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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"ita"
~source:"econis"
~subject:"ARCH-Modell"
~subject:"Capital income"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Experiment"
~subject:"Firm performance"
~subject:"Konsumentenverhalten"
~subject:"Regression analysis"
~subject:"Supply chain"
~subject:"Theory"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Lehrbuch"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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ARCH-Modell
Capital income
Economic growth
Entwicklungsländer
Experiment
Firm performance
Konsumentenverhalten
Regression analysis
Supply chain
Theory
World
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,589
Time series analysis
666
Zeitreihenanalyse
666
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
464
Schätzung
459
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
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217
Method of moments
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Momentenmethode
203
Bootstrap approach
179
Bootstrap-Verfahren
179
Bayes-Statistik
173
Bayesian inference
173
Statistical distribution
166
Statistische Verteilung
166
Cointegration
162
Kointegration
161
ARCH model
146
Kapitaleinkommen
137
Autocorrelation
134
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134
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632
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2,108
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34
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Collection of articles of several authors
54
Sammelwerk
54
Conference proceedings
14
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13
Konferenzbeitrag
13
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9
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4
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3
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1
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Phillips, Peter C. B.
43
Linton, Oliver
23
Koop, Gary
19
Ghysels, Eric
18
Lee, Lung-fei
18
Pesaran, M. Hashem
16
Swanson, Norman R.
16
Yu, Jun
16
Bollerslev, Tim
15
Gouriéroux, Christian
15
Li, Qi
15
McAleer, Michael
15
Chen, Songnian
14
Chib, Siddhartha
14
Diebold, Francis X.
14
Park, Joon Y.
14
Robinson, Peter M.
14
Taylor, Robert
14
Xiao, Zhijie
14
Aït-Sahalia, Yacine
13
Francq, Christian
13
Su, Liangjun
13
Corradi, Valentina
12
Dufour, Jean-Marie
12
Gao, Jiti
12
Hong, Yongmiao
12
White, Halbert
12
Zakoïan, Jean-Michel
12
Granger, C. W. J.
11
Hidalgo, Javier
11
Hsiao, Cheng
11
Lewbel, Arthur
11
Renault, Eric
11
Schmidt, Peter
11
Steel, Mark F. J.
11
Tauchen, George Eugene
11
Timmermann, Allan
11
Todorov, Viktor
11
Galvão Júnior, Antônio Fialho
10
Horowitz, Joel
10
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(EC)2 Conference <1, 1990; 2, 1991>
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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
Working paper / National Bureau of Economic Research, Inc.
8,705
Economics letters
6,426
Discussion paper / Centre for Economic Policy Research
5,895
European journal of operational research : EJOR
5,748
CESifo working papers
5,427
Discussion paper series / IZA
4,130
Working paper
4,002
Journal of economic behavior & organization : JEBO
3,510
International journal of production research
3,347
Journal of business research : JBR
3,289
Applied economics
3,190
International journal of production economics
3,090
Journal of economic theory
2,966
The American economic review
2,873
Discussion paper / Tinbergen Institute
2,853
Policy research working paper : WPS
2,734
Economic modelling
2,718
Journal of economic dynamics & control
2,564
Journal of banking & finance
2,532
Energy economics
2,514
Computers & operations research : and their applications to problems of world concern ; an international journal
2,465
European economic review : EER
2,442
Applied economics letters
2,416
Management science : journal of the Institute for Operations Research and the Management Sciences
2,386
Games and economic behavior
2,184
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
2,174
Discussion paper
2,112
Journal of retailing and consumer services
2,070
Journal of public economics
2,025
Discussion papers / CEPR
1,894
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,870
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
1,833
Finance research letters
1,799
The economic journal : the journal of the Royal Economic Society
1,752
Discussion paper / Center for Economic Research, Tilburg University
1,700
International review of economics & finance : IREF
1,686
Journal of international money and finance
1,667
Journal of international economics
1,626
IMF working paper
1,607
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ECONIS (ZBW)
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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
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
4
Asymptotic properties of Bayesian inference in linear regression with a structural break
Shimizu, Kenichi
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 202-219
Persistent link: https://www.econbiz.de/10014434390
Saved in:
5
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
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6
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:
7
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:
8
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:
9
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:
10
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
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