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subject:"USA"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~source:"econis"
~subject:"Capital income"
~subject:"Faktorenanalyse"
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USA
Capital income
Faktorenanalyse
Estimation
847
Schätzung
843
Estimation theory
528
Schätztheorie
528
Theorie
527
Theory
527
Statistical test
454
Statistischer Test
454
Time series analysis
295
Zeitreihenanalyse
295
Nichtparametrisches Verfahren
229
Nonparametric statistics
229
Volatility
192
Volatilität
192
Regression analysis
186
Regressionsanalyse
186
United States
171
Forecasting model
156
Prognoseverfahren
156
Panel
145
Panel study
145
Kapitaleinkommen
114
Stochastic process
103
Stochastischer Prozess
103
Börsenkurs
99
Share price
99
Bootstrap approach
77
Bootstrap-Verfahren
77
Statistical distribution
75
Statistische Verteilung
75
Causality analysis
70
Kausalanalyse
70
Bayes-Statistik
68
Bayesian inference
68
Induktive Statistik
67
Statistical inference
67
Factor analysis
66
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English
319
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Todorov, Viktor
10
Bollerslev, Tim
8
Andersen, Torben
6
Tauchen, George Eugene
5
Aït-Sahalia, Yacine
4
Baltagi, Badi H.
4
Koop, Gary
4
Leybourne, Stephen James
4
Li, Jia
4
Xiu, Dacheng
4
Barigozzi, Matteo
3
Demetrescu, Matei
3
Franses, Philip Hans
3
Harvey, Andrew C.
3
Kao, Chihwa
3
Lucas, André
3
Marcellino, Massimiliano
3
Steel, Mark F. J.
3
Stock, James H.
3
Su, Liangjun
3
Taylor, Robert
3
Urga, Giovanni
3
Wang, Fa
3
Watson, Mark W.
3
Zhou, Hao
3
Anatolyev, Stanislav
2
Bansal, Ravi
2
Bekaert, Geert
2
Breitung, Jörg
2
Carrasco, Marine
2
Cederburg, Scott
2
Cheung, Ying Lun
2
Deschênes, Olivier
2
Dijk, Dick van
2
Enders, Walter
2
Engle, Robert F.
2
Fan, Jianqing
2
Francq, Christian
2
Frühwirth-Schnatter, Sylvia
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
1,866
Discussion paper / Centre for Economic Policy Research
520
Discussion paper series / IZA
439
Applied economics
404
NBER working paper series
387
Journal of banking & finance
286
Finance research letters
277
Applied economics letters
260
Journal of financial economics
245
CESifo working papers
239
International review of financial analysis
232
Finance and economics discussion series
227
NBER Working Paper
224
International review of economics & finance : IREF
222
Applied financial economics
221
Working paper
219
The journal of finance : the journal of the American Finance Association
214
Journal of international money and finance
198
The review of economics and statistics
197
The American economic review
196
Economic modelling
187
The review of financial studies
184
Journal of empirical finance
176
Economics letters
174
The North American journal of economics and finance : a journal of financial economics studies
168
Journal of international financial markets, institutions & money
155
Journal of financial and quantitative analysis : JFQA
142
Research in international business and finance
141
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
137
The journal of futures markets
134
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
132
Journal of applied econometrics
124
Pacific-Basin finance journal
123
Journal of money, credit and banking : JMCB
122
Review of quantitative finance and accounting
118
Energy economics
112
The European journal of finance
112
Discussion paper
111
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ECONIS (ZBW)
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1
Moment and memory properties of linear conditional heteroscedasticity models, and a new model
Davidson, James E. H.
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
1
,
pp. 16-29
Persistent link: https://www.econbiz.de/10001891395
Saved in:
2
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:
3
Cointegration and threshold adjustment
Enders, Walter
;
Siklos, Pierre L.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 166-176
Persistent link: https://www.econbiz.de/10001568815
Saved in:
4
Detecting structural differences in tail dependence of financial time series
Bormann, Carsten
;
Schienle, Melanie
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 380-392
Persistent link: https://www.econbiz.de/10012262482
Saved in:
5
Multivariate tests of mean-variance efficiency and spanning with a large number of assets and time-varying covariances
Gungor, Sermin
;
Luger, Richard
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10011691256
Saved in:
6
Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
7
Testing nowcast monotonicity with estimated factors
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 107-123
Persistent link: https://www.econbiz.de/10012179524
Saved in:
8
Testing alphas in conditional time-varying factor models with high-dimensional assets
Ma, Shujie
;
Lan, Wei
;
Su, Liangjun
;
Tsai, Chih-Ling
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 214-227
Persistent link: https://www.econbiz.de/10012179549
Saved in:
9
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:
10
A factor-adjusted multiple testing procedure with application to mutual fund selection
Lan, Wei
;
Du, Lilun
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 147-157
Persistent link: https://www.econbiz.de/10012176556
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