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~isPartOf:"Journal of econometrics"
~language:"afr"
~language:"ell"
~language:"eng"
~language:"kaz"
~language:"nor"
~language:"und"
~person:"Andersen, Torben"
~person:"Ghysels, Eric"
~person:"Lee, Lung-fei"
~subject:"Deutschland"
~subject:"Kapitaleinkommen"
~subject:"Multinationales Unternehmen"
~subject:"Schätzung"
~subject:"Theory"
~subject:"Transnational corporation"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Rezension"
~type_genre:"Textbook"
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Deutschland
Kapitaleinkommen
Multinationales Unternehmen
Schätzung
Theory
Transnational corporation
Estimation theory
34
Schätztheorie
34
Theorie
32
Volatility
17
Volatilität
17
Autocorrelation
14
Autokorrelation
14
Räumliche Interaktion
14
Spatial interaction
14
Estimation
13
Regional economics
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Regionalökonomik
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Forecasting model
11
Method of moments
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Prognoseverfahren
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43
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Andersen, Torben
Ghysels, Eric
Lee, Lung-fei
Phillips, Peter C. B.
41
Linton, Oliver
23
Gouriéroux, Christian
18
Koop, Gary
17
Bollerslev, Tim
16
Tauchen, George Eugene
16
Todorov, Viktor
16
Yu, Jun
16
Pesaran, M. Hashem
15
Swanson, Norman R.
15
Diebold, Francis X.
14
Hsiao, Cheng
14
Xiao, Zhijie
14
Aït-Sahalia, Yacine
13
Schmidt, Peter
13
Taylor, Robert
13
Baltagi, Badi H.
12
Corradi, Valentina
12
McAleer, Michael
12
Park, Joon Y.
12
Chib, Siddhartha
11
Gao, Jiti
11
Granger, C. W. J.
11
Li, Qi
11
Renault, Eric
11
Steel, Mark F. J.
11
Timmermann, Allan
11
White, Halbert
11
Barnett, William A.
10
Dufour, Jean-Marie
10
Hong, Yongmiao
10
Maasoumi, Esfandiar
10
Mykland, Per A.
10
Patton, Andrew J.
10
Shin, Yongcheol
10
Su, Liangjun
10
Khalaf, Lynda
9
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Journal of econometrics
Econometric theory
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of applied econometrics
8
Econometric reviews
6
Regional science & urban economics
6
International economic review
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
The journal of finance : the journal of the American Finance Association
5
Journal of financial economics
4
The econometrics journal
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economics letters
3
The review of economics and statistics
3
Annales d'économie et de statistique
2
Handbook of economic forecasting ; Vol. 1
2
Handbook of financial time series
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Macroeconomic dynamics
2
Spatial economic analysis : the journal of the Regional Studies Association
2
Special section on small-sample properties of generalized method of moments (GMM)
2
The Oxford handbook of panel data
2
Tools and techniques
2
Analysis of data on health
1
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Duration transition and count data models
1
Econometric methods and financial time series
1
Economic inquiry : journal of the Western Economic Association International
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European economic review : EER
1
Foreign exchange markets
1
Foundations and trends in econometrics
1
Global journal of economics
1
Handbook of economic forecasting ; Volume 2A
1
Human resource management
1
Journal of banking & finance
1
Journal of financial econometrics
1
Journal of financial markets
1
Journal of international economics
1
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ECONIS (ZBW)
43
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
3
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
4
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
5
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
6
Estimation of dynamic panel spatial vector autoregression : stability and spatial multivariate cointegration
Yang, Kai
;
Lee, Lung-fei
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 337-367
Persistent link: https://www.econbiz.de/10012618869
Saved in:
7
Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
Saved in:
8
Tail risk and return predictability for the Japanese equity market
Andersen, Torben
;
Todorov, Viktor
;
Ubukata, Masato
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 344-363
Persistent link: https://www.econbiz.de/10012619430
Saved in:
9
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 633-654
Persistent link: https://www.econbiz.de/10012483174
Saved in:
10
Big data in dynamic predictive econometric modeling
Diebold, Francis X.
;
Ghysels, Eric
;
Mykland, Per A.
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012303857
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