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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"afr"
~language:"eng"
~person:"Christiano, Lawrence J."
~person:"Gregory, Allan W."
~person:"Lütkepohl, Helmut"
~person:"Post, Thierry"
~person:"Yitzhaki, Shlomo"
~subject:"Konjunktur"
~subject:"Theorie"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
United States
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Theory
18
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7
Statistische Methodenlehre
7
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7
Estimation theory
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6
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3
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Christiano, Lawrence J.
Gregory, Allan W.
Lütkepohl, Helmut
Post, Thierry
Yitzhaki, Shlomo
Ghysels, Eric
8
Koop, Gary
7
Diebold, Francis X.
6
Engle, Robert F.
6
Hall, Alastair R.
6
Imbens, Guido
6
Leybourne, Stephen James
6
Steel, Mark F. J.
6
Andrews, Donald W. K.
5
Harvey, Andrew C.
5
Li, Wai Keung
5
Lucas, André
5
Taylor, Robert
5
Timmermann, Allan
5
Bauwens, Luc
4
Clark, Todd E.
4
Hamilton, James D.
4
Hansen, Bruce E.
4
Koopman, Siem Jan
4
Lanne, Markku
4
Lesage, James P.
4
Marcellino, Massimiliano
4
McCabe, Brendan Peter Martin
4
Palm, Franz C.
4
Patton, Andrew J.
4
Perron, Pierre
4
Racine, Jeffrey
4
Sentana, Enrique
4
Stock, James H.
4
Zivot, Eric
4
Bera, Anil K.
3
Cameron, Adrian Colin
3
Carrasco, Marine
3
Cheung, Yin-Wong
3
Chib, Siddhartha
3
Chintagunta, Pradeep K.
3
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
12
Econometric theory
10
Economics letters
10
The American economic review
8
Journal of monetary economics
7
Federal Reserve Bank of Minneapolis quarterly review
6
Journal of economic dynamics & control
6
Econometric reviews
4
International journal of forecasting
4
Journal of banking & finance
4
Journal of money, credit and banking : JMCB
4
Journal of productivity analysis
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
The econometrics journal
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
European economic review : EER
3
Journal of political economy
3
National tax journal
3
Oxford bulletin of economics and statistics
3
The review of economics and statistics
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
European journal of political economy
2
Journal of applied econometrics
2
Journal of economic theory
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
Macroeconomic dynamics
2
Research on economic inequality : a research annual
2
Review of quantitative finance and accounting
2
The Canadian journal of economics
2
The journal of finance : the journal of the American Finance Association
2
American economic journal : a journal of the American Economic Association
1
Controversy: business cycle empirics
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Econometrics : open access journal
1
Economic perspectives
1
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Essays in international economics in honour of Douglas Purvis
1
European journal of operational research : EJOR
1
Handbook of monetary economics ; Vol. 3,A
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ECONIS (ZBW)
18
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18
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1
Stochastic spanning
Arvanitis, Stelios
;
Hallam, Mark
;
Post, Thierry
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 573-585
Persistent link: https://www.econbiz.de/10012178998
Saved in:
2
Structural vector autoregressions with nonnormal residuals
Lanne, Markku
;
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 159-168
Persistent link: https://www.econbiz.de/10003992825
Saved in:
3
Who does not respond in the household expenditure survey : an exercise in extended Gini regressions
Schechtman, Edna
;
Yitzhaki, Shlomo
;
Artsev, Yevgeny
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
3
,
pp. 329-344
Persistent link: https://www.econbiz.de/10003754188
Saved in:
4
Testing for the cointegrating rank of a VAR process with structural shifts
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10001521533
Saved in:
5
Testing for forecast consensus
Gregory, Allan W.
;
Smith, Gregor W.
;
Yetman, James
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
1
,
pp. 34-43
Persistent link: https://www.econbiz.de/10001543435
Saved in:
6
Small-sample properties of GMM for business-cycle analysis
Christiano, Lawrence J.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 309-327
Persistent link: https://www.econbiz.de/10001334393
Saved in:
7
Specification of echelon-form VARMA models
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10001203177
Saved in:
8
On using linear regressions in welfare economics
Yitzhaki, Shlomo
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 478-486
Persistent link: https://www.econbiz.de/10001209338
Saved in:
9
Testing for cointegration in linear quadratic models
Gregory, Allan W.
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
3
,
pp. 347-360
Persistent link: https://www.econbiz.de/10001167093
Saved in:
10
Theoretical relations between risk premiums and conditional variances
Backus, David
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
2
,
pp. 177-185
Persistent link: https://www.econbiz.de/10001142128
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