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~accessRights:"restricted"
~isPartOf:"CESifo working papers"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Labour economics : official journal of the European Association of Labour Economists"
~isPartOf:"Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy"
~language:"eng"
~subject:"Bildungsertrag"
~subject:"Kapitaleinkommen"
~subject:"Nonparametric statistics"
~subject:"Panel study"
~subject:"Returns to education"
~subject:"Schätzung"
~subject:"VAR model"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Graue Literatur"
~type_genre:"Handbuch"
~type_genre:"Konferenzbeitrag"
~type_genre:"Non-commercial literature"
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31
Isolating momentum crashes
Dierkes, Maik
;
Krupski, Jan
- In:
Journal of empirical finance
66
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013370567
Saved in:
32
Is idiosyncratic risk priced? : the international evidence
Brockman, Paul
;
Guo, Tao
;
Vivero, Maria Gabriela
;
Yu, Wayne
- In:
Journal of empirical finance
66
(
2022
),
pp. 121-136
Persistent link: https://www.econbiz.de/10013370669
Saved in:
33
An integrated panel data approach to modelling economic growth
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 379-397
Persistent link: https://www.econbiz.de/10013441803
Saved in:
34
K-state switching models with time-varying transition distributions : does loan growth signal stronger effects of variables on inflation?
Kaufmann, Sylvia
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 82-94
Persistent link: https://www.econbiz.de/10011498759
Saved in:
35
Nonparametric tests for constant tail dependence with an application to energy and finance
Bücher, Axel
;
Jäschke, Stefan
;
Wied, Dominik
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 154-168
Persistent link: https://www.econbiz.de/10011498799
Saved in:
36
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
37
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:
38
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
39
New tools for understanding the local asymptotic power of panel unit root tests
Westerlund, Joakim
;
Larsson, Rolf
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 59-93
Persistent link: https://www.econbiz.de/10011500261
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40
Specification and structural break tests for additive models with applications to realized variance data
Fengler, Matthias
;
Mammen, Enno
;
Vogt, Michael
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 196-218
Persistent link: https://www.econbiz.de/10011500308
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