4
Bertail, Patrice
3
Bruneau, Catherine
3
Clements, Michael P.
3
Deschamps, Jean-Philippe
3
Doz, Catherine
3
Hall, Stephen G.
3
Kapetanios, George
3
Koopman, Siem Jan
3
Langot, François
3
MacKinnon, James G.
3
Marcellino, Massimiliano
3
Osborn, Denise R.
3
Pagan, Adrian R.
3
Phillips, Peter C. B.
3
Psaradakis, Zacharias G.
3
Sola, Martin
3
Thomas, Alban
3
Trivedi, Pravin K.
3
Vries, Casper G. de
3
Vuong, Quang H.
3
Baillie, Richard
2
Banerjee, Anindya
2
Becker, Ralf
2
Berg, Gerard J. van den
2
Bianchi, Marco
2
Bloemen, Hans G.
2
Blundell, Richard W.
2
Boumahdi, Rachid
2
Carriero, Andrea
2
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Annales d'économie et de statistique
Journal of applied econometrics
Economics letters
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Advances in econometrics
1
Bayesian methods applied to time series data
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of financial markets
1
Journal of forecasting
1
Journal of risk and financial management : JRFM
1
L'hétérogénéité en économétrie : numéro spécial
1
Open economies review
1
Quantitative finance and economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Wiley handbooks in financial engineering and econometrics
1
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ECONIS (ZBW)
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1
The dynamics of real exchange rates : a reconsideration
Kaufmann, Hendrik
;
Heinen, Florian
;
Sibbertsen, Philipp
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 758-773
Persistent link: https://www.econbiz.de/10010414852
Saved in:
2
The logarithmic ACD model : an application to the bid-ask quote process of the NYSE stocks
Bauwens, Luc
;
Giot, Pierre
- In:
Annales d'économie et de statistique
(
2000
),
pp. 117-149
Persistent link: https://www.econbiz.de/10001543399
Saved in:
3
The "pathology" of the natural conjugate prior density in the regression model
Bauwens, Luc
- In:
Annales d'économie et de statistique
(
1991
),
pp. 49-64
Persistent link: https://www.econbiz.de/10001117091
Saved in:
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