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~isPartOf:"Journal of econometrics"
~language:"afr"
~language:"ces"
~language:"dan"
~language:"eng"
~language:"hin"
~language:"mkd"
~language:"nor"
~language:"por"
~language:"rus"
~language:"und"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~subject:"USA"
~subject:"United Kingdom"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference proceedings"
~type_genre:"Fallstudie"
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Kapitaleinkommen
Schätzung
USA
United Kingdom
Wirkungsanalyse
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,588
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
464
Regression analysis
450
Regressionsanalyse
450
Statistical test
321
Statistischer Test
321
Volatility
320
Volatilität
320
Panel
305
Panel study
305
Forecasting model
278
Prognoseverfahren
278
United States
218
Stochastic process
217
Stochastischer Prozess
217
Method of moments
204
Momentenmethode
203
Bootstrap approach
179
Bootstrap-Verfahren
179
Bayes-Statistik
173
Bayesian inference
173
Statistical distribution
165
Statistische Verteilung
165
Cointegration
162
Kointegration
161
ARCH model
146
ARCH-Modell
146
Capital income
137
Autocorrelation
134
Autokorrelation
134
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Undetermined
347
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Article
730
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7
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Article in journal
Aufsatz im Buch
Conference proceedings
Fallstudie
Aufsatz in Zeitschrift
737
Conference paper
9
Konferenzbeitrag
9
Collection of articles of several authors
8
Sammelwerk
8
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2
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1
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Todorov, Viktor
15
Bollerslev, Tim
13
Tauchen, George Eugene
11
Linton, Oliver
10
Andersen, Torben
8
Pesaran, M. Hashem
8
Phillips, Peter C. B.
8
Slottje, Daniel Jonathan
8
Su, Liangjun
8
Heckman, James J.
7
Sickles, Robin C.
7
Timmermann, Allan
7
Xiu, Dacheng
7
Aït-Sahalia, Yacine
6
Diebold, Francis X.
6
Ghysels, Eric
6
Koop, Gary
6
Park, Joon Y.
6
Shin, Yongcheol
6
Taylor, Robert
6
Baltagi, Badi H.
5
Callaway, Brantly
5
Gao, Jiti
5
Hsiao, Cheng
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
McAleer, Michael
5
Meddahi, Nour
5
Mykland, Per A.
5
Sasaki, Yuya
5
White, Halbert
5
Zakoïan, Jean-Michel
5
Bandi, Federico M.
4
Cai, Zongwu
4
Demetrescu, Matei
4
Engle, Robert F.
4
Francq, Christian
4
Gallant, A. Ronald
4
Gouriéroux, Christian
4
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Conference on Realized Volatility <2006, Montréal>
1
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of econometrics
Applied economics
3,468
The American economic review
2,313
Applied economics letters
1,930
Economics letters
1,826
Journal of banking & finance
1,783
The review of economics and statistics
1,619
The journal of finance : the journal of the American Finance Association
1,504
The review of financial studies
1,470
Economic modelling
1,441
American journal of agricultural economics
1,422
Energy economics
1,334
Journal of financial economics
1,326
Applied financial economics
1,058
Finance research letters
1,057
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1,002
Journal of financial and quantitative analysis : JFQA
997
The journal of futures markets
969
International review of financial analysis
949
The economic journal : the journal of the Royal Economic Society
945
Economic review
944
International review of economics & finance : IREF
942
Economic inquiry : journal of the Western Economic Association International
913
National tax journal
907
Southern economic journal
894
Journal of international money and finance
892
Journal of money, credit and banking : JMCB
891
Monthly labor review : MLR
851
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
835
Journal of human resources : JHR
823
American economic journal : a journal of the American Economic Association
796
Journal of monetary economics
777
Journal of public economics
777
Journal of political economy
749
The journal of economic perspectives : EP ; a journal of the American Economic Association
739
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
719
The quarterly journal of economics
702
Journal of macroeconomics
691
ILR review : the journal of work and policy
689
Labour economics : official journal of the European Association of Labour Economists
679
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ECONIS (ZBW)
737
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1
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737
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1
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
2
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
3
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
4
Bootstrap analysis of mutual fund performance
Huang, Haitao
;
Jiang, Lei
;
Leng, Xuan
;
Peng, Liang
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 239-255
Persistent link: https://www.econbiz.de/10014434393
Saved in:
5
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
6
The determinants of displaced workers' wages : sorting, matching, selection, and the Hartz reforms
Woodcock, Simon D.
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 568-595
Persistent link: https://www.econbiz.de/10014362663
Saved in:
7
The effects of training incidence and planned training duration on labor market transitions
Fitzenberger, Bernd
;
Osikominu, Aderonke
;
Paul, Marie
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014434394
Saved in:
8
Employer policies and the immigrant-native earnings gap
Dostie, Benoît
;
Li, Jiang
;
Card, David E.
;
Parent, Daniel
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 544-567
Persistent link: https://www.econbiz.de/10014362659
Saved in:
9
Establishment age and wages
Schmieder, Johannes
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 424-442
Persistent link: https://www.econbiz.de/10014362628
Saved in:
10
Estimation and inference of treatment effects with L2-boosting in high-dimensional settings
Kueck, Jannis
;
Luo, Ye
;
Spindler, Martin
;
Wang, Zigan
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 714-731
Persistent link: https://www.econbiz.de/10014434364
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