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subject:"USA"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of money, credit and banking : JMCB"
~source:"econis"
~subject:"Capital income"
~subject:"Faktorenanalyse"
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USA
Capital income
Faktorenanalyse
Estimation
698
Schätzung
694
Theorie
414
Theory
414
Estimation theory
389
Schätztheorie
389
Statistical test
347
Statistischer Test
347
Time series analysis
192
Zeitreihenanalyse
192
United States
169
Nichtparametrisches Verfahren
162
Nonparametric statistics
162
Volatility
150
Volatilität
150
Regression analysis
139
Regressionsanalyse
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Panel
126
Panel study
126
Forecasting model
111
Prognoseverfahren
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Financial crisis
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Finanzkrise
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Kapitaleinkommen
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Stochastic process
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Börsenkurs
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Share price
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Geldpolitik
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Monetary policy
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Bootstrap approach
59
Bootstrap-Verfahren
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Welt
59
World
59
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Statistische Verteilung
55
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51
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Todorov, Viktor
8
Bollerslev, Tim
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Andersen, Torben
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Aït-Sahalia, Yacine
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Baltagi, Badi H.
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2
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2
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2
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2
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2
Corradi, Valentina
2
DeYoung, Robert
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Demetrescu, Matei
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Journal of econometrics
Journal of money, credit and banking : JMCB
Working paper / National Bureau of Economic Research, Inc.
1,866
Discussion paper / Centre for Economic Policy Research
520
Discussion paper series / IZA
438
Applied economics
404
NBER working paper series
392
Journal of banking & finance
286
Finance research letters
280
Applied economics letters
264
Journal of financial economics
244
CESifo working papers
240
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
220
The journal of finance : the journal of the American Finance Association
214
Journal of international money and finance
199
The review of economics and statistics
197
The American economic review
196
Economic modelling
187
The review of financial studies
184
Economics letters
180
Journal of empirical finance
178
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
170
The North American journal of economics and finance : a journal of financial economics studies
167
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
Pacific-Basin finance journal
127
Journal of applied econometrics
124
Review of quantitative finance and accounting
118
Energy economics
111
The European journal of finance
111
Discussion paper
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
The likelihood ratio test for structural changes in factor models
Bai, Jushan
;
Duan, Jiangtao
;
Han, Xu
- In:
Journal of econometrics
238
(
2024
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10015073952
Saved in:
5
Climate risks and market efficiency
Hong, Harrison G.
;
Li, Frank Weikai
;
Xu, Jiangmin
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 265-281
Persistent link: https://www.econbiz.de/10012144990
Saved in:
6
Intraday patterns in FX returns and order flow
Breedon, Francis J.
;
Ranaldo, Angelo
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
5
,
pp. 953-965
Persistent link: https://www.econbiz.de/10010197597
Saved in:
7
Strong rules for detecting the number of breaks in a time series
Altissimo, Filippo
;
Corradi, Valentina
- In:
Journal of econometrics
117
(
2003
)
2
,
pp. 207-244
Persistent link: https://www.econbiz.de/10001799064
Saved in:
8
Economic tracking portfolios
Lamont, Owen A.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 161-184
Persistent link: https://www.econbiz.de/10001617161
Saved in:
9
Post-'87 crash fears in the S&P 500 futures option market
Bates, David S.
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 181-238
Persistent link: https://www.econbiz.de/10001437755
Saved in:
10
Were financial crises predictable?
Canova, Fabio
- In:
Journal of money, credit and banking : JMCB
26
(
1994
)
1
,
pp. 102-124
Persistent link: https://www.econbiz.de/10001162946
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