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~accessRights:"restricted"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~source:"econis"
~subject:"Bildungsertrag"
~subject:"Eltern"
~subject:"Entwicklungshilfe"
~subject:"Fractional cointegration"
~subject:"OECD countries"
~subject:"Schätzung"
~subject:"United Kingdom"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
~type_genre:"Thesis"
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Bildungsertrag
Eltern
Entwicklungshilfe
Fractional cointegration
OECD countries
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Theorie
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186
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65
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Carrasco, Marine
2
Chan, Joshua
2
Horváth, Lajos
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Lian, Heng
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Ravazzolo, Francesco
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Centre for Economic Policy Research
498
Working paper / National Bureau of Economic Research, Inc.
267
Economic modelling
203
Applied economics
176
Energy economics
169
Discussion papers / CEPR
164
Economics letters
151
International review of economics & finance : IREF
144
Finance research letters
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Journal of international money and finance
122
Applied economics letters
119
The North American journal of economics and finance : a journal of financial economics studies
90
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
87
Journal of economic dynamics & control
87
International review of financial analysis
86
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
84
Journal of econometrics
81
Journal of banking & finance
76
Journal of empirical finance
75
Macroeconomic dynamics
69
Journal of macroeconomics
68
International journal of forecasting
63
Journal of international economics
55
Journal of international financial markets, institutions & money
55
Research in international business and finance
55
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
55
European economic review : EER
51
Journal of monetary economics
50
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48
Management science : journal of the Institute for Operations Research and the Management Sciences
44
International journal of finance & economics : IJFE
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Open economies review
41
Review of economic dynamics
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The B.E. journal of macroeconomics
36
Journal of economic behavior & organization : JEBO
34
Structural change and economic dynamics : SC+ED
34
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
The evolving impact of global, region-specific, and country-specific uncertainty
Mumtaz, Haroon
;
Musso, Alberto
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 466-481
Persistent link: https://www.econbiz.de/10012499092
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2
Leverage, asymmetry, and heavy tails in the high-dimensional factor stochastic volatility model
Li, Mengheng
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 285-301
Persistent link: https://www.econbiz.de/10012804111
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3
Nonlinear predictability of stock returns? : parametric versus nonparametric inference in predictive regressions
Demetrescu, Matei
;
Hillmann, Benjamin
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 382-397
Persistent link: https://www.econbiz.de/10012804123
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4
Dynamic bivariate peak over threshold model for joint tail risk dynamics of financial markets
Zhao, Zifeng
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 892-906
Persistent link: https://www.econbiz.de/10012653200
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5
Price dividend ratio and long-run stock returns : a score-driven state space model
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1054-1065
Persistent link: https://www.econbiz.de/10012653225
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6
Nonparametric tests for treatment effect heterogeneity with duration outcomes
Sant'Anna, Pedro H. C.
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 816-832
Persistent link: https://www.econbiz.de/10012587986
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7
Testing for an omitted multiplicative long-term component in GARCH models
Conrad, Christian
;
Schienle, Melanie
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 229-242
null hypothesis that the variable has no explanatory power. We derive the asymptotic
theory
for our test statistic and …
Persistent link: https://www.econbiz.de/10012795900
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8
Equality-minded treatment choice
Kitagawa, Toru
;
Tetenov, Aleksey
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 561-574
Persistent link: https://www.econbiz.de/10012499100
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9
Markov-switching three-pass regression filter
Guérin, Pierre
;
Leiva-Leon, Danilo
;
Marcellino, …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 285-302
Persistent link: https://www.econbiz.de/10012262467
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10
Change‐point detection in the conditional correlation structure of multivariate volatility models
Barassi, Marco R.
;
Horváth, Lajos
;
Zhao, Yuqian
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 340-349
Persistent link: https://www.econbiz.de/10012262479
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