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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"CORE Discussion Paper"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"IFS working paper"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"The review of economic studies"
~person:"Bauwens, Luc"
~person:"Chen, Xiaohong"
~person:"Meghir, Costas"
~person:"Phillips, Peter C. B."
~person:"Sibbertsen, Philipp"
~person:"Yu, Jun"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"IV-Schätzung"
~subject:"Statistical distribution"
~subject:"Theorie"
~subject:"Unit root test"
~type:"article"
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Capital income
Zeitreihenanalyse
Estimation theory
Estimation
IV-Schätzung
Statistical distribution
Theorie
Unit root test
Theory
12
Großbritannien
3
Schätztheorie
3
United Kingdom
3
Factor analysis
2
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2
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factor analysis
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12
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12
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Bauwens, Luc
Chen, Xiaohong
Meghir, Costas
Phillips, Peter C. B.
Sibbertsen, Philipp
Yu, Jun
Tirole, Jean
11
Maskin, Eric
9
Acemoglu, Daron
7
Bolton, Patrick
7
Postlewaite, Andrew
7
Aghion, Philippe
6
Antoine, Bertille
6
Blundell, Richard W.
6
Dewatripont, Mathias
6
Jehiel, Philippe
6
Matsuyama, Kiminori
6
Proulx, Kevin
6
Renault, Eric
6
Arellano, Manuel
5
Bernhardt, Dan
5
Bertola, Giuseppe
5
Bénabou, Roland
5
Epstein, Larry G.
5
Farhi, Emmanuel
5
Gagliardini, Patrick
5
Galor, Oded
5
Helpman, Elhanan
5
Laffont, Jean-Jacques
5
Martimort, David
5
Peters, Michael
5
Phelan, Christopher
5
Ray, Debraj
5
Samuelson, Larry
5
Abel, Andrew B.
4
Biais, Bruno
4
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4
Cho, In-Koo
4
Coate, Stephen
4
Cooper, Russell W.
4
Deneckere, Raymond J.
4
Gale, Douglas
4
Grossman, Gene M.
4
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4
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CORE Discussion Paper
Cowles Foundation discussion paper
IFS working paper
Journal of financial econometrics
The review of economic studies
Journal of econometrics
57
Econometric theory
35
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
30
Econometric reviews
12
The econometrics journal
11
Journal of applied econometrics
8
Economics letters
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Oxford bulletin of economics and statistics
6
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4
Annales d'économie et de statistique
3
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3
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3
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2
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2
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2
Finance research letters
2
International economic review
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
New Zealand economic papers
2
Research in economics : an international review of economics
2
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2
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2
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1
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1
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1
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1
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1
Bayesian methods applied to time series data
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Computers & operations research : and their applications to problems of world concern ; an international journal
1
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1
Econometrics
1
Economic inquiry : journal of the Western Economic Association International
1
Economic modelling
1
Economic time series with random walk and other nonstationary components
1
Economics beyond the millennium
1
Essays in honor of Cheng Hsiao
1
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ECONIS (ZBW)
12
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1
Common bubble detection in large dimensional financial systems
Chen, Ye
;
Phillips, Peter C. B.
;
Shi, Shuping
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 989-1063
Persistent link: https://www.econbiz.de/10014391455
Saved in:
2
Forecasting equity index volatility by measuring the linkage among component stocks
Qiu, Yue
;
Xie, Tian
;
Yu, Jun
;
Zhou, Qiankun
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 160-186
Persistent link: https://www.econbiz.de/10012878191
Saved in:
3
Causal change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping
;
Hurn, Stan
;
Phillips, Peter C. B.
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 158-180
Persistent link: https://www.econbiz.de/10012180414
Saved in:
4
Asymptotic efficiency of semiparametric two-step GMM
Ackerberg, Daniel A.
;
Chen, Xiaohong
;
Hahn, Jinyong
; …
- In:
The review of economic studies
81
(
2014
)
3
,
pp. 919-943
Persistent link: https://www.econbiz.de/10010485052
Saved in:
5
Collective labour supply : heterogeneity and non-participation
Blundell, Richard W.
;
Chiappori, Pierre-André
;
Magnac, …
- In:
The review of economic studies
74
(
2007
)
2
,
pp. 417-445
Persistent link: https://www.econbiz.de/10003431631
Saved in:
6
Wages, experience and seniority
Dustmann, Christian
;
Meghir, Costas
- In:
The review of economic studies
72
(
2005
)
1
,
pp. 77-108
Persistent link: https://www.econbiz.de/10002652296
Saved in:
7
Structural change tests in tail behaviour and the Asian crisis
Quintos, Carmela E.
;
Fan, Zhenhong
;
Phillips, Peter C. B.
- In:
The review of economic studies
68
(
2001
)
3
,
pp. 633-663
Persistent link: https://www.econbiz.de/10001608811
Saved in:
8
Consumer demand and the life-cycle allocation of household expenditures
Blundell, Richard W.
- In:
The review of economic studies
61
(
1994
)
1
,
pp. 57-80
Persistent link: https://www.econbiz.de/10001155412
Saved in:
9
Dynamic investment models and the firm's financial policy
Bond, Stephen
- In:
The review of economic studies
61
(
1994
)
2
,
pp. 197-222
Persistent link: https://www.econbiz.de/10001160744
Saved in:
10
Female labour supply and on-the-job search : an empirical model estimated using complementary data sets
Arellano, Manuel
- In:
The review of economic studies
59
(
1992
)
3
,
pp. 537-559
Persistent link: https://www.econbiz.de/10001129005
Saved in:
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