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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of financial economics"
~isPartOf:"The review of economics and statistics"
~language:"eng"
~subject:"Anlageverhalten"
~subject:"Initial public offering"
~subject:"United States"
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Capital income
Zeitreihenanalyse
Anlageverhalten
Initial public offering
United States
Theorie
2,233
Theory
2,233
Estimation theory
418
Schätztheorie
418
USA
371
Time series analysis
250
Estimation
217
Schätzung
217
CAPM
166
Kapitaleinkommen
135
Börsenkurs
126
Share price
126
Portfolio selection
105
Portfolio-Management
105
Volatility
93
Volatilität
93
Risikoprämie
91
Risk premium
91
Regression analysis
82
Regressionsanalyse
82
Nichtparametrisches Verfahren
80
Nonparametric statistics
80
Forecasting model
76
Prognoseverfahren
76
Risk
74
Risiko
72
Capital structure
71
Kapitalstruktur
71
Statistical test
71
Statistischer Test
71
Asymmetric information
64
Asymmetrische Information
63
Stochastic process
62
Stochastischer Prozess
62
Einheitswurzeltest
56
Unit root test
56
Yield curve
56
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Undetermined
133
Free
3
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Article
763
Book / Working Paper
2
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Article in journal
762
Aufsatz in Zeitschrift
762
Collection of articles of several authors
4
Sammelwerk
4
Conference proceedings
3
Konferenzschrift
3
Conference paper
2
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2
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1
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Phillips, Peter C. B.
11
Hong, Yongmiao
8
Saikkonen, Pentti
7
Diebold, Francis X.
5
Longstaff, Francis A.
5
Lütkepohl, Helmut
5
Park, Joon Y.
5
Pedersen, Lasse Heje
5
Bierens, Herman J.
4
Chambers, Marcus J.
4
Fama, Eugene F.
4
Ferson, Wayne E.
4
Hong, Harrison G.
4
Johansen, Søren
4
Jong, Robert M. de
4
Linton, Oliver
4
Lo, Andrew W.
4
Robinson, Peter M.
4
Vogelsang, Timothy J.
4
Wang, Qiying
4
Bandi, Federico M.
3
Bekaert, Geert
3
Bollerslev, Tim
3
Booth, James R.
3
Carroll, Chris
3
Chen, Bin
3
Choi, In
3
Forni, Mario
3
Franses, Philip Hans
3
Gao, Jiti
3
Grégoir, Stéphane
3
Harris, David
3
Harvey, Campbell R.
3
Heckman, James J.
3
Kim, Chang-jin
3
Lee, Tae-hwy
3
Lewbel, Arthur
3
Liu, Yan
3
Massa, Massimo
3
Meitz, Mika
3
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Econometric theory
Journal of financial economics
The review of economics and statistics
Working paper / National Bureau of Economic Research, Inc.
1,578
Economics letters
507
Discussion paper / Centre for Economic Policy Research
484
Journal of econometrics
445
NBER working paper series
413
European journal of operational research : EJOR
405
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
391
International journal of forecasting
372
The American economic review
338
Working paper
329
Applied economics
318
NBER Working Paper
315
Journal of banking & finance
312
The review of financial studies
301
The journal of finance : the journal of the American Finance Association
292
Journal of forecasting
288
Journal of economic dynamics & control
255
Discussion paper / Tinbergen Institute
254
American journal of agricultural economics
250
CESifo working papers
231
Journal of monetary economics
230
Computers & operations research : and their applications to problems of world concern ; an international journal
219
Economic modelling
209
Applied economics letters
200
Discussion paper series / IZA
196
Journal of political economy
196
Finance and economics discussion series
192
Journal of empirical finance
188
Journal of money, credit and banking : JMCB
180
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
175
Journal of applied econometrics
174
Southern economic journal
174
Econometric reviews
173
Finance research letters
172
International journal of production research
167
Management science : journal of the Institute for Operations Research and the Management Sciences
157
Journal of economic behavior & organization : JEBO
154
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ECONIS (ZBW)
765
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1
Central limit theory for combined cross section and time series with an application to aggregate productivity shocks
Hahn, Jinyong
;
Kuersteiner, Guido M.
;
Mazzocco, Maurizio
- In:
Econometric theory
40
(
2024
)
1
,
pp. 162-212
Persistent link: https://www.econbiz.de/10014484602
Saved in:
2
Unit root test with high-frequency data
Laurent, Sébastien
;
Shi, Shuping
- In:
Econometric theory
38
(
2022
)
1
,
pp. 113-171
Persistent link: https://www.econbiz.de/10013166119
Saved in:
3
Trend extraction from economic time series with missing observations by generalized Hodrick-Prescott filters
Yamada, Hiroshi
- In:
Econometric theory
38
(
2022
)
3
,
pp. 419-453
Persistent link: https://www.econbiz.de/10013269970
Saved in:
4
Disagreement about public information quality and informational price efficiency
Huang, Chong
;
Lunawat, Radhika
;
Wang, Qiguang
- In:
Journal of financial economics
152
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014452130
Saved in:
5
Credible school value-added with undersubscribed school lotteries
Angrist, Joshua D.
;
Hull, Peter
;
Pathak, Parag A.
; …
- In:
The review of economics and statistics
106
(
2024
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014517349
Saved in:
6
Micro uncertainty and asset prices
Herskovic, Bernard
;
Kind, Thilo
;
Kung, Howard
- In:
Journal of financial economics
149
(
2023
)
1
,
pp. 27-51
Persistent link: https://www.econbiz.de/10014331808
Saved in:
7
When large traders create noise
Glebkin, Sergei
;
Kuong, John Chi-Fong
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014462587
Saved in:
8
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
9
Sensitivity to calibrated parameters
Jørgensen, Thomas H.
- In:
The review of economics and statistics
105
(
2023
)
2
,
pp. 474-481
Persistent link: https://www.econbiz.de/10014296306
Saved in:
10
The two-margin problem in insurance markets
Geruso, Michael
;
Layton, Timothy J.
;
McCormack, Grace
; …
- In:
The review of economics and statistics
105
(
2023
)
2
,
pp. 237-257
Persistent link: https://www.econbiz.de/10014295599
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