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subject:"Capital income"
subject:"Welt"
~isPartOf:"Financial markets and portfolio management"
~isPartOf:"Journal of econometrics"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Capital income
Welt
Theorie
Estimation theory
1,652
Schätztheorie
1,652
Theory
369
Nichtparametrisches Verfahren
314
Nonparametric statistics
314
Zeitreihenanalyse
309
Time series analysis
308
Regression analysis
269
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269
Estimation
219
Schätzung
215
Panel
156
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156
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151
Statistischer Test
151
Volatility
119
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119
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99
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98
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82
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82
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81
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81
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77
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77
Forecasting model
75
Prognoseverfahren
75
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71
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69
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63
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62
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62
Stochastischer Prozess
62
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60
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60
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59
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59
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425
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Phillips, Peter C. B.
7
Chib, Siddhartha
6
Gouriéroux, Christian
6
Lee, Lung-fei
6
Li, Qi
6
Kohn, Robert
5
Andersen, Torben
4
Baltagi, Badi H.
4
Chen, Songnian
4
Demetrescu, Matei
4
Granger, C. W. J.
4
King, Maxwell L.
4
Rodrigues, Paulo M. M.
4
Schmidt, Peter
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Diebold, Francis X.
3
Donald, Stephen G.
3
Franses, Philip Hans
3
Godfrey, L. G.
3
Golan, Amos
3
Gonzalo, Jesús
3
Greenberg, Edward S.
3
Haldrup, Niels
3
Horowitz, Joel
3
Hsiao, Cheng
3
Li, Yingying
3
Linton, Oliver
3
Lütkepohl, Helmut
3
Magnus, Jan R.
3
Mykland, Per A.
3
Newey, Whitney K.
3
Ohtani, Kazuhiro
3
Perron, Pierre
3
Powell, James
3
Ridder, Geert
3
Savin, N. Eugene
3
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Financial markets and portfolio management
Journal of econometrics
Economics letters
399
Econometric theory
285
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
242
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
222
Série des documents de travail / Centre de Recherche en Économie et Statistique
155
Journal of applied econometrics
140
Journal of quantitative economics : official journal of the Indian Econometric Society
138
Econometric reviews
136
The review of economics and statistics
126
Oxford bulletin of economics and statistics
101
Working paper / National Bureau of Economic Research, Inc.
88
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Discussion paper / Center for Economic Research, Tilburg University
82
Discussion paper / Tinbergen Institute
81
Statistical papers
79
CORE discussion paper : DP
77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
68
The review of economic studies
62
International economic review
59
Annales d'économie et de statistique
57
Applied economics
57
Metrika : international journal for theoretical and applied statistics
57
Journal of forecasting
54
Technical working paper / National Bureau of Economic Research
53
Working paper series
52
American journal of agricultural economics
51
Discussion paper series / IZA
51
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Europäische Hochschulschriften / 5
44
Working paper
42
Journal of the Royal Statistical Society
41
Cowles Foundation discussion paper
40
Journal of economic dynamics & control
39
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
SFB 649 discussion paper
39
Discussion paper / Tinbergen Institute / Tinbergen Institute
36
Report / Econometric Institute, Erasmus University Rotterdam
36
The Indian economic journal
36
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ECONIS (ZBW)
425
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1
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
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2
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
3
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Post-processed posteriors for sparse covariances
Lee, Kwangmin
;
Lee, Jaeyong
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014332347
Saved in:
10
Estimation and inference about tail features with tail censored data
Wang, Yulong
;
Xiao, Zhijie
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 363-387
Persistent link: https://www.econbiz.de/10013463894
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