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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"pol"
~subject:"Developing countries"
~subject:"Kapitaleinkommen"
~subject:"Risk"
~subject:"Schätzung"
~subject:"Share price"
~subject:"Theory"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Konferenzbeitrag"
~type_genre:"Statistik"
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Developing countries
Kapitaleinkommen
Risk
Schätzung
Share price
Theory
Estimation theory
1,589
Schätztheorie
1,589
Theorie
1,558
Time series analysis
655
Zeitreihenanalyse
655
Nichtparametrisches Verfahren
535
Nonparametric statistics
535
Estimation
463
Regression analysis
449
Regressionsanalyse
449
Statistical test
318
Statistischer Test
318
Volatility
318
Volatilität
318
Panel
302
Panel study
302
Forecasting model
273
Prognoseverfahren
273
Stochastic process
217
Stochastischer Prozess
217
USA
216
United States
216
Method of moments
203
Momentenmethode
202
Bootstrap approach
179
Bootstrap-Verfahren
179
Bayes-Statistik
172
Bayesian inference
172
Statistical distribution
164
Statistische Verteilung
164
Cointegration
161
Kointegration
160
ARCH model
146
ARCH-Modell
146
Capital income
136
Autocorrelation
134
Autokorrelation
134
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Undetermined
594
Type of publication
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Book / Working Paper
33
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Article in journal
Government document
Konferenzbeitrag
Statistik
Aufsatz in Zeitschrift
1,928
Collection of articles of several authors
23
Sammelwerk
23
Conference paper
13
Conference proceedings
9
Konferenzschrift
9
Festschrift
3
Systematic review
2
Übersichtsarbeit
2
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1
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1
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Language
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English
Polish
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Phillips, Peter C. B.
39
Linton, Oliver
23
Lee, Lung-fei
18
Ghysels, Eric
17
Gouriéroux, Christian
17
Koop, Gary
17
Tauchen, George Eugene
17
Bollerslev, Tim
16
Todorov, Viktor
16
Pesaran, M. Hashem
15
Swanson, Norman R.
15
Yu, Jun
14
Aït-Sahalia, Yacine
13
Diebold, Francis X.
13
Schmidt, Peter
13
Taylor, Robert
13
Baltagi, Badi H.
12
Park, Joon Y.
12
Timmermann, Allan
12
Xiao, Zhijie
12
Chib, Siddhartha
11
Corradi, Valentina
11
Gao, Jiti
11
Granger, C. W. J.
11
Hsiao, Cheng
11
McAleer, Michael
11
Steel, Mark F. J.
11
White, Halbert
11
Dufour, Jean-Marie
10
Li, Qi
10
Patton, Andrew J.
10
Renault, Eric
10
Shin, Yongcheol
10
Su, Liangjun
10
Andersen, Torben
9
Gallant, A. Ronald
9
Khalaf, Lynda
9
Kohn, Robert
9
Lewbel, Arthur
9
Mykland, Per A.
9
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Institution
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(EC)2 Conference <1, 1990; 2, 1991>
1
Published in...
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Journal of econometrics
Economics letters
5,995
European journal of operational research : EJOR
5,086
Applied economics
3,481
Journal of economic theory
2,884
Economic modelling
2,634
The American economic review
2,616
Journal of economic dynamics & control
2,603
Applied economics letters
2,549
Journal of economic behavior & organization : JEBO
2,503
Journal of banking & finance
2,397
Computers & operations research : and their applications to problems of world concern ; an international journal
2,337
European economic review : EER
2,146
Finance research letters
2,058
International journal of production research
2,002
Journal of public economics
1,901
Games and economic behavior
1,885
Energy economics
1,848
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,819
Management science : journal of the Institute for Operations Research and the Management Sciences
1,780
International review of economics & finance : IREF
1,701
The economic journal : the journal of the Royal Economic Society
1,573
Journal of financial economics
1,566
Journal of monetary economics
1,554
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,534
The journal of finance : the journal of the American Finance Association
1,515
Journal of international economics
1,446
Journal of international money and finance
1,438
Public choice
1,416
International review of financial analysis
1,406
International economic review
1,400
International journal of production economics
1,396
The review of financial studies
1,375
American journal of agricultural economics
1,361
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,355
Journal of macroeconomics
1,352
Social choice and welfare
1,325
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
1,259
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1,222
International journal of industrial organization
1,204
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ECONIS (ZBW)
1,928
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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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