//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"United States"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
United States
Theorie
876
Theory
876
Time series analysis
237
Zeitreihenanalyse
237
Estimation theory
198
Schätztheorie
198
USA
189
Estimation
170
Schätzung
170
Forecasting model
139
Prognoseverfahren
139
Volatility
75
Volatilität
75
Statistical test
69
Statistischer Test
69
Bayes-Statistik
68
Bayesian inference
68
Statistical theory
68
Statistische Methodenlehre
68
Nichtparametrisches Verfahren
64
Nonparametric statistics
64
Capital income
60
Kapitaleinkommen
60
Stochastic process
53
Stochastischer Prozess
53
Statistical distribution
50
Statistische Verteilung
50
Regression analysis
42
Regressionsanalyse
42
Markov chain
38
Markov-Kette
38
Simulation
38
VAR model
34
VAR-Modell
34
ARCH model
33
ARCH-Modell
33
Börsenkurs
33
Share price
33
Monte Carlo simulation
31
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
189
Type of publication (narrower categories)
All
Article in journal
187
Aufsatz in Zeitschrift
187
Reprint
1
Language
All
English
189
Author
All
Franses, Philip Hans
3
Ghysels, Eric
3
Sentana, Enrique
3
Zivot, Eric
3
Andrews, Donald W. K.
2
Bekaert, Geert
2
Bera, Anil K.
2
Brunner, Allan D.
2
Diebold, Francis X.
2
Enders, Walter
2
Fiorentini, Gabriele
2
Gregory, Allan W.
2
Hess, Gregory D.
2
Higgins, Matthew Lawrence
2
Kim, Chang-jin
2
Lesage, James P.
2
Leybourne, Stephen James
2
Lucas, André
2
Maddala, Gangadharrao S.
2
Maheu, John M.
2
McCabe, Brendan Peter Martin
2
McGarvey, Mary G.
2
Pfeffermann, Danny
2
Stock, James H.
2
Watson, Mark W.
2
Zheng, Buhong
2
Abowd, John M.
1
Almuzara, Martín
1
Amengual, Dante
1
Anatolyev, Stanislav
1
Andreou, Elena
1
Ang, Andrew
1
Angrist, Joshua D.
1
Aruoba, S. Borağan
1
Asano, Hirokatsu
1
Ashley, Richard A.
1
Attanasio, Orazio P.
1
Backus, David
1
Barnard, Charles H.
1
Barrett, Garry F.
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / National Bureau of Economic Research, Inc.
1,372
Discussion paper / Centre for Economic Policy Research
361
European journal of operational research : EJOR
337
The American economic review
304
American journal of agricultural economics
238
The review of economics and statistics
231
The review of financial studies
229
Working paper
220
The journal of finance : the journal of the American Finance Association
213
Computers & operations research : and their applications to problems of world concern ; an international journal
210
Journal of monetary economics
188
Journal of political economy
185
Discussion paper series / IZA
179
Economics letters
178
Southern economic journal
168
Applied economics
162
Finance and economics discussion series
156
Journal of money, credit and banking : JMCB
155
International journal of production research
148
CESifo working papers
141
Economic inquiry : journal of the Western Economic Association International
141
Journal of banking & finance
135
Journal of financial economics
127
The quarterly journal of economics
117
International economic review
116
The economic journal : the journal of the Royal Economic Society
116
Journal of macroeconomics
114
Public choice
113
Journal of urban economics
106
The journal of futures markets
105
Journal of economic dynamics & control
102
Journal of public economics
101
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
99
Discussion paper
96
Applied economics letters
95
Journal of economic literature
95
Journal of applied econometrics
94
Journal of econometrics
94
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
92
more ...
less ...
Source
All
ECONIS (ZBW)
189
Showing
1
-
50
of
189
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
GDP solera : the ideal vintage mix
Almuzara, Martín
;
Amengual, Dante
;
Fiorentini, Gabriele
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 984-997
Persistent link: https://www.econbiz.de/10015053515
Saved in:
2
Using survey information for improving the density nowcasting of U.S. GDP
Çakmaklı, Cem
;
Demircan, Hamza
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 667-682
Persistent link: https://www.econbiz.de/10014448419
Saved in:
3
Behavioral heterogeneity in U.S. inflation dynamics
Cornea-Madeira, Adriana
;
Hommes, Cars H.
