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subject:"Zeitreihenanalyse"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of monetary economics"
~subject:"CAPM"
~subject:"Financial frictions"
~subject:"Kapitaleinkommen"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
~subject:"Time varying parameters"
~type:"article"
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Zeitreihenanalyse
CAPM
Financial frictions
Kapitaleinkommen
Stochastischer Prozess
Theorie
Time varying parameters
Theory
2,366
Geldpolitik
335
Monetary policy
335
Estimation
270
Schätzung
270
USA
261
United States
261
Time series analysis
205
Volatility
170
Volatilität
170
Estimation theory
168
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168
Capital income
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76
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76
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42
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42
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19
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Maasoumi, Esfandiar
12
McAleer, Michael
12
Woodford, Michael
12
Taylor, Robert
11
Kocherlakota, Narayana Rao
10
Phillips, Peter C. B.
10
Sargent, Thomas J.
10
Devereux, Michael B.
9
Krusell, Per
9
Rogerson, Richard Donald
9
Smith, Bruce D.
9
Baltagi, Badi H.
8
Dotsey, Michael
8
Franses, Philip Hans
8
Gouriéroux, Christian
8
Levin, Andrew T.
8
McCallum, Bennett T.
8
Quadrini, Vincenzo
8
Schorfheide, Frank
8
Ullah, Aman
8
Williamson, Stephen D.
8
Christiano, Lawrence J.
7
Fuerst, Timothy S.
7
Pesaran, M. Hashem
7
Ríos-Rull, José-Víctor
7
Spanos, Aris
7
Svensson, Lars E. O.
7
Teles, Pedro
7
Uribe, Martín
7
Wright, Randall D.
7
Abel, Andrew B.
6
Bullard, James Brian
6
Canova, Fabio
6
Chari, Varadarajan V.
6
Collard, Fabrice
6
Engel, Charles
6
Geweke, John
6
Harvey, David I.
6
Ireland, Peter N.
6
King, Robert G.
6
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Schweizerische Nationalbank
3
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Econometric reviews
Journal of empirical finance
Journal of monetary economics
Economics letters
5,241
European journal of operational research : EJOR
4,987
Journal of economic theory
2,881
Journal of economic dynamics & control
2,405
The American economic review
2,358
Computers & operations research : and their applications to problems of world concern ; an international journal
2,332
Journal of economic behavior & organization : JEBO
2,199
International journal of production research
1,933
European economic review : EER
1,911
Games and economic behavior
1,856
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,801
The economic journal : the journal of the Royal Economic Society
1,785
Journal of public economics
1,731
Economic modelling
1,666
Journal of econometrics
1,573
Applied economics
1,515
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,512
Management science : journal of the Institute for Operations Research and the Management Sciences
1,467
Public choice
1,380
Journal of banking & finance
1,374
International economic review
1,369
Social choice and welfare
1,315
International journal of production economics
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Journal of international economics
1,247
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,189
American journal of agricultural economics
1,182
International journal of industrial organization
1,175
Journal of mathematical economics
1,117
Journal of macroeconomics
1,116
The Canadian journal of economics
1,095
Journal of economics
1,094
Southern economic journal
1,089
Applied economics letters
1,074
Journal of political economy
1,047
The review of economic studies
1,026
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
1,015
Operations research letters
1,006
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
1,002
Insurance / Mathematics & economics
990
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ECONIS (ZBW)
2,366
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1
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1
Enhancing betting against beta with stochastic dominance
Kolokolova, Olga
;
Xu, Xia
- In:
Journal of empirical finance
76
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491900
Saved in:
2
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
3
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
4
In memory of Michael McAleer : special issue of Econometric Reviews
Maasoumi, Esfandiar
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 700-702
Persistent link: https://www.econbiz.de/10014420353
Saved in:
5
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
6
Panel data nowcasting
Fosten, Jack
;
Greenaway-McGrevy, Ryan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 675-696
Persistent link: https://www.econbiz.de/10013364902
Saved in:
7
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
8
Inferring inequality : testing for median-preserving spreads in ordinal data
Abul Naga, Ramses H.
;
Stapenhurst, Christopher
; …
- In:
Econometric reviews
43
(
2024
)
2/4
,
pp. 156-174
Persistent link: https://www.econbiz.de/10014551505
Saved in:
9
MCMC conditional maximum likelihood for the two-way fixed-effects logit
Bartolucci, Francesco
;
Pigini, Claudia
;
Valentini, Francesco
- In:
Econometric reviews
43
(
2024
)
6
,
pp. 379-404
Persistent link: https://www.econbiz.de/10014551536
Saved in:
10
Testing for homogeneous treatment effects in linear and nonparametric instrumental variable models
Beyhum, Jad
;
Florens, Jean-Pierre
;
Lapenta, Elia
;
Van …
- In:
Econometric reviews
43
(
2024
)
7
,
pp. 540-557
Persistent link: https://www.econbiz.de/10014551832
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