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subject:"Zeitreihenanalyse"
subject:"Capital income"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
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Zeitreihenanalyse
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180
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177
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Phillips, Peter C. B.
12
Bollerslev, Tim
4
White, Halbert
4
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3
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3
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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366
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334
Economics letters
325
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273
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255
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191
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115
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105
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1
Spurious inference in reduced-rank asset-pricing models
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1613-1628
Persistent link: https://www.econbiz.de/10011791596
Saved in:
2
Generalized method of integrated moments for high-frequency data
Li, Jia
;
Xiu, Dacheng
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1613-1633
Persistent link: https://www.econbiz.de/10011611168
Saved in:
3
Time-varying risk premium in large cross-sectional equity data sets
Gagliardini, Patrick
;
Ossola, Elisa
;
Scaillet, Olivier
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
3
,
pp. 985-1046
Persistent link: https://www.econbiz.de/10011579614
Saved in:
4
A rational theory of mutual funds' attention allocation
Kacperczyk, Marcin
;
Nieuwerburgh, Stijn van
;
Veldkamp, Laura
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
2
,
pp. 571-626
Persistent link: https://www.econbiz.de/10011552541
Saved in:
5
Testing for common conditionally heteroskedastic factors
Dovonon, Prosper
;
Renault, Eric
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
6
,
pp. 2561-2586
Persistent link: https://www.econbiz.de/10010237396
Saved in:
6
Testing for smooth structural changes in time series models via nonparametric regression
Chen, Bin
;
Hong, Yongmiao
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
3
,
pp. 1157-1183
Persistent link: https://www.econbiz.de/10009629017
Saved in:
7
Bootstrap determination of the co-integration rank in vector autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1721-1740
Persistent link: https://www.econbiz.de/10009629515
Saved in:
8
Efficient semiparametric estimation of the Fama-French model and extensions
Connor, Gregory
;
Hagmann, Matthias
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 713-754
Persistent link: https://www.econbiz.de/10009534943
Saved in:
9
Ambiguity, learning, and asset returns
Ju, Nengjiu
;
Miao, Jianjun
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 559-591
Persistent link: https://www.econbiz.de/10009535006
Saved in:
10
Capital mobility and asset pricing
Duffie, Darrell
;
Strulovici, Bruno
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
6
,
pp. 2469-2509
Persistent link: https://www.econbiz.de/10009689511
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11
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
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12
The distribution of wealth and fiscal policy in economies with finitely lived agents
Benhabib, Jess
;
Bisin, Alberto
;
Zhu, Shenghao
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
1
,
pp. 123-157
Persistent link: https://www.econbiz.de/10008934072
Saved in:
13
Copulas and temporal dependence
Beare, Brendan K.
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
1
,
pp. 395-410
Persistent link: https://www.econbiz.de/10003989270
Saved in:
14
Solving, estimating, and selecting nonlinear dynamic models without the curse of dimensionality
Winschel, Viktor
;
Krätzig, Markus
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
2
,
pp. 803-821
Persistent link: https://www.econbiz.de/10003989388
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15
Long-term risk : an operator approach
Hansen, Lars Peter
;
Scheinkman, José Alexandre
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
1
,
pp. 177-234
Persistent link: https://www.econbiz.de/10003866983
Saved in:
16
Testing hypothesis about the number of factors in large factor models
Onatski, Alexei
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
5
,
pp. 1447-1479
Persistent link: https://www.econbiz.de/10003914912
Saved in:
17
Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
1
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
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18
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
4
,
pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
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19
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
20
Asymptotic distribution theory for nonparametric entropy measures of serial dependence
Hong, Yongmiao
;
White, Halbert
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
3
,
pp. 837-901
Persistent link: https://www.econbiz.de/10002876743
Saved in:
21
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
22
Empirical limits for time series econometric models
Ploberger, Werner
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 627-673
Persistent link: https://www.econbiz.de/10001750434
Saved in:
23
Disclosures and asset returns
Shin, Hyun Song
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 105-133
Persistent link: https://www.econbiz.de/10001731102
Saved in:
24
The time series and cross section asymptotics of dynamic panel data estimators
Alvarez, Javier
;
Arellano, Manuel
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
4
,
pp. 1121-1159
Persistent link: https://www.econbiz.de/10001792653
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25
Existence and uniqueness of solutions to the Bellman equation in the unbounded case
Rincón-Zapatero, Juan Pablo
;
Rodríguez-Palermo, Carlos
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
5
,
pp. 1519-1555
Persistent link: https://www.econbiz.de/10001794465
Saved in:
26
Cointegration in fractional systems with unknown integration orders
Robinson, Peter M.
;
Hualde, J.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
6
,
pp. 1727-1766
Persistent link: https://www.econbiz.de/10001841356
Saved in:
27
Lower risk bounds and properties of confidence sets for ill-posed estimation problems with applications to spectral density and persistence estimation, unit roots, and estimation o...