;
Massaro, Domenico
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 288-300
Persistent link: https://www.econbiz.de/10012176631
Saved in:
4
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Saved in:
5
Forecasting with nonspurious factors in U.S. macroeconomic time series
Yamamoto, Yohei
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 81-106
Persistent link: https://www.econbiz.de/10011691219
Saved in:
6
Identification of unknown common factors : leaders and followers
Parker, Jason
;
Sul, Donggyu
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 227-239
Persistent link: https://www.econbiz.de/10011691319
Saved in:
7
In-sample inference and forecasting in misspecified factor models
Carrasco, Marine
;
Rossi, Barbara
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 313-338
Persistent link: https://www.econbiz.de/10011691438
Saved in:
8
Uniform inference in predictive regression models
Chen, Willa W.
;
Deo, Rohit S.
;
Yi, Yanping
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 525-533
Persistent link: https://www.econbiz.de/10010337853
Saved in:
9
Homogenous and heterogenous contestants in piece rate tournaments : theory and empirical analysis
Vukina, Tomislav
;
Zheng, Xiaoyong
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 506-517
Persistent link: https://www.econbiz.de/10009355638
Saved in:
10
Nonparametric estimation of labor supply and demand factors
Okumura, Tsunao
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 174-185
Persistent link: https://www.econbiz.de/10009159090
Saved in:
11
Statistical inference with generalized Gini indices of inequality, poverty, and welfare
Barrett, Garry F.
;
Donald, Stephen G.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10003805405
Saved in:
12
Comparing the point predictions and subjective probability distributions of professional forecasters
Engelberg, Joseph
;
Manski, Charles F.
;
Williams, Jared
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
1
,
pp. 30-41
Persistent link: https://www.econbiz.de/10003805421
Saved in:
13
Reduced-form versus structural models of water demand under nonlinear prices
Olmstead, Sheila M.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
1
,
pp. 84-94
Persistent link: https://www.econbiz.de/10003805429
Saved in:
14
How useful are historical data for forecasting the long-run equity return distribution?
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10003805430
Saved in:
15
Stock returns and expected business conditions: half a century of direct evidence
Campbell, Sean D.
;
Diebold, Francis X.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 266-278
Persistent link: https://www.econbiz.de/10003885790
Saved in:
16
Real-time measurement of business conditions
Aruoba, S. Borağan
;
Diebold, Francis X.
;
Scotti, Chiara
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
4
,
pp. 417-427
Persistent link: https://www.econbiz.de/10003913323
Saved in:
17
A non-Gaussian panel time series model for estimating and decomposing default risk
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
4
,
pp. 510-525
Persistent link: https://www.econbiz.de/10003772293
Saved in:
18
Market-based measures of monetary policy expectations
Gürkaynak, Refet S.
;
Sack, Brian
;
Swanson, Eric T.
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
2
,
pp. 201-212
Persistent link: https://www.econbiz.de/10003463638
Saved in:
19
On the role of risk premia in volatility forecasting
Chernov, Mikhail
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
4
,
pp. 411-426
Persistent link: https://www.econbiz.de/10003566051
Saved in:
20
Evaluating the effectiveness of state-switching time series models for US real output
Ashley, Richard A.
;
Patterson, Douglas M.
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
3
,
pp. 266-277
Persistent link: https://www.econbiz.de/10003349339
Saved in:
21
A test for superior predictive ability
Hansen, Peter Reinhard
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
4
,
pp. 365-380
Persistent link: https://www.econbiz.de/10003193404
Saved in:
22
A trading approach to testing for predictability
Anatolyev, Stanislav
;
Gerko, Alexander
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
4
,
pp. 455-461
Persistent link: https://www.econbiz.de/10003193494
Saved in:
23
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:
24
Sampling frequency and the comparison between matched-model and hedonic regression price indexes
Deltas, George
;
Zacharias, Eleftherios
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
1
,
pp. 94-106
Persistent link: https://www.econbiz.de/10001891459
Saved in:
25
Bayesian modeling and computations in final-offer arbitration
Swartz, Tim
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 74-79
Persistent link: https://www.econbiz.de/10001728826
Saved in:
26
On unit-root tests when the alternative is a trend-break stationary process
Sen, Amit
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 174-184
Persistent link: https://www.econbiz.de/10001728894
Saved in:
27
Business cycle asymmetries : characterization and testing based on Markov-Switching autoregressions
Clements, Michael P.
