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subject:"USA"
~isPartOf:"Journal of econometrics"
~source:"econis"
~subject:"Bootstrap approach"
~subject:"Capital income"
~subject:"Faktorenanalyse"
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USA
Bootstrap approach
Capital income
Faktorenanalyse
Estimation
466
Schätzung
462
Estimation theory
351
Schätztheorie
351
Statistical test
324
Statistischer Test
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Theorie
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Theory
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Time series analysis
171
Zeitreihenanalyse
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Nichtparametrisches Verfahren
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Volatility
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United States
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Bootstrap-Verfahren
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Statistical distribution
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Statistische Verteilung
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Induktive Statistik
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Todorov, Viktor
8
Bollerslev, Tim
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Andersen, Torben
5
Taylor, Robert
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Aït-Sahalia, Yacine
4
Baltagi, Badi H.
4
Xiu, Dacheng
4
Horowitz, Joel
3
Hounyo, Ulrich
3
Kao, Chihwa
3
Koop, Gary
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Tauchen, George Eugene
3
Varneskov, Rasmus Tangsgaard
3
Wang, Fa
3
Barigozzi, Matteo
2
Breitung, Jörg
2
Bücher, Axel
2
Cavaliere, Giuseppe
2
Corradi, Valentina
2
Demetrescu, Matei
2
Dufour, Jean-Marie
2
Escanciano, J. Carlos
2
Fan, Jianqing
2
Francq, Christian
2
Frühwirth-Schnatter, Sylvia
2
Fulop, Andras
2
Gao, Jiti
2
Georgiev, Iliyan
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Han, Xu
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Harvey, Andrew C.
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Harvey, David I.
2
Heckman, James J.
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Hsiao, Cheng
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Leybourne, Stephen James
2
Li, Jia
2
Li, Qi
2
Li, Yingying
2
Linton, Oliver
2
MacKinnon, James G.
2
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
1,866
Discussion paper / Centre for Economic Policy Research
521
Discussion paper series / IZA
440
Applied economics
418
NBER working paper series
387
Journal of banking & finance
292
Finance research letters
281
Applied economics letters
269
Journal of financial economics
245
CESifo working papers
241
International review of financial analysis
233
Finance and economics discussion series
227
Applied financial economics
224
International review of economics & finance : IREF
224
NBER Working Paper
224
Working paper
222
The journal of finance : the journal of the American Finance Association
214
The review of economics and statistics
200
Journal of international money and finance
199
Economics letters
198
Economic modelling
197
The American economic review
196
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
191
The review of financial studies
184
Journal of empirical finance
178
The North American journal of economics and finance : a journal of financial economics studies
169
Journal of international financial markets, institutions & money
157
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
146
Research in international business and finance
143
Journal of financial and quantitative analysis : JFQA
142
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
138
The journal of futures markets
134
Journal of applied econometrics
129
Pacific-Basin finance journal
123
Journal of money, credit and banking : JMCB
122
Review of quantitative finance and accounting
119
Energy economics
113
The European journal of finance
113
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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
Nonparametric tests for tail monotonicity
Berghaus, Betina
;
Bücher, Axel
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 117-126
Persistent link: https://www.econbiz.de/10010433404
Saved in:
3
Inference for local distributions at high sampling frequencies : a bootstrap approach
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012439150
Saved in:
4
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:
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
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
7
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
8
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
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9
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:
10
Economic tracking portfolios
Lamont, Owen A.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 161-184
Persistent link: https://www.econbiz.de/10001617161
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