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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Chib, Siddhartha"
~person:"Gouriéroux, Christian"
~person:"Jarrow, Robert A."
~person:"Swanson, Norman R."
~person:"Taylor, Robert"
~subject:"Bootstrap approach"
~subject:"Börsenkurs"
~subject:"Collateral"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
~type_genre:"Festschrift"
~type_genre:"Sammelwerk"
~type_genre:"Statistik"
~type_genre:"Systematic review"
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Bootstrap approach
Börsenkurs
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Economic growth
Entwicklungsländer
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Theory
United Kingdom
Theorie
63
Estimation theory
42
Schätztheorie
42
Time series analysis
37
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37
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6
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5
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Chib, Siddhartha
Gouriéroux, Christian
Jarrow, Robert A.
Swanson, Norman R.
Taylor, Robert
Phillips, Peter C. B.
38
Koop, Gary
19
Lee, Lung-fei
16
Linton, Oliver
16
Yu, Jun
16
Ghysels, Eric
15
Pesaran, M. Hashem
15
Hidalgo, Javier
14
Tauchen, George Eugene
14
Aït-Sahalia, Yacine
13
Diebold, Francis X.
13
Dufour, Jean-Marie
13
Granger, C. W. J.
13
McAleer, Michael
13
Corradi, Valentina
12
Park, Joon Y.
12
Renault, Eric
12
Timmermann, Allan
12
Xiao, Zhijie
12
Bollerslev, Tim
11
Fabozzi, Frank J.
11
Inoue, Atsushi
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Scaillet, Olivier
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Schmidt, Peter
11
Steel, Mark F. J.
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Todorov, Viktor
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Hong, Yongmiao
10
Hsiao, Cheng
10
Li, Qi
10
Tsionas, Efthymios G.
10
Whang, Yoon-jae
10
Chen, Ren-Raw
9
Chen, Xiaohong
9
Horowitz, Joel
9
Magnus, Jan R.
9
Nielsen, Morten Ørregaard
9
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Journal of econometrics
Journal of empirical finance
The journal of fixed income
Econometric theory
18
Econometric reviews
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Review of derivatives research
11
Journal of banking & finance
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Annales d'économie et de statistique
6
Finance research letters
6
Mathematics and financial economics
6
Oxford bulletin of economics and statistics
6
The quarterly journal of finance
6
Annual review of financial economics
5
Economics letters
5
International journal of theoretical and applied finance
5
Journal of financial and quantitative analysis : JFQA
5
The review of financial studies
5
The econometrics journal
4
The journal of finance : the journal of the American Finance Association
4
Annals of economics and statistics
3
Finance and stochastics
3
International journal of forecasting
3
Journal of applied econometrics
3
Journal of financial econometrics
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Annals of finance
2
Econometrics : open access journal
2
Journal of financial markets
2
Journal of risk
2
Journal of the American Statistical Association : JASA
2
Macroeconomic dynamics
2
Quantitative finance
2
Quantitative finance and economics
2
The economic journal : the journal of the Royal Economic Society
2
The journal of credit risk : published quarterly by Incisive Media
2
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ECONIS (ZBW)
72
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1
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
2
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
Saved in:
3
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
4
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
5
Forecasting volatility using double shrinkage methods
Cheng, Mingmian
;
Swanson, Norman R.
;
Yang, Xiye
- In:
Journal of empirical finance
62
(
2021
),
pp. 46-61
Persistent link: https://www.econbiz.de/10012693319
Saved in:
6
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
7
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
8
Testing for parameter instability in predictive regression models
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
Saved in:
9
Double instrumental variable estimation of interaction models with big data
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 176-197
Persistent link: https://www.econbiz.de/10011918688
Saved in:
10
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
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