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~isPartOf:"International advances in economic research"
~isPartOf:"Journal of econometrics"
~language:"dan"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"ron"
~language:"und"
~language:"zho"
~subject:"Germany"
~subject:"Kapitaleinkommen"
~subject:"Nonparametric statistics"
~subject:"Regression analysis"
~subject:"Share price"
~subject:"Statistische Verteilung"
~subject:"Theory"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Germany
Kapitaleinkommen
Nonparametric statistics
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Statistische Verteilung
Theory
Wirkungsanalyse
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,595
Time series analysis
667
Zeitreihenanalyse
667
Nichtparametrisches Verfahren
543
Estimation
470
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465
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452
Statistical test
321
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321
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309
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309
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279
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217
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217
Method of moments
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173
Statistical distribution
165
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Kointegration
162
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146
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146
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5
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2,369
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37
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28
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1
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1
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Phillips, Peter C. B.
48
Linton, Oliver
36
Li, Qi
22
Chen, Xiaohong
20
Koop, Gary
19
Chen, Songnian
18
Ghysels, Eric
18
Hsiao, Cheng
18
Park, Joon Y.
18
Robinson, Peter M.
18
Swanson, Norman R.
18
White, Halbert
18
Xiao, Zhijie
18
Gouriéroux, Christian
17
Lee, Lung-fei
17
Lewbel, Arthur
17
Su, Liangjun
17
Gao, Jiti
16
Yu, Jun
16
Bollerslev, Tim
15
Aït-Sahalia, Yacine
14
Cai, Zongwu
14
Corradi, Valentina
14
Diebold, Francis X.
14
McAleer, Michael
14
Pesaran, M. Hashem
14
Simar, Léopold
14
Tauchen, George Eugene
14
Taylor, Robert
14
Todorov, Viktor
14
Dufour, Jean-Marie
13
Florens, Jean-Pierre
13
Horowitz, Joel
13
Chib, Siddhartha
12
Fan, Yanqin
12
Renault, Eric
12
Timmermann, Allan
12
Granger, C. W. J.
11
Hong, Yongmiao
11
Schmidt, Peter
11
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(EC)2 Conference <1, 1990; 2, 1991>
1
Conference on Realized Volatility <2006, Montréal>
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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International advances in economic research
Journal of econometrics
Economics letters
5,918
European journal of operational research : EJOR
4,991
Journal of economic theory
2,875
Applied economics
2,606
Journal of economic dynamics & control
2,529
The American economic review
2,526
Journal of economic behavior & organization : JEBO
2,441
Economic modelling
2,351
Computers & operations research : and their applications to problems of world concern ; an international journal
2,348
Journal of banking & finance
2,283
European economic review : EER
2,142
Applied economics letters
1,969
International journal of production research
1,963
Journal of public economics
1,893
Games and economic behavior
1,870
Finance research letters
1,868
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,820
Energy economics
1,720
Management science : journal of the Institute for Operations Research and the Management Sciences
1,688
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,523
Journal of financial economics
1,504
The economic journal : the journal of the Royal Economic Society
1,497
Journal of monetary economics
1,493
International review of economics & finance : IREF
1,466
Public choice
1,428
The journal of finance : the journal of the American Finance Association
1,425
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,422
International economic review
1,376
Journal of international economics
1,347
International journal of production economics
1,339
Social choice and welfare
1,322
Journal of international money and finance
1,298
The review of financial studies
1,287
International review of financial analysis
1,279
American journal of agricultural economics
1,264
Journal of macroeconomics
1,263
International journal of industrial organization
1,217
Journal of mathematical economics
1,135
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1,115
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ECONIS (ZBW)
2,406
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1
ESG performance and corporate bond volatility
Chamberlain, Trevor W.
;
Zhang, Zehua
;
Zhao, Ran
;
Zhu, Lu
- In:
International advances in economic research
30
(
2024
)
2
,
pp. 219-221
Persistent link: https://www.econbiz.de/10014583907
Saved in:
2
Multicountry time-varying Taylor rule : modeling unconventional monetary policies and bond premiums
Morita, Tohru
- In:
International advances in economic research
30
(
2024
)
2
,
pp. 135-158
Persistent link: https://www.econbiz.de/10014583856
Saved in:
3
Tax deduction matters : elasticities of the Laffer curve, taxable income, and tax revenue
Gunji, Hiroshi
;
Hiraga, Kazuki
;
Miyazaki, Kenji
- In:
International advances in economic research
30
(
2024
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014511772
Saved in:
4
Approximate factor models with weaker loadings
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
Saved in:
5
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
6
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
7
Asymptotic properties of Bayesian inference in linear regression with a structural break
Shimizu, Kenichi
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 202-219
Persistent link: https://www.econbiz.de/10014434390
Saved in:
8
Bayesian Artificial Neural Networks for frontier efficiency analysis
Tsionas, Efthymios G.
;
Parmeter, Christopher F.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014365509
Saved in:
9
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
10
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
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