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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:"Gouriéroux, Christian"
~person:"Hidalgo, Javier"
~person:"Jarrow, Robert A."
~person:"Steel, Mark F. J."
~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:"Sammelwerk"
~type_genre:"Statistik"
~type_genre:"Systematic review"
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Bootstrap approach
Börsenkurs
Collateral
EU countries
Economic growth
Entwicklungsländer
Supply chain
Theory
United Kingdom
Theorie
70
Time series analysis
41
Zeitreihenanalyse
41
Estimation theory
36
Schätztheorie
36
Bootstrap-Verfahren
20
Einheitswurzeltest
19
Unit root test
19
Forecasting model
17
Prognoseverfahren
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Volatility
16
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16
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Regressionsanalyse
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Schätzung
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Kapitaleinkommen
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7
Markov chain
7
Markov-Kette
7
Statistical distribution
7
Statistische Verteilung
7
Cointegration
6
Kointegration
6
Option pricing theory
6
Optionspreistheorie
6
Correlation
5
Derivat
5
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17
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84
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Aufsatz in Zeitschrift
Collection of articles of several authors
Collection of articles written by one author
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Statistik
Systematic review
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Gouriéroux, Christian
Hidalgo, Javier
Jarrow, Robert A.
Steel, Mark F. J.
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
Tauchen, George Eugene
14
Aït-Sahalia, Yacine
13
Diebold, Francis X.
13
Dufour, Jean-Marie
13
Granger, C. W. J.
13
Chib, Siddhartha
12
Corradi, Valentina
12
McAleer, Michael
12
Park, Joon Y.
12
Renault, Eric
12
Timmermann, Allan
12
Xiao, Zhijie
12
Bollerslev, Tim
11
Fabozzi, Frank J.
11
Inoue, Atsushi
11
Scaillet, Olivier
11
Schmidt, Peter
11
Todorov, Viktor
11
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
23
Econometric reviews
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Review of derivatives research
11
Annales d'économie et de statistique
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Journal of banking & finance
8
Oxford bulletin of economics and statistics
7
Economics letters
6
Finance research letters
6
Journal of applied econometrics
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Mathematics and financial economics
6
The quarterly journal of finance
6
Annual review of financial economics
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 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 macroeconomics
2
Journal of risk
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)
85
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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
Inference without smoothing for large panels with cross-sectional and temporal dependence
Hidalgo, Javier
;
Schafgans, Marcia M. A.
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 125-160
Persistent link: https://www.econbiz.de/10012619963
Saved in:
7
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:
8
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:
9
Robust inference for threshold regression models
Hidalgo, Javier
;
Lee, Jungyoon
;
Seo, Myung Hwan
- In:
Journal of econometrics
210
(
2019
)
2
,
pp. 291-309
Persistent link: https://www.econbiz.de/10012303525
Saved in:
10
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
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