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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Chen, Rong"
~person:"Swanson, Norman R."
~subject:"Regressionsanalyse"
~subject:"United States"
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Capital income
Zeitreihenanalyse
Regressionsanalyse
United States
Theorie
21
Theory
21
Time series analysis
10
Forecasting model
8
Prognoseverfahren
8
Bootstrap approach
3
Bootstrap-Verfahren
3
Cointegration
3
Estimation theory
3
Kointegration
3
Schätztheorie
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Chen, Rong
Swanson, Norman R.
Phillips, Peter C. B.
20
Koop, Gary
10
Aït-Sahalia, Yacine
8
Xiao, Zhijie
8
Linton, Oliver
7
Timmermann, Allan
7
Yu, Jun
7
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6
Diebold, Francis X.
6
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6
Galvão Júnior, Antônio Fialho
6
Mariano, Roberto S.
6
Schwartz, Eduardo S.
6
Andersen, Torben
5
Bai, Jushan
5
Chen, Xiaohong
5
Hallin, Marc
5
Hong, Yongmiao
5
O'Hara, Maureen
5
Park, Joon Y.
5
Stambaugh, Robert F.
5
Steel, Mark F. J.
5
Stein, Jeremy C.
5
Taylor, Robert
5
Teräsvirta, Timo
5
Todorov, Viktor
5
Whang, Yoon-jae
5
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4
Barigozzi, Matteo
4
Bekaert, Geert
4
Corradi, Valentina
4
Engle, Robert F.
4
Fan, Yanqin
4
Franses, Philip Hans
4
Gonzalo, Jesús
4
Hansen, Lars Peter
4
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4
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4
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Journal of econometrics
The journal of finance : the journal of the American Finance Association
Working papers / Rutgers University, Department of Economics
21
Working papers / Federal Reserve Bank of Philadelphia, Research Department
4
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Macroeconomic dynamics
2
Applied financial economics
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
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1
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1
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1
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1
Econometric analysis of financial and economic time series ; part B
1
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1
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1
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1
International review of economics & finance : IREF
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of macroeconomics
1
Nonlinear time series analysis of business cycles
1
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1
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ECONIS (ZBW)
12
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1
Autoregressive models for matrix-valued time series
Chen, Rong
;
Xiao, Han
;
Yang, Dan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 539-560
Persistent link: https://www.econbiz.de/10012619734
Saved in:
2
Threshold factor models for high-dimensional time series
Liu, Xialu
;
Chen, Rong
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10012439636
Saved in:
3
Factor models for matrix-valued high-dimensional time series
Wang, Dong
;
Liu, Xialu
;
Chen, Rong
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 231-248
Persistent link: https://www.econbiz.de/10012139838
Saved in:
4
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
5
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
6
Testing for structural stability of factor augmented forecasting models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 100-118
Persistent link: https://www.econbiz.de/10010497112
Saved in:
7
Editorial: Causality, prediction, and specification analysis : recent advances and future directions
Chen, Xiaohong
;
Swanson, Norman R.
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10010497154
Saved in:
8
Forecasting financial and macroeconomic variables using data reduction methods : new empirical evidence
Kim, Hyun Hak
;
Swanson, Norman R.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 352-367
Persistent link: https://www.econbiz.de/10010256842
Saved in:
9
Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 304-324
Persistent link: https://www.econbiz.de/10009242123
Saved in:
10
Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 699-723
Persistent link: https://www.econbiz.de/10003412696
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