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~isPartOf:"Journal of econometrics"
~source:"econis"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Statistical test
324
Statistischer Test
324
Estimation theory
168
Schätztheorie
168
Theorie
129
Theory
129
Time series analysis
72
Zeitreihenanalyse
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63
Nonparametric statistics
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45
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Estimation
37
Schätzung
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30
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Structural break
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Strukturbruch
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Hypothesis testing
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Statistische Verteilung
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Demetrescu, Matei
2
Taylor, Robert
2
Andersen, Torben
1
Andreou, Elena
1
Breitung, Jörg
1
Cai, Zongwu
1
Georgiev, Iliyan
1
Grynkiv, Iaryna
1
Harvey, David I.
1
Jacod, Jean
1
Kasparis, Ioannis
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Klüppelberg, Claudia
1
Leybourne, Stephen James
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Liu, Xiaohui
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Müller, Gernot
1
Nagakura, Daisuke
1
Peng, Liang
1
Phillips, Peter C. B.
1
Rodrigues, Paulo M. M.
1
Shintani, Mototsugu
1
Tauchen, George Eugene
1
Todorov, Viktor
1
Tomoyoshi, Yabu
1
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1
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
The European journal of finance
8
Journal of empirical finance
7
Journal of financial econometrics
7
Journal of financial economics
6
Econometric reviews
4
International journal of forecasting
4
Journal of banking & finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The review of financial studies
4
Discussion paper
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Finance research letters
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Journal of financial markets
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Pacific-Basin finance journal
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Quantitative finance
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Theoretical economics letters
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Working paper series / University of Zurich, Department of Economics
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Cambridge working papers in economics
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Economics bulletin : EB
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IWQW discussion paper series
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International review of financial analysis
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Journal of economic dynamics & control
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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1
Testing
for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
2
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
3
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
4
A unified test for predictability of asset returns regardless of properties of predicting variables
Liu, Xiaohui
;
Yang, Bingduo
;
Cai, Zongwu
;
Peng, Liang
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 141-159
Persistent link: https://www.econbiz.de/10012139823
Saved in:
5
Testing
for non-correlation between price and volatility jumps
Jacod, Jean
;
Klüppelberg, Claudia
;
Müller, Gernot
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 284-297
Persistent link: https://www.econbiz.de/10011818360
Saved in:
6
Instrumental variable and variable addition based inference in predictive regressions
Breitung, Jörg
;
Demetrescu, Matei
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 358-375
Persistent link: https://www.econbiz.de/10011499478
Saved in:
7
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
Saved in:
8
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
Saved in:
9
Spurious regressions in technical trading
Shintani, Mototsugu
;
Tomoyoshi, Yabu
;
Nagakura, Daisuke
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 301-309
Persistent link: https://www.econbiz.de/10009673181
Saved in:
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