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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"Journal of econometrics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Panel"
~subject:"Theorie"
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Search: subject_exact:"Estimation"
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Capital income
Panel
Theorie
Estimation
657
Schätzung
652
Estimation theory
225
Schätztheorie
225
Theory
213
Volatility
128
Volatilität
128
Börsenkurs
119
Share price
119
Time series analysis
119
Zeitreihenanalyse
119
Kapitaleinkommen
118
Nichtparametrisches Verfahren
107
Nonparametric statistics
107
Panel study
95
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88
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Non-commercial literature
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Bohl, Martin T.
10
Todorov, Viktor
9
Su, Liangjun
6
Bollerslev, Tim
5
Koop, Gary
5
Phillips, Peter C. B.
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Henke, Harald
4
Li, Kunpeng
4
Tauchen, George Eugene
4
Wang, Wendun
4
Zhou, Guofu
4
Baltagi, Badi H.
3
Botosaru, Irene
3
Callaway, Brantly
3
Fernández-Val, Iván
3
Frühwirth-Schnatter, Sylvia
3
Gallant, A. Ronald
3
Ge̜bka, Bartosz
3
Ghysels, Eric
3
Hasler, Michael
3
Lamarche, Carlos
3
Lee, Lung-fei
3
Linton, Oliver
3
Pesaran, M. Hashem
3
Robinson, Peter M.
3
Shin, Yongcheol
3
Sickles, Robin C.
3
Steel, Mark F. J.
3
Timmermann, Allan
3
Vogt, Michael
3
Xiu, Dacheng
3
Yang, Liyan
3
Yu, Jihai
3
Asai, Manabu
2
Bali, Turan G.
2
Ball, Ryan T.
2
Barigozzi, Matteo
2
Cai, Zongwu
2
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Journal of econometrics
Management science : journal of the Institute for Operations Research and the Management Sciences
Working paper / National Bureau of Economic Research, Inc.
637
NBER working paper series
541
Applied economics
497
NBER Working Paper
494
Discussion paper / Centre for Economic Policy Research
382
Discussion paper series / IZA
381
Economic modelling
346
CESifo working papers
326
Applied economics letters
318
Economics letters
312
International review of economics & finance : IREF
241
Working paper
240
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
229
Journal of banking & finance
225
Journal of international money and finance
208
Finance research letters
205
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
205
IZA Discussion Paper
200
Journal of empirical finance
182
Applied financial economics
178
International review of financial analysis
178
Discussion paper
171
Journal of financial economics
169
Journal of applied econometrics
167
Energy economics
165
Discussion paper / Tinbergen Institute
151
The North American journal of economics and finance : a journal of financial economics studies
148
Discussion papers / CEPR
144
Journal of macroeconomics
138
Journal of economic dynamics & control
137
Europäische Hochschulschriften / 5
133
The European journal of finance
122
International journal of finance & economics : IJFE
118
The empirical economics letters : a monthly international journal of economics
118
The review of economics and statistics
116
Journal of international financial markets, institutions & money
114
International journal of forecasting
103
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
103
The journal of finance : the journal of the American Finance Association
103
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ECONIS (ZBW)
365
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1
Labor unemployment risk and CEO incentive compensation
Ellul, Andrew
;
Wang, Cong
;
Zhang, Kuo
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 885-906
Persistent link: https://www.econbiz.de/10014513772
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2
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
3
Testing pricing errors of models with latent factors and firm characteristics as covariances
Zhang, Chu
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1706-1728
Persistent link: https://www.econbiz.de/10014515107
Saved in:
4
A one-factor model of corporate bond premia
Elkamhi, Redouane
;
Jo, Chanik
;
Nozawa, Yoshio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1875-1900
Persistent link: https://www.econbiz.de/10014515157
Saved in:
5
Digesting FOREXS : information transmission across asset classes and return predictability
Bae, Joon Woo
;
Da, Zhi
;
Zurita, Virgilio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1943-1969
Persistent link: https://www.econbiz.de/10014515168
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6
The beta anomaly and mutual fund performance
Irvine, Paul
;
Kim, Jeong-ho
;
Ren, Jue
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 143-163
Persistent link: https://www.econbiz.de/10014469917
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7
Sequential learning and economic benefits from dynamic term structure models
Dubiel-Teleszynski, Tomasz
;
Kalogeropoulos, Konstantinos
; …
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2236-2254
Persistent link: https://www.econbiz.de/10014519933
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8
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
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9
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
10
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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