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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:"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
Regression analysis
Share price
Statistische Verteilung
Theory
Wirkungsanalyse
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,595
Time series analysis
667
Zeitreihenanalyse
667
Nichtparametrisches Verfahren
543
Nonparametric statistics
543
Estimation
469
Schätzung
464
Regressionsanalyse
452
Statistical test
321
Statistischer Test
321
Volatility
320
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320
Panel
309
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309
Forecasting model
279
Prognoseverfahren
279
USA
221
United States
221
Stochastic process
217
Stochastischer Prozess
217
Method of moments
204
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203
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179
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179
Bayes-Statistik
173
Bayesian inference
173
Statistical distribution
165
Cointegration
163
Kointegration
162
ARCH model
146
ARCH-Modell
146
Capital income
137
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134
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134
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3
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2,115
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33
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Article in journal
Aufsatz im Buch
Book section
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2,148
Sammelwerk
52
Konferenzschrift
17
Conference paper
15
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14
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4
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3
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1
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1
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Phillips, Peter C. B.
44
Linton, Oliver
24
Koop, Gary
19
Ghysels, Eric
18
Swanson, Norman R.
18
Lee, Lung-fei
17
Li, Qi
17
Gouriéroux, Christian
16
Yu, Jun
16
Bollerslev, Tim
15
Park, Joon Y.
15
Chen, Songnian
14
Corradi, Valentina
14
Diebold, Francis X.
14
McAleer, Michael
14
Pesaran, M. Hashem
14
Robinson, Peter M.
14
Tauchen, George Eugene
14
Taylor, Robert
14
Todorov, Viktor
14
Xiao, Zhijie
14
Aït-Sahalia, Yacine
13
Dufour, Jean-Marie
13
Lewbel, Arthur
13
Chib, Siddhartha
12
Hsiao, Cheng
12
Renault, Eric
12
Su, Liangjun
12
Timmermann, Allan
12
Gao, Jiti
11
Granger, C. W. J.
11
Hong, Yongmiao
11
Schmidt, Peter
11
Steel, Mark F. J.
11
White, Halbert
11
Dijk, Herman K. van
10
Galvão Júnior, Antônio Fialho
10
Kumbhakar, Subal
10
Mykland, Per A.
10
Ng, Serena
10
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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
5,845
European journal of operational research : EJOR
4,865
Journal of economic theory
2,869
Applied economics
2,554
The American economic review
2,525
Journal of economic dynamics & control
2,512
Journal of economic behavior & organization : JEBO
2,438
Computers & operations research : and their applications to problems of world concern ; an international journal
2,345
Economic modelling
2,278
Journal of banking & finance
2,273
European economic review : EER
2,138
International journal of production research
1,921
Applied economics letters
1,911
Journal of public economics
1,885
Games and economic behavior
1,858
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,817
Energy economics
1,662
Management science : journal of the Institute for Operations Research and the Management Sciences
1,659
Finance research letters
1,632
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,508
Journal of financial economics
1,501
The economic journal : the journal of the Royal Economic Society
1,495
Journal of monetary economics
1,492
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,422
The journal of finance : the journal of the American Finance Association
1,419
Public choice
1,418
International review of economics & finance : IREF
1,392
International economic review
1,362
Journal of international economics
1,345
International journal of production economics
1,339
Social choice and welfare
1,307
The review of financial studies
1,284
Journal of international money and finance
1,273
American journal of agricultural economics
1,254
Journal of macroeconomics
1,247
International review of financial analysis
1,217
International journal of industrial organization
1,193
Journal of mathematical economics
1,133
The Canadian journal of economics
1,104
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ECONIS (ZBW)
2,148
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Bootstrap analysis of mutual fund performance
Huang, Haitao
;
Jiang, Lei
;
Leng, Xuan
;
Peng, Liang
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 239-255
Persistent link: https://www.econbiz.de/10014434393
Saved in:
10
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
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