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~isPartOf:"Journal of econometrics"
~language:"afr"
~language:"ell"
~language:"eng"
~language:"kaz"
~language:"nor"
~language:"und"
~subject:"Deutschland"
~subject:"Kapitaleinkommen"
~subject:"Method of moments"
~subject:"Multinationales Unternehmen"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
~subject:"Theory"
~subject:"Transnational corporation"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Rezension"
~type_genre:"Textbook"
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Deutschland
Kapitaleinkommen
Method of moments
Multinationales Unternehmen
Schätzung
Statistische Verteilung
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
305
Forecasting model
278
Prognoseverfahren
278
USA
218
United States
218
Stochastic process
217
Stochastischer Prozess
217
Momentenmethode
203
Bootstrap approach
179
Bootstrap-Verfahren
179
Bayes-Statistik
173
Bayesian inference
173
Statistical distribution
165
Cointegration
162
Kointegration
161
ARCH model
146
ARCH-Modell
146
Capital income
137
Autocorrelation
134
Autokorrelation
134
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Undetermined
657
Type of publication
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Article
2,084
Book / Working Paper
32
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Article in journal
Aufsatz im Buch
Aufsatz in Zeitschrift
Rezension
Textbook
Collection of articles of several authors
51
Sammelwerk
51
Conference paper
17
Konferenzbeitrag
17
Konferenzschrift
17
Conference proceedings
14
Festschrift
9
Aufsatzsammlung
4
Systematic review
3
Übersichtsarbeit
3
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1
Bibliography included
1
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Afrikaans
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Phillips, Peter C. B.
43
Linton, Oliver
24
Lee, Lung-fei
22
Gouriéroux, Christian
20
Ghysels, Eric
18
Bollerslev, Tim
17
Hsiao, Cheng
17
Koop, Gary
17
Pesaran, M. Hashem
17
Swanson, Norman R.
17
Tauchen, George Eugene
17
Todorov, Viktor
17
Schmidt, Peter
16
Yu, Jun
16
Aït-Sahalia, Yacine
14
Corradi, Valentina
14
Diebold, Francis X.
14
Park, Joon Y.
14
Renault, Eric
14
Xiao, Zhijie
14
Li, Qi
13
McAleer, Michael
13
Su, Liangjun
13
Taylor, Robert
13
Baltagi, Badi H.
12
White, Halbert
12
Chen, Xiaohong
11
Chib, Siddhartha
11
Dufour, Jean-Marie
11
Gao, Jiti
11
Granger, C. W. J.
11
Lewbel, Arthur
11
Maasoumi, Esfandiar
11
Patton, Andrew J.
11
Steel, Mark F. J.
11
Timmermann, Allan
11
Barnett, William A.
10
Gallant, A. Ronald
10
Hong, Yongmiao
10
Kohn, Robert
10
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Institution
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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
Published in...
All
Journal of econometrics
Economics letters
5,918
European journal of operational research : EJOR
4,860
Applied economics
3,319
Journal of economic theory
2,867
The American economic review
2,543
Journal of economic dynamics & control
2,537
Journal of economic behavior & organization : JEBO
2,464
Economic modelling
2,446
Applied economics letters
2,369
Computers & operations research : and their applications to problems of world concern ; an international journal
2,341
European economic review : EER
2,193
Journal of banking & finance
2,111
The economic journal : the journal of the Royal Economic Society
1,950
International journal of production research
1,926
Journal of public economics
1,916
Games and economic behavior
1,859
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,817
Management science : journal of the Institute for Operations Research and the Management Sciences
1,650
Energy economics
1,569
Journal of monetary economics
1,531
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,529
Journal of international economics
1,479
Public choice
1,440
International review of economics & finance : IREF
1,410
International economic review
1,377
International journal of production economics
1,352
Journal of international money and finance
1,349
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,329
Journal of financial economics
1,321
Social choice and welfare
1,317
Finance research letters
1,313
Journal of macroeconomics
1,302
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1,294
American journal of agricultural economics
1,247
International journal of industrial organization
1,213
The journal of finance : the journal of the American Finance Association
1,210
The Canadian journal of economics
1,175
The review of financial studies
1,169
Southern economic journal
1,143
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ECONIS (ZBW)
2,116
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1
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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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