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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"lit"
~language:"nor"
~language:"und"
~subject:"Firm performance"
~subject:"Kapitaleinkommen"
~subject:"Theory"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
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Firm performance
Kapitaleinkommen
Theory
Wirkungsanalyse
Estimation theory
1,600
Schätztheorie
1,600
Theorie
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
465
Schätzung
460
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
Stochastic process
218
Stochastischer Prozess
218
USA
218
United States
218
Method of moments
204
Momentenmethode
203
Bootstrap approach
179
Bootstrap-Verfahren
179
Bayes-Statistik
173
Bayesian inference
173
Statistical distribution
165
Statistische Verteilung
165
Cointegration
162
Kointegration
161
ARCH model
146
ARCH-Modell
146
Capital income
137
Autocorrelation
134
Autokorrelation
134
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Undetermined
424
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Article
1,669
Book / Working Paper
32
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Article in journal
Aufsatz im Buch
Collection of articles of several authors
Aufsatz in Zeitschrift
1,701
Sammelwerk
51
Konferenzschrift
17
Conference proceedings
14
Festschrift
9
Conference paper
5
Konferenzbeitrag
5
Aufsatzsammlung
4
Systematic review
3
Übersichtsarbeit
3
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1
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1
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English
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Phillips, Peter C. B.
36
Koop, Gary
16
Lee, Lung-fei
16
Yu, Jun
16
Gouriéroux, Christian
15
Linton, Oliver
15
Swanson, Norman R.
15
Diebold, Francis X.
14
Pesaran, M. Hashem
14
Bollerslev, Tim
13
Ghysels, Eric
13
Aït-Sahalia, Yacine
12
Taylor, Robert
12
Xiao, Zhijie
12
Chib, Siddhartha
11
Granger, C. W. J.
11
Hsiao, Cheng
11
McAleer, Michael
11
Renault, Eric
11
Schmidt, Peter
11
Steel, Mark F. J.
11
Tauchen, George Eugene
11
Timmermann, Allan
11
Todorov, Viktor
11
Corradi, Valentina
10
Dufour, Jean-Marie
10
Mykland, Per A.
10
Hong, Yongmiao
9
Li, Qi
9
Park, Joon Y.
9
Patton, Andrew J.
9
Robinson, Peter M.
9
Tsionas, Efthymios G.
9
Whang, Yoon-jae
9
White, Halbert
9
Andersen, Torben
8
Baltagi, Badi H.
8
Barnett, William A.
8
Hidalgo, Javier
8
Kohn, Robert
8
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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
5,478
European journal of operational research : EJOR
4,935
Journal of economic theory
2,868
Journal of economic dynamics & control
2,512
The American economic review
2,463
Journal of economic behavior & organization : JEBO
2,334
Computers & operations research : and their applications to problems of world concern ; an international journal
2,332
Applied economics
2,178
Economic modelling
2,121
European economic review : EER
2,034
International journal of production research
2,025
Journal of banking & finance
2,003
Games and economic behavior
1,864
Journal of public economics
1,848
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,810
Management science : journal of the Institute for Operations Research and the Management Sciences
1,682
Applied economics letters
1,645
Finance research letters
1,585
International journal of production economics
1,498
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,493
Energy economics
1,492
Journal of monetary economics
1,455
The economic journal : the journal of the Royal Economic Society
1,447
Public choice
1,386
International economic review
1,365
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,329
International review of economics & finance : IREF
1,320
Journal of international economics
1,317
Social choice and welfare
1,311
Journal of financial economics
1,303
American journal of agricultural economics
1,224
International journal of industrial organization
1,200
Journal of macroeconomics
1,198
The journal of finance : the journal of the American Finance Association
1,153
Journal of international money and finance
1,152
The review of financial studies
1,132
Journal of mathematical economics
1,129
The Canadian journal of economics
1,084
Journal of political economy
1,079
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ECONIS (ZBW)
1,701
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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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