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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of quantitative economics"
~subject:"Capital income"
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Zeitreihenanalyse
Capital income
Estimation theory
284
Schätztheorie
284
Nichtparametrisches Verfahren
67
Nonparametric statistics
67
Regression analysis
62
Regressionsanalyse
62
Time series analysis
61
Estimation
49
Schätzung
48
Panel
45
Panel study
45
Statistical test
42
Statistischer Test
42
Method of moments
28
Momentenmethode
28
Autocorrelation
25
Autokorrelation
25
Bootstrap approach
18
Bootstrap-Verfahren
18
Maximum likelihood estimation
17
Maximum-Likelihood-Schätzung
17
Monte Carlo simulation
17
Monte-Carlo-Simulation
17
Volatility
17
Volatilität
17
Modellierung
16
Scientific modelling
16
Statistical distribution
16
Statistische Verteilung
16
Cointegration
15
Stochastic process
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Stochastischer Prozess
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Instrumental variables
14
Kointegration
14
panel data
14
IV-Schätzung
13
Kleinste-Quadrate-Methode
13
Least squares method
13
Nichtlineare Regression
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Teräsvirta, Timo
4
Blasques, Francisco
2
Bohn Nielsen, Heino
2
Dong, Chaohua
2
Gao, Jiti
2
Hsiao, Cheng
2
Koopman, Siem Jan
2
Liang, Zhongwen
2
Lucas, André
2
Medeiros, Marcelo C.
2
Albuquerque, Pedro H.
1
Amado, Cristina
1
Baillie, Richard
1
Baltagi, Badi H.
1
Belotti, Federico
1
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Bermudez, P. de Zea
1
Bierens, Herman J.
1
Brownlees, Christian
1
Cai, Yuzhi
1
Cai, Zongwu
1
Carrion i Silvestre, Josep Lluís
1
Casini, Alessandro
1
Catani, Paul
1
Catania, Leopoldo
1
Chakravarty, Ranjan R.
1
Chaturvedi, Anoop
1
Cheng, Tingting
1
Chevillon, Guillaume
1
Cho, Jin Seo
1
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1
Du, Zaichao
1
Dua, Pami
1
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1
Duffy, James A.
1
Dutta, Sumanjay
1
Escanciano, Juan Carlos
1
Fermanian, Jean-David
1
Fernandes, Marcelo
1
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Econometric reviews
Journal of quantitative economics
Journal of econometrics
182
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Economics letters
47
International journal of forecasting
41
Econometric theory
37
Journal of time series econometrics
37
Computational economics
27
Finance research letters
23
Economic modelling
19
Applied economics letters
18
The econometrics journal
17
Journal of empirical finance
16
Journal of financial econometrics
15
Journal of forecasting
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
11
Essays in honor of Joon Y. Park : econometric theory
9
Journal of risk
9
Quantitative finance
9
Energy economics
8
Discussion paper / Centre for Economic Policy Research
7
Discussion papers / CEPR
7
Journal of economic dynamics & control
7
Journal of mathematical finance
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Insurance / Mathematics & economics
6
Journal of banking & finance
6
Research in international business and finance
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
European journal of operational research : EJOR
5
International journal of economics and finance
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of financial economics
5
Journal of international financial markets, institutions & money
5
Theoretical economics letters
5
Financial markets and portfolio management
4
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ECONIS (ZBW)
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1
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico
;
Casini, Alessandro
;
Catania, Leopoldo
; …
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 281-306
Persistent link: https://www.econbiz.de/10014305507
Saved in:
2
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
3
A data paradigm to operationalise expanded filtration : realized volatilities and kernels from non-synchronous NASDAQ quotes and trades
Chakravarty, Ranjan R.
;
Pani, Sudhanshu
- In:
Journal of quantitative economics
19
(
2021
)
4
,
pp. 617-652
Persistent link: https://www.econbiz.de/10012663902
Saved in:
4
Information theoretic ranking of extreme value returns
Kayal, Parthajit
;
Dutta, Sumanjay
;
Khandelwal, Vipul
; …
- In:
Journal of quantitative economics
19
(
2021
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012489842
Saved in:
5
On asymptotic risk of selecting models for possibly nonstationary time-series
Yu, Shu-Hui
;
Sin, Chor-yiu
- In:
Econometric reviews
40
(
2021
)
4
,
pp. 387-414
Persistent link: https://www.econbiz.de/10012515606
Saved in:
6
Heteroscedasticity testing after outlier removal
Berenguer-Rico, Vanessa
;
Wilms, Ines
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10012483796
Saved in:
7
High-dimensional penalized arch processes
Poignard, Benjamin
;
Fermanian, Jean-David
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 86-107
Persistent link: https://www.econbiz.de/10012483797
Saved in:
8
The spectral envelope : an application to the decoupling problem in economics
Nachane, Dilip M.
;
Dubey, Amlendu Kumar
- In:
Journal of quantitative economics
19
(
2021
),
pp. 287-308
Persistent link: https://www.econbiz.de/10013441726
Saved in:
9
Forecasting in big data environments : an adaptable and automated shrinkage estimation of neural networks (AAShNet)
Habibnia, Ali
;
Maasoumi, Esfandiar
- In:
Journal of quantitative economics
19
(
2021
),
pp. 363-381
Persistent link: https://www.econbiz.de/10013441731
Saved in:
10
Optimal time interval selection in long-run correlation estimation
Albuquerque, Pedro H.
- In:
Journal of quantitative economics
18
(
2020
)
1
,
pp. 53-79
Persistent link: https://www.econbiz.de/10012418795
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