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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:"Lütkepohl, Helmut"
~person:"Post, Thierry"
~subject:"Konjunktur"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
United States
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Time series analysis
Theorie
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Theory
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4
Statistical theory
3
Statistische Methodenlehre
3
Cointegration
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Christiano, Lawrence J.
Lütkepohl, Helmut
Post, Thierry
Ghysels, Eric
7
Engle, Robert F.
5
Leybourne, Stephen James
5
Diebold, Francis X.
4
Gregory, Allan W.
4
Hamilton, James D.
4
Harvey, Andrew C.
4
Koopman, Siem Jan
4
Li, Wai Keung
4
Lucas, André
4
Marcellino, Massimiliano
4
Perron, Pierre
4
Stock, James H.
4
Taylor, Robert
4
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3
Dijk, Herman K. van
3
Franses, Philip Hans
3
Kim, Chang-jin
3
Koop, Gary
3
Maasoumi, Esfandiar
3
McCabe, Brendan Peter Martin
3
Nijman, Theodore E.
3
Palm, Franz C.
3
Steel, Mark F. J.
3
West, Mike
3
Zhu, Ke
3
Zivot, Eric
3
Aastveit, Knut Are
2
Alba, Enrique de
2
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2
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2
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2
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2
Burmeister, Edwin
2
Camacho, Maximo
2
Canova, Fabio
2
Cheung, Yin-Wong
2
Creal, Drew
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Econometric theory
5
Journal of econometrics
5
Federal Reserve Bank of Minneapolis quarterly review
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Economics letters
3
Journal of banking & finance
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
International journal of forecasting
2
Journal of money, credit and banking : JMCB
2
The American economic review
2
The review of economics and statistics
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
American economic journal : a journal of the American Economic Association
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Econometrics : open access journal
1
International economic review
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of monetary economics
1
Journal of political economy
1
Nonparametric dynamic modelling
1
OR spectrum : quantitative approaches in management
1
Review of economic dynamics
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Symposium on developments in business cycle research
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The econometrics journal
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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ECONIS (ZBW)
5
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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
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:
3
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:
4
Searching for a break in GNP
Christiano, Lawrence J.
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
3
,
pp. 237-250
Persistent link: https://www.econbiz.de/10001126540
Saved in:
5
Prediction tests for structural stability of multiple time series
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
1
,
pp. 129-135
Persistent link: https://www.econbiz.de/10001090220
Saved in:
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