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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~subject:"United States"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Festschrift"
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Capital income
Zeitreihenanalyse
United States
Wirtschaftswachstum
Theorie
1,589
Theory
1,589
Estimation theory
366
Schätztheorie
366
Time series analysis
324
Estimation
165
Schätzung
165
Nichtparametrisches Verfahren
139
Nonparametric statistics
139
Statistical test
127
Statistischer Test
127
Forecasting model
126
Prognoseverfahren
126
Volatility
124
Volatilität
124
Regression analysis
113
Regressionsanalyse
113
Stochastic process
103
Stochastischer Prozess
103
USA
92
Panel
91
Panel study
91
Bayes-Statistik
87
Bayesian inference
87
Ökonometrie
81
Econometrics
80
Statistical distribution
79
Statistische Verteilung
79
Method of moments
77
Momentenmethode
77
Cointegration
72
Kointegration
72
Monte Carlo simulation
72
Monte-Carlo-Simulation
72
Markov chain
71
Markov-Kette
71
Bootstrap approach
68
Bootstrap-Verfahren
68
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Undetermined
138
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Article
432
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9
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Aufsatz in Zeitschrift
Festschrift
Article in journal
440
Collection of articles of several authors
14
Sammelwerk
14
Konferenzschrift
8
Conference proceedings
5
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1
Conference paper
1
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English
441
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Phillips, Peter C. B.
16
Koop, Gary
10
Swanson, Norman R.
7
Yu, Jun
7
Mariano, Roberto S.
6
Xiao, Zhijie
6
Chen, Xiaohong
5
Diebold, Francis X.
5
Hallin, Marc
5
Steel, Mark F. J.
5
Taylor, Robert
5
Teräsvirta, Timo
5
Aït-Sahalia, Yacine
4
Barigozzi, Matteo
4
Chen, Rong
4
Fan, Yanqin
4
Franses, Philip Hans
4
Gonzalo, Jesús
4
Hong, Yongmiao
4
Liao, Yuan
4
Linton, Oliver
4
Lütkepohl, Helmut
4
McAleer, Michael
4
Park, Joon Y.
4
Perron, Benoit
4
Timmermann, Allan
4
Todorov, Viktor
4
Velasco, Carlos
4
Andersen, Torben
3
Bai, Jushan
3
Baillie, Richard
3
Bauwens, Luc
3
Breitung, Jörg
3
Chan, Joshua
3
Corradi, Valentina
3
Gouriéroux, Christian
3
Granger, C. W. J.
3
Hansen, Lars Peter
3
Harvey, Andrew C.
3
Hendry, David F.
3
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
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Journal of econometrics
Economics letters
550
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
394
European journal of operational research : EJOR
392
International journal of forecasting
375
Applied economics
354
The American economic review
331
Journal of forecasting
289
Economic modelling
288
Journal of banking & finance
277
The review of economics and statistics
265
The review of financial studies
263
Journal of monetary economics
260
The journal of finance : the journal of the American Finance Association
256
Journal of financial economics
244
American journal of agricultural economics
243
Journal of economic dynamics & control
241
Applied economics letters
235
Journal of macroeconomics
222
Computers & operations research : and their applications to problems of world concern ; an international journal
219
Econometric theory
201
Journal of political economy
201
Journal of applied econometrics
184
Macroeconomic dynamics
180
Journal of empirical finance
177
Journal of money, credit and banking : JMCB
175
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
173
Econometric reviews
169
International journal of production research
167
Southern economic journal
160
International economic review
157
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
154
Economic inquiry : journal of the Western Economic Association International
153
European economic review : EER
151
Finance research letters
147
Management science : journal of the Institute for Operations Research and the Management Sciences
141
Public choice
138
Journal of international money and finance
136
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
134
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
132
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ECONIS (ZBW)
441
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1
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441
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1
Canonical correlation-based model selection for the multilevel factors
Choi, In
;
Lin, Rui
;
Shin, Yongcheol
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
Saved in:
2
Group fused Lasso for large factor models with multiple structural breaks
Ma, Chenchen
;
Tu, Yundong
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 132-154
Persistent link: https://www.econbiz.de/10014340971
Saved in:
3
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
4
Testing for structural changes in large dimensional factor models via discrete Fourier transform
Fu, Zhonghao
;
Hong, Yongmiao
;
Wang, Xia
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 302-331
Persistent link: https://www.econbiz.de/10014341081
Saved in:
5
Time series analysis of COVID-19 infection curve : a change-point perspective
Jiang, Feiyu
;
Zhao, Zifeng
;
Shao, Xiaofeng
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10013472807
Saved in:
6
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
7
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
8
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
9
Vector copulas
Fan, Yanqin
;
Henry, Marc
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 128-150
Persistent link: https://www.econbiz.de/10014364686
Saved in:
10
Quasi score-driven models
Blasques, F.
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10014364807
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