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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Hamermesh, Daniel S."
~person:"Koopman, Siem Jan"
~person:"Nelson, Charles R."
~subject:"Schätzung"
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United States
Schätzung
Estimation
3
USA
2
1970-1993
1
Aktienmarkt
1
Credit risk
1
Factor analysis
1
Faktorenanalyse
1
Financial crisis
1
Finanzkrise
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Geldmenge
1
Großbritannien
1
Kreditrisiko
1
Money supply
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Risikoprämie
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Risk premium
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Saisonale Schwankungen
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Seasonal variations
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Structural break
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Article in journal
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English
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Hamermesh, Daniel S.
Koopman, Siem Jan
Nelson, Charles R.
Su, Liangjun
5
Gao, Jiti
4
Pesaran, M. Hashem
4
Carrasco, Marine
3
Franses, Philip Hans
3
Gospodinov, Nikolaj
3
Hsu, Yu-Chin
3
Lan, Wei
3
Li, Qi
3
Lieli, Robert P.
3
Liesenfeld, Roman
3
Ravazzolo, Francesco
3
Tauchen, George Eugene
3
Westerlund, Joakim
3
Bansal, Ravi
2
Berg, Gerard J. van den
2
Bollerslev, Tim
2
Boswijk, Herman Peter
2
Caner, Mehmet
2
Cavaliere, Giuseppe
2
Chan, Joshua
2
Cheung, Ying Lun
2
Demetrescu, Matei
2
Einmahl, John H. J.
2
Enders, Walter
2
Ericsson, Neil R.
2
Escanciano, Juan Carlos
2
Gerlach, Richard H.
2
Haldrup, Niels
2
Harvey, Andrew C.
2
Hautsch, Nikolaus
2
Horváth, Lajos
2
Huber, Florian
2
Huber, Martin
2
Härdle, Wolfgang
2
Jacobs, Kris
2
Johansen, Søren
2
Juhl, Ted
2
Juodis, Artūras
2
Koop, Gary
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
International journal of forecasting
5
Journal of applied econometrics
3
Journal of econometrics
3
Journal of empirical finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of money, credit and banking : JMCB
3
The review of economics and statistics
3
Journal of human resources : JHR
2
Journal of population economics
2
Oxford bulletin of economics and statistics
2
Econometric reviews
1
Economics letters
1
Economics of education review
1
European economic review : EER
1
IZA Journal of Labor Economics
1
Journal of financial econometrics
1
Journal of monetary economics
1
The American economic review
1
The economic record : er
1
The quarterly journal of economics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
3
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1
Dynamic factor models with macro, frailty, and industry effects for US default counts : the credit crisis of 2008
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 521-532
Persistent link: https://www.econbiz.de/10009667047
Saved in:
2
The structural break in the equity premium
Kim, Chang-jin
;
Morley, James C.
;
Nelson, Charles R.
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
2
,
pp. 181-191
Persistent link: https://www.econbiz.de/10002781656
Saved in:
3
The modeling and seasonal adjustment of weekly observations
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
3
,
pp. 354-368
Persistent link: https://www.econbiz.de/10001222712
Saved in:
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