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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Bai, Jushan"
~person:"Diebold, Francis X."
~person:"Mills, Terence C."
~subject:"Schätztheorie"
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Capital income
Zeitreihenanalyse
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5
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5
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4
Factor analysis
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Bai, Jushan
Diebold, Francis X.
Mills, Terence C.
Andrews, Donald W. K.
18
Phillips, Peter C. B.
17
Newey, Whitney K.
14
Robinson, Peter M.
9
Horowitz, Joel
8
White, Halbert
7
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6
Ploberger, Werner
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5
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5
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5
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4
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4
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4
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4
Matzkin, Rosa L.
4
Nelson, Daniel B.
4
Perron, Pierre
4
Smith, Richard J.
4
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3
Gallant, A. Ronald
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Graham, Bryan S.
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Hahn, Jinyong
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Hirano, Keisuke
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Linton, Oliver
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Pakes, Ariel
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Park, Joon Y.
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2
Altonji, Joseph G.
2
Andersen, Torben
2
Arellano, Manuel
2
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2
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
11
Working paper / National Bureau of Economic Research, Inc.
10
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9
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Economics, econometrics and the link : essays in honor of Lawrence R. Klein
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Essays in honor of M. Hashem Pesaran : prediction and macro modeling
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Explorations in economic history : EEH
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Foundations and trends in econometrics
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Frontiers of economics in China : selected publications from Chinese universities
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Panel data models with interactive fixed effects
Bai, Jushan
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
4
,
pp. 1229-1279
Persistent link: https://www.econbiz.de/10003881957
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2
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
4
,
pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
Saved in:
3
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
4
Estimating and testing linear models with multiple structural changes
Bai, Jushan
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
1
,
pp. 47-78
Persistent link: https://www.econbiz.de/10001233472
Saved in:
5
Testing for parameter constancy in linear regressions : an empirical distribution function approach
Bai, Jushan
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
3
,
pp. 597-622
Persistent link: https://www.econbiz.de/10001199893
Saved in:
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