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subject:"USA"
~isPartOf:"Journal of econometrics"
~source:"econis"
~subject:"Faktorenanalyse"
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USA
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
123
Panel
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Panel study
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Forecasting model
82
Prognoseverfahren
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Stochastic process
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Stochastischer Prozess
69
Börsenkurs
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Capital income
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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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Panel data
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Baltagi, Badi H.
4
Aït-Sahalia, Yacine
3
Kao, Chihwa
3
Koop, Gary
3
Wang, Fa
3
Andersen, Torben
2
Barigozzi, Matteo
2
Fan, Jianqing
2
Frühwirth-Schnatter, Sylvia
2
Gao, Jiti
2
Han, Xu
2
Heckman, James J.
2
Mayer, Walter James
2
McAleer, Michael
2
Mroz, Thomas A.
2
Pesaran, M. Hashem
2
Ryu, Hang-keun
2
Slottje, Daniel Jonathan
2
Steel, Mark F. J.
2
Weidner, Martin
2
Xiu, Dacheng
2
Ahn, Seung Chan
1
Altissimo, Filippo
1
Aruoba, S. Borağan
1
Asai, Manabu
1
Ashenfelter, Orley
1
Ashmore, David
1
Atkinson, Scott Estes
1
Aßmann, Christian
1
Bai, Jushan
1
Bansal, Ravi
1
Bates, David S.
1
Belzil, Christian
1
Blasques, F.
1
Blundell, Richard W.
1
Bollerslev, Tim
1
Bonhomme, Stéphane
1
Boudt, Kris
1
Boysen-Hogrefe, Jens
1
Breidt, F. Jay
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
1,809
Discussion paper / Centre for Economic Policy Research
497
Discussion paper series / IZA
433
Applied economics
285
NBER working paper series
256
Finance and economics discussion series
206
The journal of finance : the journal of the American Finance Association
199
CESifo working papers
198
The review of economics and statistics
193
The American economic review
192
Working paper
183
The review of financial studies
176
Applied economics letters
157
Journal of international money and finance
136
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
132
Applied financial economics
131
NBER Working Paper
128
Economics letters
120
Journal of applied econometrics
116
Journal of banking & finance
116
Journal of financial and quantitative analysis : JFQA
115
The journal of futures markets
114
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
112
Journal of money, credit and banking : JMCB
111
Journal of financial economics
107
Economic modelling
98
Staff reports / Federal Reserve Bank of New York
93
Discussion paper
88
American economic journal : a journal of the American Economic Association
86
Journal of monetary economics
86
Journal of political economy
86
International finance discussion papers
84
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
76
Southern economic journal
72
International review of economics & finance : IREF
71
The North American journal of economics and finance : a journal of financial economics studies
71
IMF working papers
70
The quarterly journal of economics
67
Journal of labor economics
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Maximum score
estimation
of disequilibrium models and the role of anticipatory price-setting
Mayer, Walter James
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10001248308
Saved in:
5
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
6
Consistent noisy independent component analysis
Bonhomme, Stéphane
;
Robin, Jean-Marc
- In:
Journal of econometrics
149
(
2009
)
1
,
pp. 12-25
Persistent link: https://www.econbiz.de/10003833711
Saved in:
7
A likelihood ratio test for stationarity of rating transitions
Weißbach, Rafael
;
Walter, Ronja
- In:
Journal of econometrics
155
(
2010
)
2
,
pp. 188-194
Persistent link: https://www.econbiz.de/10003945547
Saved in:
8
A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
Baltagi, Badi H.
;
Feng, Qu
;
Kao, Chihwa
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 164-177
Persistent link: https://www.econbiz.de/10009673119
Saved in:
9
Detection of units with pervasive effects in large panel data models
Kapetanios, George
;
Pesaran, M. Hashem
;
Reese, S.
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 510-541
Persistent link: https://www.econbiz.de/10012619248
Saved in:
10
Testing against constant factor loading matrix with large panel high-frequency data
Kong, Xin-bing
;
Liu, Cheng
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 301-319
Persistent link: https://www.econbiz.de/10011974736
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