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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Economics letters"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of economic behavior & organization : JEBO"
~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Anlageverhalten"
~subject:"Forecasting model"
~subject:"Game theory"
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Capital income
Zeitreihenanalyse
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Forecasting model
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Theorie
9,712
Theory
9,712
USA
704
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703
Estimation
567
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566
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Franses, Philip Hans
13
Hong, Harrison G.
9
Clements, Michael P.
7
Ferson, Wayne E.
7
Peel, David
7
Stambaugh, Robert F.
7
Clark, Todd E.
6
Güth, Werner
6
Harvey, Campbell R.
6
Hecq, Alain W. J.
6
Westerhoff, Frank H.
6
Wright, Jonathan H.
6
Diebold, Francis X.
5
Hassler, Uwe
5
Koop, Gary
5
Kuan, Chung-ming
5
Pedersen, Lasse Heje
5
Pesaran, M. Hashem
5
Schmidt, Peter
5
Shin, Yongcheol
5
Sibbertsen, Philipp
5
Stahl, Dale O.
5
Xiong, Wei
5
Barberis, Nicholas
4
Brennan, Michael J.
4
Fama, Eugene F.
4
Hall, Stephen G.
4
Koopman, Siem Jan
4
Lee, Junsoo
4
Marcellino, Massimiliano
4
Rapoport, Amnon
4
Schmitt, Noemi
4
Subrahmanyam, Avanidhar
4
Timmermann, Allan
4
Whitelaw, Robert F.
4
Zwinkels, Remco C. J.
4
Ōgaki, Masao
4
Alós-Ferrer, Carlos
3
Aït-Sahalia, Yacine
3
Backus, David
3
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Economics letters
Journal of applied econometrics
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731
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668
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The American economic review
166
European journal of operational research : EJOR
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Econometric reviews
163
The review of financial studies
161
Applied economics letters
159
CORE discussion paper : DP
149
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
143
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
140
Computational economics
139
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ECONIS (ZBW)
1,271
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1
Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 857-877
Persistent link: https://www.econbiz.de/10014432197
Saved in:
2
Nowcasting from cross-sectionally dependent panels
Fosten, Jack
;
Nandi, Shaoni
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 898-919
Persistent link: https://www.econbiz.de/10014432199
Saved in:
3
General Bayesian time-varying parameter vector autoregressions for modeling government bond yields
Fischer, Manfred M.
;
Hauzenberger, Niko
;
Huber, Florian
; …
- In:
Journal of applied econometrics
38
(
2023
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10014287924
Saved in:
4
Density forecasting with Bayesian Vector Autoregressive models under macroeconomic data uncertainty
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of applied econometrics
38
(
2023
)
2
,
pp. 164-185
Persistent link: https://www.econbiz.de/10014287961
Saved in:
5
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
Klein, Nadja
;
Smith, Michael S.
;
Nott, David J.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 493-511
Persistent link: https://www.econbiz.de/10014288014
Saved in:
6
Subspace shrinkage in conjugate Bayesian vector autoregressions
Huber, Florian
;
Koop, Gary
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 556-576
Persistent link: https://www.econbiz.de/10014288019
Saved in:
7
Forecast uncertainty, disagreement, and the linear pool
Knüppel, Malte
;
Krüger, Fabian
- In:
Journal of applied econometrics
37
(
2022
)
1
,
pp. 23-41
Persistent link: https://www.econbiz.de/10013165163
Saved in:
8
Forecasting low-frequency macroeconomic events with high-frequency data
Galvão, Ana Beatriz C.
;
Owyang, Michael T.
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1314-1333
Persistent link: https://www.econbiz.de/10013473971
Saved in:
9
Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
Saved in:
10
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
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