;
Krolzig, Hans-Martin
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 196-211
Persistent link: https://www.econbiz.de/10001728896
Saved in:
28
Maximum likelihood estimation and inference in multivariate conditionally heteroscedastic dynamic regression models with student t innovations
Fiorentini, Gabriele
;
Sentana, Enrique
;
Calzolari, Giorgio
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 532-546
Persistent link: https://www.econbiz.de/10001807009
Saved in:
29
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:
30
Business cyle duration dependence reconsidered
Zuehlke, Thomas William
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 564-569
Persistent link: https://www.econbiz.de/10001807016
Saved in:
31
Macroeconomic forecasting using diffusion indexes
Stock, James H.
;
Watson, Mark W.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 147-162
Persistent link: https://www.econbiz.de/10001660369
Saved in:
32
Regime switching in interest rates
Ang, Andrew
;
Bekaert, Geert
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 163-182
Persistent link: https://www.econbiz.de/10001660371
Saved in:
33
Markov-switching and stochastic volatility diffusion models of short-term interest rates
Smith, Daniel R.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 183-197
Persistent link: https://www.econbiz.de/10001660372
Saved in:
34
Costly reversible investment with fixed costs : an empirical study
Asano, Hirokatsu
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 227-240
Persistent link: https://www.econbiz.de/10001660379
Saved in:
35
Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes
Durham, Garland B.
;
Gallant, A. Ronald
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 297-316
Persistent link: https://www.econbiz.de/10001694701
Saved in:
36
Rolling-sample volatility estimators : some new theoretical, simulation, and empirical results
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001695282
Saved in:
37
Conditional jump dynamics in stock market returns
Chan, Wing Hong
;
Maheu, John M.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 377-389
Persistent link: https://www.econbiz.de/10001695284
Saved in:
38
Further evidence on the Great Crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric
;
Andrews, Donald W. K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001639874
Saved in:
39
Structural estimates of the US sacrifice ratio
Cecchetti, Stephen G.
;
Rich, Robert W.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
4
,
pp. 416-427
Persistent link: https://www.econbiz.de/10001646355
Saved in:
40
Structural breaks, incomplete information, and stock prices
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 299-314
Persistent link: https://www.econbiz.de/10001603250
Saved in:
41
Improving federal-funds rate forecasts in VAR models used for policy analysis
Robertson, John C.
;
Tallman, Ellis W.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 324-330
Persistent link: https://www.econbiz.de/10001603253
Saved in:
42
Estimation with response error and nonresponse : food-stamp participation in the SIPP
Bollinger, Christopher R.
;
David, Martin Heidenhain
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 129-141
Persistent link: https://www.econbiz.de/10001568812
Saved in:
43
Cointegration and threshold adjustment
Enders, Walter
;
Siklos, Pierre L.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 166-176
Persistent link: https://www.econbiz.de/10001568815
Saved in:
44
Changepoint tests designed for the analysis of hiring data arising in employment discrimination cases
Freidlin, Boris
;
Gastwirth, Joseph L.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
3
,
pp. 315-322
Persistent link: https://www.econbiz.de/10001493861
Saved in:
45
Nonparametric nonlinear cotrending analysis, with and application to interest and inflation in the United States
Bierens, Herman J.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
3
,
pp. 323-337
Persistent link: https://www.econbiz.de/10001493863
Saved in:
46
A Bayesian time series model of multiple structural changes in level, trend, and variance
Wang, Jiahui
;
Zivot, Eric
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
3
,
pp. 374-386
Persistent link: https://www.econbiz.de/10001494009
Saved in:
47
Stock returns and dividend yields revisited : a new way to look at an old problem
Wolf, Michael
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 18-30
Persistent link: https://www.econbiz.de/10001441585
Saved in:
48
Aggregate consumption and the predictability of asset returns
Jacobs, Kris
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 58-76
Persistent link: https://www.econbiz.de/10001441607
Saved in:
49
Testing for forecast consensus
Gregory, Allan W.
;
Smith, Gregor W.
;
Yetman, James
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
1
,
pp. 34-43
Persistent link: https://www.econbiz.de/10001543435
Saved in:
50
Bayesian portfolio selection : an empirical analysis of the S&P 500 index 1970 - 1996
Polson, Nicholas G.
;
Tew, Bernard V.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 164-173
Persistent link: https://www.econbiz.de/10001469570
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->