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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"lit"
~language:"nor"
~language:"und"
~subject:"Deutschland"
~subject:"Firm performance"
~subject:"Kapitaleinkommen"
~subject:"Nichtparametrisches Verfahren"
~subject:"Theory"
~subject:"Wirkungsanalyse"
~subject:"Wirtschaftswachstum"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
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Deutschland
Firm performance
Kapitaleinkommen
Nichtparametrisches Verfahren
Theory
Wirkungsanalyse
Wirtschaftswachstum
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nonparametric statistics
542
Estimation
464
Schätzung
459
Regression analysis
450
Regressionsanalyse
450
Statistical test
321
Statistischer Test
321
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320
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165
Cointegration
162
Kointegration
161
ARCH model
146
ARCH-Modell
146
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137
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134
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Aufsatz im Buch
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2,108
Sammelwerk
55
Conference paper
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15
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Phillips, Peter C. B.
41
Linton, Oliver
34
Li, Qi
20
Chen, Xiaohong
19
Koop, Gary
18
Xiao, Zhijie
18
Hsiao, Cheng
17
Robinson, Peter M.
17
White, Halbert
17
Gouriéroux, Christian
16
Lee, Lung-fei
16
Lewbel, Arthur
16
Yu, Jun
16
Bollerslev, Tim
15
Gao, Jiti
15
Pesaran, M. Hashem
15
Swanson, Norman R.
15
Diebold, Francis X.
14
Simar, Léopold
14
Su, Liangjun
14
Aït-Sahalia, Yacine
13
Ghysels, Eric
13
Horowitz, Joel
13
Todorov, Viktor
13
Cai, Zongwu
12
Chen, Songnian
12
Florens, Jean-Pierre
12
McAleer, Michael
12
Park, Joon Y.
12
Tauchen, George Eugene
12
Taylor, Robert
12
Chib, Siddhartha
11
Corradi, Valentina
11
Granger, C. W. J.
11
Renault, Eric
11
Schmidt, Peter
11
Steel, Mark F. J.
11
Timmermann, Allan
11
Whang, Yoon-jae
11
Dufour, Jean-Marie
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
Published in...
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Journal of econometrics
Economics letters
5,864
European journal of operational research : EJOR
4,849
Journal of economic theory
2,873
Applied economics
2,786
The American economic review
2,600
Journal of economic dynamics & control
2,516
Economic modelling
2,461
Journal of economic behavior & organization : JEBO
2,448
Computers & operations research : and their applications to problems of world concern ; an international journal
2,337
European economic review : EER
2,224
Journal of banking & finance
2,113
Applied economics letters
2,022
International journal of production research
1,980
Journal of public economics
1,890
Games and economic behavior
1,855
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,817
Energy economics
1,767
Management science : journal of the Institute for Operations Research and the Management Sciences
1,657
The economic journal : the journal of the Royal Economic Society
1,547
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,541
Journal of monetary economics
1,536
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,514
International journal of production economics
1,491
Public choice
1,459
Finance research letters
1,423
Journal of international economics
1,382
International economic review
1,364
International review of economics & finance : IREF
1,359
Journal of financial economics
1,341
Journal of macroeconomics
1,328
Social choice and welfare
1,308
Journal of international money and finance
1,265
American journal of agricultural economics
1,249
International journal of industrial organization
1,212
The journal of finance : the journal of the American Finance Association
1,162
The review of financial studies
1,153
Journal of mathematical economics
1,138
Journal of business research : JBR
1,123
The Canadian journal of economics
1,119
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ECONIS (ZBW)
2,108
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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
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
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