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Zeitreihenanalyse
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326
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311
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311
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Phillips, Peter C. B.
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7
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7
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7
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7
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7
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7
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6
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5
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5
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Chang, Yoosoon
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5
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5
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5
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Journal of econometrics
International journal of forecasting
592
Economics letters
495
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
410
Applied economics
391
Discussion paper / Tinbergen Institute
338
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337
Econometric theory
316
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232
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
205
Finance research letters
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195
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187
Journal of banking & finance
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167
CREATES research paper
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164
Journal of accounting & economics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
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Computational economics
137
The accounting review : a publication of the American Accounting Association
132
International review of economics & finance : IREF
131
Journal of empirical finance
128
Review of accounting studies
126
Journal of financial economics
125
International journal of economics and financial issues : IJEFI
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IMF Working Papers
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Journal of economic dynamics & control
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ECONIS (ZBW)
679
USB Cologne (EcoSocSci)
1
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1
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
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2
Market efficiency, asset returns, and the size of the risk premium in global equity markets
Bansal, Ravi
;
Lundblad, Christian
- In:
Journal of econometrics
109
(
2002
)
2
,
pp. 195-237
Persistent link: https://www.econbiz.de/10001689009
Saved in:
3
Measurement error in multiple equations : Tobin's q and corporate investment, saving, and debt
Chalak, Karim
;
Kim, Daniel
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 413-432
Persistent link: https://www.econbiz.de/10012438979
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4
Dividend suspensions and cash flows during the Covid-19 pandemic : a dynamic econometric model
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1522-1541
Persistent link: https://www.econbiz.de/10014471409
Saved in:
5
The Beveridge-Nelson decomposition in retrospect and prospect
Nelson, Charles R.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 202-206
Persistent link: https://www.econbiz.de/10003782907
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6
The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics
Oh, Kum Hwa
;
Zivot, Eric
;
Creal, Drew
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 207-219
Persistent link: https://www.econbiz.de/10003782911
Saved in:
7
Trend/cycle decomposition of regime-switching processes
Morley, James C.
;
Piger, Jeremy Max
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 220-226
Persistent link: https://www.econbiz.de/10003782912
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8
Markov-switching and the Beveridge-Nelson decomposition : has US output persistence changed since 1984?
Kim, Chang-jin
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 227-240
Persistent link: https://www.econbiz.de/10003782913
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9
Methods for inference in large multiple-equation Markov-switching models
Sims, Christopher A.
;
Waggoner, Daniel F.
;
Zha, Tao
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 255-274
Persistent link: https://www.econbiz.de/10003782971
Saved in:
10
Forecasting economic time series using targeted predictors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
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