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subject:"Schätzung"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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51
Eliciting subjective survival curves : lessons from partial identification
Bissonnette, Luc
;
Bresser, Jochem de
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 505-515
Persistent link: https://www.econbiz.de/10012249191
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52
Volatility-related exchange traded assets : an econometric investigation
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 599-614
Persistent link: https://www.econbiz.de/10012249217
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53
The stochastic volatility in mean model with time-varying parameters : an application to inflation modeling
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 17-28
Persistent link: https://www.econbiz.de/10011704092
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54
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
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55
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
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56
Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 202-217
Persistent link: https://www.econbiz.de/10011704166
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57
A new class of bivariate threshold cointegration models
Cai, Biqing
;
Gao, Jiti
;
Tjostheim, Dag
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 288-305
Persistent link: https://www.econbiz.de/10011704196
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58
LM test of neglected correlated random effects and its application
Hahn, Jinyong
;
Moon, Hyungsik Roger
;
Snider, Connan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
3
,
pp. 359-370
Persistent link: https://www.econbiz.de/10011705947
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59
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
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60
Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano
;
Porqueddu, Mario
;
Venditti, …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 118-127
Persistent link: https://www.econbiz.de/10011691233
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61
Identification of the direction of a causal effect by instrumental variables
Kline, Brendan
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 176-184
Persistent link: https://www.econbiz.de/10011691260
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62
A nonparametric test for granger causality in distribution with application to financial contagion
Candelon, Bertrand
;
Tokpavi, Sessi
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 240-253
Persistent link: https://www.econbiz.de/10011691324
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63
Treatment effects with unobserved heterogeneity : a set identification approach
Jun, Sung Jae
;
Lee, Yoonseok
;
Shin, Youngki
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 302-311
Persistent link: https://www.econbiz.de/10011691357
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64
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
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65
Rejoinder: 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. 353-356
Persistent link: https://www.econbiz.de/10011691450
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66
Modeling multivariate volatilities via latent common factors
Li, Weiming
;
Gao, Jing
;
Li, Kunpeng
;
Yao, Qiwei
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 564-573
Persistent link: https://www.econbiz.de/10011692411
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67
Empirical analysis of affine versus nonaffine variance specifications in jump-diffusion models for equity indices
Ignatieva, Ekaterina
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 68-75
Persistent link: https://www.econbiz.de/10011389699
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68
Causal pitfalls in the decomposition of wage gaps
Huber, Martin
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
2
,
pp. 179-191
Persistent link: https://www.econbiz.de/10011390010
Saved in:
69
Interest rates and money in the measurement of monetary policy
Belongia, Michael T.
;
Ireland, Peter N.
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
2
,
pp. 255-269
Persistent link: https://www.econbiz.de/10011390033
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70
Forecasting equity premium : global historical average versus local historical average and constraints
Lee, Tae-hwy
;
Tu, Yundong
;
Ullah, Aman
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
3
,
pp. 393-402
Persistent link: https://www.econbiz.de/10011390401
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71
Ambiguity in the cross-section of expected returns : an empirical assessment
Thimme, Julian
;
Völkert, Clemens
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
3
,
pp. 418-429
Persistent link: https://www.econbiz.de/10011390409
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72
A new Pearson-type QMLE for conditionally heteroscedastic models
Zhu, Ke
;
Li, Wai Keung
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 552-565
Persistent link: https://www.econbiz.de/10011403239
Saved in:
73
Heterocedasticity robust panel unit root tests
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 112-135
Persistent link: https://www.econbiz.de/10010380473
Saved in:
74
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
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75
Nonparametric testing for asymmetric information
Su, Liangjun
;
Spindler, Martin
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 208-225
Persistent link: https://www.econbiz.de/10009754004
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76
Bayesian analysis of latent threshold dynamic models
Nakajima, Jouchi
;
West, Mike
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 151-164
Persistent link: https://www.econbiz.de/10009754013
Saved in:
77
Why frequency matters for unit root testing in financial time series
Boswijk, Herman Peter
;
Klaassen, Franc
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
3
,
pp. 351-357
Persistent link: https://www.econbiz.de/10009657281
Saved in:
78
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:
79
Cointegration and long-run asset allocation
Bansal, Ravi
;
Kiku, Dana
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 161-173
Persistent link: https://www.econbiz.de/10009159093
Saved in:
80
A comparison of sales response predictions from demand models applied to store-level versus panel data
Andrews, Rick L.
;
Currim, Imran S.
;
Leeflang, Peter
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
2
,
pp. 319-326
Persistent link: https://www.econbiz.de/10009159978
Saved in:
81
A new approach to estimating production function parameters : the elusive capital-labor substitution elasticity
Chirinko, Robert S.
;
Fazzari, Steven M.
;
Meyer, Andrew P.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 587-594
Persistent link: https://www.econbiz.de/10009355585
Saved in:
82
A Bayesian nonparametric approach to inference for quantile regression
Taddy, Matthew A.
;
Kottas, Athanasios
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
3
,
pp. 357-369
Persistent link: https://www.econbiz.de/10008736209
Saved in:
83
Dynamic treatment assignment : the consequences for evaluations using observational data
Fredriksson, Peter
;
Johansson, Per-Olov
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
4
,
pp. 435-445
Persistent link: https://www.econbiz.de/10003772281
Saved in:
84
Optimal residual-based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
3
,
pp. 331-345
Persistent link: https://www.econbiz.de/10002135512
Saved in:
85
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:
86
Using weights to adjust for sample selection when auxiliary information is available
Nevo, Aviv
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
1
,
pp. 43-52
Persistent link: https://www.econbiz.de/10001728816
Saved in:
87
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:
88
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:
89
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:
90
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:
91
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:
92
A multivariate generalized autoregressive conditional heteroscedasticity model with time-varying correlations
Tse, Yiu Kuen
;
Tsui, Albert K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 351-362
Persistent link: https://www.econbiz.de/10001695276
Saved in:
93
Volatility, momentum, and time-varying skewness in foreign exchange returns
Johnson, Timothy C.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 390-411
Persistent link: https://www.econbiz.de/10001695288
Saved in:
94
Testing target-zone models using efficient method of moments
Chung, Chae-shick
;
Tauchen, George Eugene
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 255-269
Persistent link: https://www.econbiz.de/10001603242
Saved in:
95
A formalization of seasonal encompassing with an application to a German macromodel
Beyer, Andreas
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 315-323
Persistent link: https://www.econbiz.de/10001603251
Saved in:
96
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:
97
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:
98
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:
99
Long memory in stock-market trading volume
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
4
,
pp. 410-427
Persistent link: https://www.econbiz.de/10001521494
Saved in:
100
"Rule-of-thumb" consumption, intertemporal substitution, and risk aversion
Weber, Christian E.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
4
,
pp. 497-502
Persistent link: https://www.econbiz.de/10001521716
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