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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:"Jarrow, Robert A."
~person:"Swanson, Norman R."
~person:"Taylor, Robert"
~subject:"Bootstrap approach"
~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
Collateral
EU countries
Economic growth
Entwicklungsländer
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Theory
United Kingdom
Theorie
51
Time series analysis
35
Zeitreihenanalyse
35
Estimation theory
32
Schätztheorie
32
Einheitswurzeltest
19
Unit root test
19
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17
Prognoseverfahren
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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
Pesaran, M. Hashem
15
Hidalgo, Javier
14
Diebold, Francis X.
13
Ghysels, Eric
13
Aït-Sahalia, Yacine
12
Chib, Siddhartha
12
Corradi, Valentina
12
Dufour, Jean-Marie
12
Granger, C. W. J.
12
McAleer, Michael
12
Renault, Eric
12
Xiao, Zhijie
12
Fabozzi, Frank J.
11
Inoue, Atsushi
11
Park, Joon Y.
11
Scaillet, Olivier
11
Schmidt, Peter
11
Steel, Mark F. J.
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Timmermann, Allan
11
Hong, Yongmiao
10
Hsiao, Cheng
10
Li, Qi
10
Whang, Yoon-jae
10
Bollerslev, Tim
9
Chen, Ren-Raw
9
Chen, Xiaohong
9
Horowitz, Joel
9
Magnus, Jan R.
9
Nielsen, Morten Ørregaard
9
Robinson, Peter M.
9
Seo, Myung Hwan
9
Tauchen, George Eugene
9
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Journal of econometrics
Journal of empirical finance
The journal of fixed income
Econometric theory
17
Econometric reviews
16
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
Journal of banking & finance
8
Annales d'économie et de statistique
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Finance research letters
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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
Journal of financial and quantitative analysis : JFQA
5
The review of financial studies
5
Economics letters
4
International journal of theoretical and applied finance
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 quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Annals of finance
2
Journal of applied econometrics
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 derivatives : the official publication of the International Association of Financial Engineers
2
Advances in futures and options research : a research annual
1
Agricultural finance review
1
Applied financial economics
1
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ECONIS (ZBW)
59
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59
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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
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Theoretical and financial econometrics : essays in honor of C. Gourieroux
Darolles, Serge
(
ed.
);
Renault, Eric
(
ed.
); …
-
2017
Persistent link: https://www.econbiz.de/10011918068
Saved in:
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