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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Dijk, Herman K. van"
~person:"Engle, Robert F."
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Capital income
Zeitreihenanalyse
Theorie
9
Theory
9
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3
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3
Portfolio selection
3
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Dijk, Herman K. van
Engle, Robert F.
Ghysels, Eric
8
Harvey, Andrew C.
5
Leybourne, Stephen James
5
Diebold, Francis X.
4
Li, Wai Keung
4
Marcellino, Massimiliano
4
Perron, Pierre
4
Taylor, Robert
4
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3
Franses, Philip Hans
3
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3
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Kim, Chang-jin
3
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3
Koopman, Siem Jan
3
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3
McCabe, Brendan Peter Martin
3
Nijman, Theodore E.
3
Palm, Franz C.
3
Sentana, Enrique
3
Stock, James H.
3
Zhu, Ke
3
Zivot, Eric
3
Aastveit, Knut Are
2
Alba, Enrique de
2
Bauwens, Luc
2
Bera, Anil K.
2
Brunner, Allan D.
2
Camacho, Maximo
2
Canova, Fabio
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Cheung, Yin-Wong
2
Chib, Siddhartha
2
Christiano, Lawrence J.
2
Creal, Drew
2
Fiorentini, Gabriele
2
Granger, C. W. J.
2
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2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Tinbergen Institute
25
Discussion paper / Department of Economics, University of California San Diego
10
Working paper / National Bureau of Economic Research, Inc.
9
Econometric Institute research papers
6
Working paper series / University of Zurich, Department of Economics
5
NBER Working Paper
4
NBER working paper series
4
Advanced texts in econometrics
3
Discussion paper / Tinbergen Institute / Tinbergen Institute
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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3
Journal of econometrics
2
Report / Econometric Institute, Erasmus University Rotterdam
2
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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Working paper / Norges Bank
2
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1
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1
CREATES research paper
1
Central European journal of economic modelling and econometrics
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1
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Georgetown McDonough School of Business Research Paper
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HKUST Business School Research Paper
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Handbook of econometrics ; Vol. 4
1
International journal of forecasting
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Journal of banking & finance
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Journal of economic literature
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Journal of financial economics
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Journal of international money and finance
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Journal of monetary economics
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Oxford bulletin of economics and statistics
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The econometrics of economic policy
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The journal of finance : the journal of the American Finance Association
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University of Zurich, Department of Economics, Working Paper
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ECONIS (ZBW)
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1
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
2
Large dynamic covariance matrices
Engle, Robert F.
;
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 363-375
Persistent link: https://www.econbiz.de/10012178181
Saved in:
3
Combined density nowcasting in an uncertain economic environment
Aastveit, Knut Are
;
Ravazzolo, Francesco
;
Dijk, Herman …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 131-145
Persistent link: https://www.econbiz.de/10011894481
Saved in:
4
Testing and valuing dynamic correlations for asset allocation
Engle, Robert F.
;
Colacito, Riccardo
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 238-253
Persistent link: https://www.econbiz.de/10003317174
Saved in:
5
CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Saved in:
6
Bayes estimates of Markov trends in possibly cointegrated series : an application to U.S. consumption and income
Paap, Richard
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 547-563
Persistent link: https://www.econbiz.de/10001807014
Saved in:
7
Testing for common features
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
4
,
pp. 369-380
Persistent link: https://www.econbiz.de/10001155992
Saved in:
8
Semiparametric ARCH models
Engle, Robert F.
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
4
,
pp. 345-359
Persistent link: https://www.econbiz.de/10001113395
Saved in:
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