Pötscher, Benedikt M.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
3
,
pp. 1035-1065
Persistent link: https://www.econbiz.de/10001688015
Saved in:
28
Band spectral regression with trending data
Corbae, Dean
;
Ouliaris, Sam
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
3
,
pp. 1067-1109
Persistent link: https://www.econbiz.de/10001688017
Saved in:
29
Spatial price competition : a semiparametric approach
Pinkse, Joris
;
Slade, Margaret Emily
;
Brett, Craig
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
3
,
pp. 1111-1153
Persistent link: https://www.econbiz.de/10001688043
Saved in:
30
Ambiguity, risk, and asset returns in continuous time
Chen, Zengjing
;
Epstein, Larry G.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
4
,
pp. 1403-1443
Persistent link: https://www.econbiz.de/10001688086
Saved in:
31
Adapting to unknown disturbance autocorrelation in regression with long memory
Hidalgo, Javier
;
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
4
,
pp. 1545-1581
Persistent link: https://www.econbiz.de/10001688094
Saved in:
32
Subsampling intervals in autoregressive models with linear time trend
Romano, Joseph P.
;
Wolf, Michael
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
5
,
pp. 1283-1314
Persistent link: https://www.econbiz.de/10001612104
Saved in:
33
Nonlinear regressions with integrated time series
Park, Joon Y.
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
69
(
2001
)
1
,
pp. 117-161
Persistent link: https://www.econbiz.de/10001545098
Saved in:
34
A reality check for data snooping
White, Halbert
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
5
,
pp. 1097-1126
Persistent link: https://www.econbiz.de/10001510571
Saved in:
35
Nonstationary binary choice
Park, Joon Y.
;
Phillips, Peter C. B.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
5
,
pp. 1249-1280
Persistent link: https://www.econbiz.de/10001510582
Saved in:
36
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
Saved in:
37
Nonparametric estimation of triangular simultaneous equations models
Newey, Whitney K.
;
Powell, James L.
;
Vella, Francis
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
3
,
pp. 565-603
Persistent link: https://www.econbiz.de/10001378231
Saved in:
38
Conventional confidence intervals for points on spectrum have confidence level zero
Faust, Jon
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
3
,
pp. 629-637
Persistent link: https://www.econbiz.de/10001378261
Saved in:
39
Explaining investment dynamics in US manufacturing : a generalized (S,s) approach
Caballero, Ricardo J.
;
Engel, Eduardo
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
4
,
pp. 783-826
Persistent link: https://www.econbiz.de/10001390140
Saved in:
40
The influence of VAR dimensions on estimator biases
Abadir, Karim Maher
;
Hadri, Kaddour
;
Tzavalis, Elias
- In:
Econometrica : journal of the Econometric Society, an …
67
(
1999
)
1
,
pp. 163-181
Persistent link: https://www.econbiz.de/10001256083
Saved in:
41
Trend function hypothesis testing in the presence of serial correlation
Vogelsang, Timothy J.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
1
,
pp. 123-148
Persistent link: https://www.econbiz.de/10001233467
Saved in:
42
Exact inference methods for first-order autoregressive distributed lag models
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
1
,
pp. 79-104
Persistent link: https://www.econbiz.de/10001233470
Saved in:
43
Autoregressive conditional duration : a new model for irregularly spaced transaction data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1127-1162
Persistent link: https://www.econbiz.de/10001249588
Saved in:
44
Short run and long run causality in time series : theory
Dufour, Jean-Marie
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1099-1125
Persistent link: https://www.econbiz.de/10001249589
Saved in:
45
Large sample properties of posterior densities, Bayesian information criterion and the likelihood principle in nonstationary time series models
Kim, Chae-yŏng
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
2
,
pp. 359-380
Persistent link: https://www.econbiz.de/10001237569
Saved in:
46
Sieve extremum estimates for weakly dependent data
Chen, Xiaohong
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
2
,
pp. 289-314
Persistent link: https://www.econbiz.de/10001237572
Saved in:
47
The "devil's horns" problem of inverting confluent characteristic functions
Abadir, Karim Maher
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
5
,
pp. 1221-1225
Persistent link: https://www.econbiz.de/10001225108
Saved in:
48
Asymptotic theory of integrated conditional moment tests
Bierens, Herman J.
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
5
,
pp. 1129-1151
Persistent link: https://www.econbiz.de/10001225119
Saved in:
49
Robust rank tests of the unit root hypothesis
Hasan, M. N.
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
1
,
pp. 133-161
Persistent link: https://www.econbiz.de/10001217063
Saved in:
50
Cointegration and dynamic simultaneous equations model
Hsiao, Cheng
- In:
Econometrica : journal of the Econometric Society, an …
65
(
1997
)
3
,
pp. 647-670
Persistent link: https://www.econbiz.de/10001221200
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