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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of empirical finance"
~language:"ell"
~language:"eng"
~language:"kaz"
~language:"nor"
~person:"Bollerslev, Tim"
~person:"Gao, Jiti"
~subject:"Deutschland"
~subject:"Kapitaleinkommen"
~subject:"Multinationales Unternehmen"
~subject:"Schätzung"
~subject:"Theorie"
~subject:"Transnational corporation"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Rezension"
~type_genre:"Textbook"
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Deutschland
Kapitaleinkommen
Multinationales Unternehmen
Schätzung
Theorie
Transnational corporation
Wirkungsanalyse
Estimation theory
9
Schätztheorie
9
Estimation
6
Theory
6
Time series analysis
6
Zeitreihenanalyse
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
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5
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Local linear estimation
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Panel data
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Regressionsanalyse
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VAR-Modell
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Wechselkurs
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1962-1995
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Modern Greek (1453-)
English
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Author
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Bollerslev, Tim
Gao, Jiti
Koop, Gary
12
Ghysels, Eric
9
Leybourne, Stephen James
9
Gospodinov, Nikolaj
8
Nijman, Theodore E.
8
Pesaran, M. Hashem
8
Taylor, Robert
8
Timmermann, Allan
8
Cheung, Yin-Wong
7
Dijk, Dick van
7
Engle, Robert F.
7
Imbens, Guido
7
Lucas, André
7
Su, Liangjun
7
Diebold, Francis X.
6
Gouriéroux, Christian
6
Gregory, Allan W.
6
Hall, Alastair R.
6
Harvey, Andrew C.
6
Kim, Chang-jin
6
Koopman, Siem Jan
6
Li, Wai Keung
6
Maheu, John M.
6
Nelson, Charles R.
6
Patton, Andrew J.
6
Perron, Pierre
6
Steel, Mark F. J.
6
Swanson, Norman R.
6
Tsay, Ruey S.
6
Wang, Yudong
6
Andrews, Donald W. K.
5
Baillie, Richard
5
Bauwens, Luc
5
Bekaert, Geert
5
Granger, C. W. J.
5
Hansen, Bruce E.
5
Harvey, David I.
5
Hsu, Yu-Chin
5
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of empirical finance
Journal of econometrics
27
Journal of financial economics
5
Econometric reviews
4
Econometric theory
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of applied econometrics
4
The journal of finance : the journal of the American Finance Association
4
Cambridge working papers in economics
3
Journal of international money and finance
3
The review of economics and statistics
3
International economic review
2
Journal of international economics
2
The American economic review
2
The review of economic studies
2
Economics letters
1
Energy economics
1
Foreign exchange markets
1
Handbook of econometrics ; Vol. 4
1
Handbook of economic forecasting ; Vol. 1
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of productivity analysis
1
Journal of time series econometrics
1
NBER reporter online
1
Pacific-Basin finance journal
1
Quantitative economics : QE ; journal of the Econometric Society
1
Review of finance : journal of the European Finance Association
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
The review of financial studies
1
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
1
Tools and techniques
1
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ECONIS (ZBW)
10
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1
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
2
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
Saved in:
3
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1784-1802
Persistent link: https://www.econbiz.de/10013540515
Saved in:
4
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
5
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
Saved in:
6
A new class of bivariate threshold cointegration models
Cai, Biqing
;
Gao, Jiti
;
Tjostheim, Dag
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 288-305
Persistent link: https://www.econbiz.de/10011704196
Saved in:
7
Measuring and modeling systematic risk in factor pricing models using high-frequency data
Bollerslev, Tim
;
Zhang, Benjamin Y. B.
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 533-558
Persistent link: https://www.econbiz.de/10001806961
Saved in:
8
Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
Saved in:
9
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
10
Dan Nelson remembered
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 361-364
Persistent link: https://www.econbiz.de/10001190316
Saved in:
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