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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:"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:"article"
~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
58
Time series analysis
39
Zeitreihenanalyse
39
Estimation theory
34
Schätztheorie
34
Bootstrap-Verfahren
20
Einheitswurzeltest
19
Unit root test
19
Forecasting model
17
Prognoseverfahren
17
Volatility
15
Volatilität
15
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Nichtparametrisches Verfahren
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Capital income
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Kapitaleinkommen
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Kointegration
6
Option pricing theory
6
Optionspreistheorie
6
Statistical distribution
6
Statistische Verteilung
6
Correlation
5
Derivat
5
Derivative
5
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5
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Aufsatz in Zeitschrift
Collection of articles of several authors
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Sammelwerk
Statistik
Systematic review
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2
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Gouriéroux, Christian
Hidalgo, Javier
Jarrow, Robert A.
Swanson, Norman R.
Taylor, Robert
Phillips, Peter C. B.
36
Koop, Gary
19
Lee, Lung-fei
16
Linton, Oliver
16
Ghysels, Eric
15
Pesaran, M. Hashem
15
Tauchen, George Eugene
14
Yu, Jun
14
Aït-Sahalia, Yacine
13
Dufour, Jean-Marie
13
Granger, C. W. J.
13
Chib, Siddhartha
12
Corradi, Valentina
12
Diebold, Francis X.
12
Park, Joon Y.
12
Bollerslev, Tim
11
Fabozzi, Frank J.
11
Inoue, Atsushi
11
Renault, Eric
11
Steel, Mark F. J.
11
Timmermann, Allan
11
Todorov, Viktor
11
McAleer, Michael
10
Scaillet, Olivier
10
Schmidt, Peter
10
Tsionas, Efthymios G.
10
Whang, Yoon-jae
10
Xiao, Zhijie
10
Chen, Ren-Raw
9
Chen, Xiaohong
9
Horowitz, Joel
9
Li, Qi
9
Magnus, Jan R.
9
Nielsen, Morten Ørregaard
9
Robinson, Peter M.
9
Seo, Myung Hwan
9
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Journal of econometrics
Journal of empirical finance
The journal of fixed income
Econometric theory
22
Econometric reviews
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Review of derivatives research
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
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
Annales d'économie et de statistique
6
Finance research letters
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Oxford bulletin of economics and statistics
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
Mathematics and financial economics
5
The review of financial studies
5
Economics letters
4
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 applied econometrics
2
Journal of financial markets
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
The journal of portfolio management : a publication of Institutional Investor
2
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ECONIS (ZBW)
73
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1
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73
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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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