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~isPartOf:"Journal of econometrics"
~language:"afr"
~language:"ell"
~language:"eng"
~language:"kaz"
~language:"nor"
~language:"und"
~subject:"Cointegration"
~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:"Collection of articles of several authors"
~type_genre:"Rezension"
~type_genre:"Textbook"
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Cointegration
Deutschland
Kapitaleinkommen
Multinationales Unternehmen
Schätzung
Theory
Transnational corporation
Estimation theory
1,601
Schätztheorie
1,601
Theorie
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
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Forecasting model
278
Prognoseverfahren
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United States
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Stochastic process
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Stochastischer Prozess
217
Method of moments
204
Momentenmethode
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Bootstrap approach
179
Bootstrap-Verfahren
179
Bayes-Statistik
173
Bayesian inference
173
Statistical distribution
165
Statistische Verteilung
165
Kointegration
161
ARCH model
146
ARCH-Modell
146
Capital income
137
Autocorrelation
134
Autokorrelation
134
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Article
1,986
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33
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Aufsatz im Buch
Collection of articles of several authors
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2,019
Sammelwerk
52
Konferenzschrift
18
Conference proceedings
14
Conference paper
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13
Festschrift
9
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4
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1
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Afrikaans
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Phillips, Peter C. B.
44
Linton, Oliver
23
Gouriéroux, Christian
18
Lee, Lung-fei
18
Koop, Gary
17
Xiao, Zhijie
17
Bollerslev, Tim
16
Ghysels, Eric
16
Tauchen, George Eugene
16
Todorov, Viktor
16
Yu, Jun
16
Hsiao, Cheng
15
Pesaran, M. Hashem
15
Swanson, Norman R.
15
Taylor, Robert
15
Diebold, Francis X.
14
Aït-Sahalia, Yacine
13
Baltagi, Badi H.
13
Park, Joon Y.
13
Schmidt, Peter
13
Corradi, Valentina
12
Gao, Jiti
12
McAleer, Michael
12
White, Halbert
12
Chib, Siddhartha
11
Granger, C. W. J.
11
Li, Qi
11
Renault, Eric
11
Robinson, Peter M.
11
Steel, Mark F. J.
11
Timmermann, Allan
11
Andersen, Torben
10
Barnett, William A.
10
Dufour, Jean-Marie
10
Hong, Yongmiao
10
Khalaf, Lynda
10
Maasoumi, Esfandiar
10
Mykland, Per A.
10
Ng, Serena
10
Patton, Andrew J.
10
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(EC)2 Conference <1, 1990; 2, 1991>
1
Conference on Realized Volatility <2006, Montréal>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of econometrics
Economics letters
5,915
European journal of operational research : EJOR
4,937
Applied economics
3,482
Journal of economic theory
2,872
Economic modelling
2,590
Journal of economic dynamics & control
2,544
The American economic review
2,542
Journal of economic behavior & organization : JEBO
2,461
Applied economics letters
2,430
Computers & operations research : and their applications to problems of world concern ; an international journal
2,336
European economic review : EER
2,192
Journal of banking & finance
2,106
International journal of production research
1,964
The economic journal : the journal of the Royal Economic Society
1,948
Journal of public economics
1,917
Games and economic behavior
1,868
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,815
Energy economics
1,726
Management science : journal of the Institute for Operations Research and the Management Sciences
1,661
Journal of monetary economics
1,529
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,526
International review of economics & finance : IREF
1,487
Journal of international economics
1,478
Finance research letters
1,476
Public choice
1,454
Journal of international money and finance
1,394
International economic review
1,384
International journal of production economics
1,351
Journal of macroeconomics
1,331
Social choice and welfare
1,330
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,329
Journal of financial economics
1,320
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1,317
American journal of agricultural economics
1,248
International journal of industrial organization
1,234
The journal of finance : the journal of the American Finance Association
1,217
The Canadian journal of economics
1,177
The review of financial studies
1,167
Southern economic journal
1,141
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ECONIS (ZBW)
2,019
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1
Approximate factor models with weaker loadings
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
Saved in:
2
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:
3
Bayesian Artificial Neural Networks for frontier efficiency analysis
Tsionas, Efthymios G.
;
Parmeter, Christopher F.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014365509
Saved in:
4
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:
5
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:
6
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:
7
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
8
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:
9
Canonical correlation-based model selection for the multilevel factors
Choi, In
;
Lin, Rui
;
Shin, Yongcheol
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
Saved in:
10
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
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