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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~subject:"Capital income"
~subject:"Statistical inference"
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Zeitreihenanalyse
Capital income
Statistical inference
Estimation theory
5,261
Schätztheorie
5,260
Estimation
1,262
Schätzung
1,237
Time series analysis
970
Regression analysis
920
Regressionsanalyse
917
Nichtparametrisches Verfahren
725
Nonparametric statistics
725
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523
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522
Panel
417
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417
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415
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414
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393
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393
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345
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345
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320
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317
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289
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289
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266
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266
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261
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259
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251
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244
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243
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242
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241
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220
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216
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Phillips, Peter C. B.
13
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11
Linton, Oliver
10
Li, Jia
9
Nielsen, Morten Ørregaard
9
Taylor, Robert
9
Demetrescu, Matei
8
Li, Yingying
8
Zhu, Ke
8
Andersen, Torben
7
Francq, Christian
7
Kapetanios, George
7
Koopman, Siem Jan
7
Kumar, Dilip
7
Li, Degui
7
Lütkepohl, Helmut
7
Marcellino, Massimiliano
7
Peng, Liang
7
Teräsvirta, Timo
7
Todorov, Viktor
7
Wang, Shouyang
7
Blasques, Francisco
6
Inoue, Atsushi
6
Kim, Donggyu
6
Lucas, André
6
Shang, Han Lin
6
Tu, Yundong
6
Watson, Mark W.
6
Xiao, Zhijie
6
Zheng, Xinghua
6
Davis, Richard A.
5
Dong, Chaohua
5
Dufour, Jean-Marie
5
Fan, Jianqing
5
Ma, Jun
5
Maheswaran, S.
5
Omay, Tolga
5
Peng, Bin
5
Rodrigues, Paulo M. M.
5
Sucarrat, Genaro
5
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1
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Journal of econometrics
228
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
96
Econometric reviews
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Economics letters
55
Econometric theory
46
International journal of forecasting
41
Journal of time series econometrics
37
Computational economics
28
The econometrics journal
25
Finance research letters
24
Applied economics letters
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19
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of quantitative economics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
11
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9
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Essays in honor of Joon Y. Park : econometric theory
9
Insurance / Mathematics & economics
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Journal of risk
9
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Energy economics
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
European journal of operational research : EJOR
7
Journal of applied econometrics
7
Journal of economic dynamics & control
7
Journal of mathematical finance
7
Journal of banking & finance
6
Journal of financial economics
6
Research in international business and finance
6
The review of economic studies : RES
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
International journal of economics and finance
5
Journal of econometric methods
5
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ECONIS (ZBW)
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41
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
42
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
43
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
44
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
45
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
46
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
47
Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimization
Bongiorno, Christian
;
Challet, Damien
- In:
Finance research letters
52
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014472232
Saved in:
48
LIBOR meets machine learning : A Lasso regression approach to detecting data irregularities
Pontines, Victor
;
Rummel, Ole
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473047
Saved in:
49
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
50
An improved FIGARCH model with the fractional differencing operator (1-νL>)d
Pan, Qunxing
;
Li, Peng
;
Du, Xiuli
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014473485
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