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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:"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
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
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305
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305
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179
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173
Bayesian inference
173
Statistical distribution
165
Cointegration
162
Kointegration
161
ARCH model
146
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146
Capital income
137
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134
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1,973
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32
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51
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17
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16
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14
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9
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1
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1
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Phillips, Peter C. B.
43
Linton, Oliver
24
Gouriéroux, Christian
19
Lee, Lung-fei
18
Koop, Gary
17
Swanson, Norman R.
17
Bollerslev, Tim
16
Ghysels, Eric
16
Tauchen, George Eugene
16
Todorov, Viktor
16
Yu, Jun
16
Pesaran, M. Hashem
15
Aït-Sahalia, Yacine
14
Corradi, Valentina
14
Diebold, Francis X.
14
Hsiao, Cheng
14
Park, Joon Y.
14
Xiao, Zhijie
14
Li, Qi
13
McAleer, Michael
13
Schmidt, Peter
13
Taylor, Robert
13
Baltagi, Badi H.
12
Renault, Eric
12
White, Halbert
12
Chib, Siddhartha
11
Dufour, Jean-Marie
11
Gao, Jiti
11
Granger, C. W. J.
11
Maasoumi, Esfandiar
11
Patton, Andrew J.
11
Steel, Mark F. J.
11
Su, Liangjun
11
Timmermann, Allan
11
Barnett, William A.
10
Hong, Yongmiao
10
Kohn, Robert
10
Lewbel, Arthur
10
Mykland, Per A.
10
Shin, Yongcheol
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
5,872
European journal of operational research : EJOR
4,858
Applied economics
3,296
Journal of economic theory
2,867
The American economic review
2,542
Journal of economic dynamics & control
2,534
Journal of economic behavior & organization : JEBO
2,463
Economic modelling
2,435
Applied economics letters
2,346
Computers & operations research : and their applications to problems of world concern ; an international journal
2,340
European economic review : EER
2,192
Journal of banking & finance
2,106
The economic journal : the journal of the Royal Economic Society
1,949
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
1,648
Energy economics
1,565
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
1,525
Journal of international economics
1,477
Public choice
1,440
International review of economics & finance : IREF
1,401
International economic review
1,375
International journal of production economics
1,352
Journal of international money and finance
1,347
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,328
Journal of financial economics
1,320
Social choice and welfare
1,317
Finance research letters
1,312
Journal of macroeconomics
1,295
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1,286
American journal of agricultural economics
1,242
International journal of industrial organization
1,212
The journal of finance : the journal of the American Finance Association
1,208
The Canadian journal of economics
1,173
The review of financial studies
1,166
Southern economic journal
1,140
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ECONIS (ZBW)
2,005
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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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