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isPartOf:"The review of economic studies"
subject:"Risk"
~isPartOf:"Econometric theory"
~subject:"Allgemeines Gleichgewicht"
~subject:"Cointegration"
~subject:"Estimation theory"
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Allgemeines Gleichgewicht
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344
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211
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13
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7
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4
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3
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The review of economic studies
Econometric theory
Economics letters
635
Journal of econometrics
461
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451
NBER working paper series
381
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344
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
338
CESifo working papers
289
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255
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245
European journal of operational research : EJOR
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235
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234
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economic theory : official journal of the Society for the Advancement of Economic Theory
205
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181
Econometric reviews
167
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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156
Journal of quantitative economics : official journal of the Indian Econometric Society
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International economic review
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The review of economics and statistics
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American journal of agricultural economics
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Journal of banking & finance
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Journal of monetary economics
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Journal of risk and uncertainty : JRU
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Oxford bulletin of economics and statistics
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Discussion paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
114
Management science : journal of the Institute for Operations Research and the Management Sciences
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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443
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1
Latent variable nonparametric cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
;
Kasparis, Ioannis
- In:
Econometric theory
37
(
2021
)
1
,
pp. 138-168
Persistent link: https://www.econbiz.de/10012437045
Saved in:
2
Determining the cointegration rank in heteroskedastic VAR models of unknown order
Cavaliere, Giuseppe
;
De Angelis, Luca
;
Rahbek, Anders
; …
- In:
Econometric theory
34
(
2018
)
2
,
pp. 349-382
Persistent link: https://www.econbiz.de/10011950959
Saved in:
3
Specification testing driven by orthogonal series for nonlinear cointegration with endogeneity
Dong, Chaohua
;
Gao, Jiti
- In:
Econometric theory
34
(
2018
)
4
,
pp. 754-789
Persistent link: https://www.econbiz.de/10011951426
Saved in:
4
Portfolio choices, firm shocks, and uninsurable wage risk
Fagereng, Andreas
;
Guiso, Luigi
;
Pistaferri, Luigi
- In:
The review of economic studies
85
(
2018
)
1
,
pp. 437-474
Persistent link: https://www.econbiz.de/10011921373
Saved in:
5
Uncertainty shocks, asset supply and pricing over the business cycle
Bianchi, Francesco
;
Ilut, Cosmin L.
;
Schneider, Martin
- In:
The review of economic studies
85
(
2018
)
2
,
pp. 810-854
Persistent link: https://www.econbiz.de/10011921446
Saved in:
6
Price dispersion, private uncertainty, and endogenous nominal rigidities
Gaballo, Gaetano
- In:
The review of economic studies
85
(
2018
)
2
,
pp. 1070-1110
Persistent link: https://www.econbiz.de/10011922244
Saved in:
7
Risk aversion and the value of life
Córdoba Muñoz, Juan C.
;
Ripoll, Marla
- In:
The review of economic studies
84
(
2017
)
4
,
pp. 1472-1509
Persistent link: https://www.econbiz.de/10011920083
Saved in:
8
Nonparametric cointegrating regression with endoogeneity and long memory
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 359-401
Persistent link: https://www.econbiz.de/10011578489
Saved in:
9
Cointegrating polynomial regressions : fully modified OLS estimation and inference
Wagner, Martin
;
Hong, Seung Hyun
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1289-1315
Persistent link: https://www.econbiz.de/10011661753
Saved in:
10
Optimal taxation with rent-seeking
Rothschild, Casey G.
;
Scheuer, Florian
- In:
The review of economic studies
83
(
2016
)
3
,
pp. 1225-1262
Persistent link: https://www.econbiz.de/10011630988
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