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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Kapitaleinkommen"
~subject:"Theory"
~subject:"Welt"
~subject:"Wirkungsanalyse"
~subject:"Wirtschaftswachstum"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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Kapitaleinkommen
Theory
Welt
Wirkungsanalyse
Wirtschaftswachstum
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
464
Schätzung
459
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
USA
218
United States
218
Stochastic process
217
Stochastischer Prozess
217
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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Online availability
All
Undetermined
439
Type of publication
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Article
1,700
Book / Working Paper
32
Type of publication (narrower categories)
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Article in journal
Conference proceedings
Aufsatz in Zeitschrift
1,732
Collection of articles of several authors
52
Sammelwerk
52
Konferenzschrift
17
Festschrift
9
Conference paper
5
Konferenzbeitrag
5
Aufsatzsammlung
4
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
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Language
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English
Author
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Phillips, Peter C. B.
37
Koop, Gary
16
Lee, Lung-fei
16
Linton, Oliver
16
Pesaran, M. Hashem
16
Yu, Jun
16
Diebold, Francis X.
15
Gouriéroux, Christian
15
Swanson, Norman R.
15
Aït-Sahalia, Yacine
13
Bollerslev, Tim
13
Ghysels, Eric
13
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
Maasoumi, Esfandiar
9
Magnus, Jan R.
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
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Institution
All
(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...
All
Journal of econometrics
Economics letters
5,902
European journal of operational research : EJOR
4,891
Journal of economic theory
2,883
Applied economics
2,839
The American economic review
2,753
Economic modelling
2,683
Journal of economic dynamics & control
2,543
Journal of economic behavior & organization : JEBO
2,420
Energy economics
2,410
Journal of banking & finance
2,351
Computers & operations research : and their applications to problems of world concern ; an international journal
2,338
European economic review : EER
2,250
Applied economics letters
2,166
International journal of production research
1,956
Journal of public economics
1,917
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,869
Games and economic behavior
1,869
Finance research letters
1,840
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,817
Journal of international money and finance
1,711
Management science : journal of the Institute for Operations Research and the Management Sciences
1,649
The economic journal : the journal of the Royal Economic Society
1,621
Journal of international economics
1,607
Journal of monetary economics
1,594
International review of economics & finance : IREF
1,566
Public choice
1,554
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,501
International economic review
1,390
Journal of financial economics
1,383
Journal of macroeconomics
1,366
American journal of agricultural economics
1,363
International journal of production economics
1,325
Social choice and welfare
1,319
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
1,262
International review of financial analysis
1,231
Journal of development economics
1,221
International journal of industrial organization
1,215
The journal of finance : the journal of the American Finance Association
1,204
The review of financial studies
1,195
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Source
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ECONIS (ZBW)
1,732
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1
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10
of
1,732
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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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