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subject:"USA"
~isPartOf:"Journal of econometrics"
~source:"econis"
~subject:"Capital income"
~subject:"Faktorenanalyse"
~subject:"Forecasting model"
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USA
Capital income
Faktorenanalyse
Forecasting model
Estimation
466
Schätzung
462
Estimation theory
351
Schätztheorie
351
Statistical test
324
Statistischer Test
324
Theorie
296
Theory
296
Time series analysis
171
Zeitreihenanalyse
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Nichtparametrisches Verfahren
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Volatility
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Induktive Statistik
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Todorov, Viktor
8
Bollerslev, Tim
7
Andersen, Torben
6
Aït-Sahalia, Yacine
4
Baltagi, Badi H.
4
Koop, Gary
4
McCracken, Michael W.
4
Xiu, Dacheng
4
Clark, Todd E.
3
Fan, Jianqing
3
Frühwirth-Schnatter, Sylvia
3
Kao, Chihwa
3
Kim, Donggyu
3
Linton, Oliver
3
Patton, Andrew J.
3
Pesaran, M. Hashem
3
Rossi, Barbara
3
Tauchen, George Eugene
3
Taylor, Robert
3
Wang, Fa
3
Andreou, Elena
2
Aruoba, S. Borağan
2
Barigozzi, Matteo
2
Breitung, Jörg
2
Cai, Zongwu
2
Corradi, Valentina
2
Demetrescu, Matei
2
Diebold, Francis X.
2
Francq, Christian
2
Fulop, Andras
2
Gao, Jiti
2
Georgiev, Iliyan
2
Ghysels, Eric
2
Hallin, Marc
2
Han, Xu
2
Harvey, Andrew C.
2
Harvey, David I.
2
Heckman, James J.
2
Hong, Yongmiao
2
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
1,890
Discussion paper / Centre for Economic Policy Research
552
Applied economics
466
Discussion paper series / IZA
445
NBER working paper series
424
Finance research letters
327
Journal of banking & finance
319
Applied economics letters
304
CESifo working papers
264
NBER Working Paper
262
Working paper
262
International review of financial analysis
260
Journal of financial economics
251
Finance and economics discussion series
244
International review of economics & finance : IREF
241
Applied financial economics
239
Journal of international money and finance
236
International journal of forecasting
234
Economic modelling
230
The journal of finance : the journal of the American Finance Association
216
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
214
Economics letters
207
The review of economics and statistics
200
Journal of empirical finance
199
The American economic review
198
The review of financial studies
189
The North American journal of economics and finance : a journal of financial economics studies
188
Journal of international financial markets, institutions & money
179
Energy economics
161
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
158
Research in international business and finance
155
Journal of forecasting
153
Journal of applied econometrics
149
Journal of financial and quantitative analysis : JFQA
149
The journal of futures markets
147
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
146
The European journal of finance
135
Journal of money, credit and banking : JMCB
131
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ECONIS (ZBW)
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1
The predictive ability of several models of exchange rate volatility
West, Kenneth D.
- In:
Journal of econometrics
69
(
1995
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10001188565
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
Does modeling a structural break improve forecast accuracy?
Boot, Tom
;
Pick, Andreas
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 35-59
Persistent link: https://www.econbiz.de/10012439152
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
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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