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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Gouriéroux, Christian"
~person:"Liao, Yuan"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
Zeitreihenanalyse
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7
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Gouriéroux, Christian
Liao, Yuan
Phillips, Peter C. B.
19
Yu, Jun
9
Koop, Gary
8
Swanson, Norman R.
7
Linton, Oliver
6
Mariano, Roberto S.
6
McAleer, Michael
6
Taylor, Robert
6
Xiao, Zhijie
6
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5
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5
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5
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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
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4
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4
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4
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4
Jong, Robert M. de
4
Lütkepohl, Helmut
4
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4
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4
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4
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3
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3
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International journal of theoretical and applied finance
Journal of econometrics
The journal of finance : the journal of the American Finance Association
Annales d'économie et de statistique
2
Econometric reviews
2
Annals of economics and statistics
1
Annual review of financial economics
1
Journal de la Société de Statistique de Paris
1
Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
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The review of financial studies
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ECONIS (ZBW)
9
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1
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
2
Sparse HP filter : finding kinks in the COVID-19 contact rate
Lee, Sokbae
;
Liao, Yuan
;
Seo, Myung Hwan
;
Shin, Youngki
- In:
Journal of econometrics
220
(
2021
)
1
,
pp. 158-180
Persistent link: https://www.econbiz.de/10012618477
Saved in:
3
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
4
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
5
Risks of large portfolios
Fan, Jianqing
;
Liao, Yuan
;
Shi, Xiaofeng
- In:
Journal of econometrics
186
(
2015
)
2
,
pp. 367-387
Persistent link: https://www.econbiz.de/10011349458
Saved in:
6
Econometric specification of stochastic discount factor models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 509-530
Persistent link: https://www.econbiz.de/10003412662
Saved in:
7
Kernel-based nonlinear canonical analysis and time reversibility
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 323-353
Persistent link: https://www.econbiz.de/10001956316
Saved in:
8
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
9
Rank tests for unit roots
Breitung, Jörg
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 7-27
Persistent link: https://www.econbiz.de/10001336803
Saved in:
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