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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Encyclopedia of economics research ; Vol. 1"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Engle, Robert F."
~person:"Mills, Terence C."
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Capital income
Zeitreihenanalyse
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Engle, Robert F.
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Encyclopedia of economics research ; Vol. 1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Department of Economics, University of California San Diego
10
Working paper / National Bureau of Economic Research, Inc.
9
Economic research paper / Loughborough University, Department of Economics
5
Working paper series / University of Zurich, Department of Economics
5
NBER Working Paper
4
NBER working paper series
4
Advanced texts in econometrics
3
Bulletin of economic research
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Palgrave texts in econometrics
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
Journal of econometrics
2
Journal of economic surveys
2
Journal of forecasting
2
Oxford bulletin of economics and statistics
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Advances in futures and options research : a research annual
1
Applied economics
1
Applied financial economics
1
Econometrics : open access journal
1
Economic forecasting
1
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
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Economics discussion paper series / Loughborough University, Department of Economics
1
Explorations in economic history : EEH
1
Georgetown McDonough School of Business Research Paper
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HKUST Business School Research Paper
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Handbook of econometrics ; Vol. 4
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International journal of finance & economics : IJFE
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Journal of applied econometrics
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Journal of economic literature
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Journal of international money and finance
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Journal of monetary economics
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Journal of the Royal Statistical Society
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Modern perspectives on the gold standard
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ECONIS (ZBW)
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1
Large dynamic covariance matrices
Engle, Robert F.
;
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 363-375
Persistent link: https://www.econbiz.de/10012178181
Saved in:
2
Signal and noise decomposition of nonstationary time series
Mills, Terence C.
-
2012
Persistent link: https://www.econbiz.de/10009579894
Saved in:
3
Testing and valuing dynamic correlations for asset allocation
Engle, Robert F.
;
Colacito, Riccardo
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 238-253
Persistent link: https://www.econbiz.de/10003317174
Saved in:
4
CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Saved in:
5
Testing for common features
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
4
,
pp. 369-380
Persistent link: https://www.econbiz.de/10001155992
Saved in:
6
Semiparametric ARCH models
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
4
,
pp. 345-359
Persistent link: https://www.econbiz.de/10001113395
Saved in:
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