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subject:"USA"
~isPartOf:"Journal of econometrics"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Capital income"
~subject:"Faktorenanalyse"
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USA
Börsenkurs
Capital income
Faktorenanalyse
Estimation
466
Schätzung
462
Estimation theory
351
Schätztheorie
351
Statistical test
324
Statistischer Test
324
Theorie
296
Theory
296
Time series analysis
171
Zeitreihenanalyse
171
Nichtparametrisches Verfahren
153
Nonparametric statistics
153
Regression analysis
130
Regressionsanalyse
130
Volatility
123
Volatilität
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Panel
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Panel study
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82
Prognoseverfahren
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Stochastic process
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Stochastischer Prozess
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Kapitaleinkommen
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Share price
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United States
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Bootstrap approach
53
Bootstrap-Verfahren
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Statistical distribution
45
Statistische Verteilung
45
Induktive Statistik
43
Method of moments
43
Momentenmethode
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Statistical inference
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Todorov, Viktor
10
Bollerslev, Tim
7
Tauchen, George Eugene
6
Andersen, Torben
5
Li, Jia
5
Xiu, Dacheng
5
Aït-Sahalia, Yacine
4
Baltagi, Badi H.
4
Kim, Donggyu
4
Kao, Chihwa
3
Koop, Gary
3
Wang, Fa
3
Wang, Yazhen
3
Andreou, Elena
2
Barigozzi, Matteo
2
Breitung, Jörg
2
Christensen, Kim
2
Demetrescu, Matei
2
Fan, Jianqing
2
Francq, Christian
2
Frühwirth-Schnatter, Sylvia
2
Fulop, Andras
2
Gao, Jiti
2
Ghysels, Eric
2
Grammig, Joachim
2
Han, Xu
2
Harvey, Andrew C.
2
Heckman, James J.
2
Kong, Xin-Bing
2
Li, Yingying
2
Mayer, Walter James
2
McAleer, Michael
2
Meddahi, Nour
2
Mroz, Thomas A.
2
Paolella, Marc S.
2
Park, Joon Y.
2
Patton, Andrew J.
2
Pelger, Markus
2
Pesaran, M. Hashem
2
Polak, Pawel
2
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
1,927
Discussion paper / Centre for Economic Policy Research
548
NBER working paper series
514
Applied economics
485
Discussion paper series / IZA
442
Finance research letters
437
Journal of banking & finance
352
Applied economics letters
344
NBER Working Paper
331
International review of financial analysis
326
International review of economics & finance : IREF
294
Applied financial economics
283
Journal of financial economics
277
CESifo working papers
276
Economic modelling
245
Working paper
239
The journal of finance : the journal of the American Finance Association
237
Journal of international money and finance
235
Finance and economics discussion series
233
Journal of international financial markets, institutions & money
230
The North American journal of economics and finance : a journal of financial economics studies
221
Research in international business and finance
217
Journal of empirical finance
208
The review of economics and statistics
200
The American economic review
199
Economics letters
196
The review of financial studies
196
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
189
Pacific-Basin finance journal
189
Energy economics
170
The journal of futures markets
163
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
161
Review of quantitative finance and accounting
157
Journal of financial and quantitative analysis : JFQA
154
The European journal of finance
151
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
147
Journal of applied econometrics
131
Journal of money, credit and banking : JMCB
126
International journal of finance & economics : IJFE
125
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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
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
3
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:
4
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
Saved in:
5
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:
6
Mixture of distribution hypothesis : analyzing daily liquidity frictions and information flows
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 367-383
Persistent link: https://www.econbiz.de/10011920520
Saved in:
7
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:
8
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:
9
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:
10
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
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