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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Statistical test"
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Capital income
Zeitreihenanalyse
Statistical test
Theorie
2,642
Theory
2,642
Time series analysis
414
Estimation theory
410
Schätztheorie
410
USA
328
United States
327
Estimation
283
Schätzung
283
CAPM
217
Volatility
207
Volatilität
207
Börsenkurs
191
Share price
191
Forecasting model
188
Prognoseverfahren
188
Kapitaleinkommen
153
Stochastic process
151
Stochastischer Prozess
151
Nichtparametrisches Verfahren
150
Nonparametric statistics
150
Statistischer Test
144
Portfolio selection
129
Portfolio-Management
129
Regression analysis
124
Regressionsanalyse
124
Bayes-Statistik
98
Bayesian inference
98
Panel
98
Panel study
98
Statistical distribution
93
Statistische Verteilung
93
Cointegration
85
Kointegration
85
Method of moments
85
Momentenmethode
85
Ökonometrie
85
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Undetermined
171
Free
92
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Article
554
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102
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Article in journal
558
Aufsatz in Zeitschrift
558
Arbeitspapier
92
Graue Literatur
92
Non-commercial literature
92
Working Paper
92
Collection of articles of several authors
14
Sammelwerk
14
Konferenzschrift
9
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6
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3
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English
656
Author
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Phillips, Peter C. B.
17
Yu, Jun
9
Koop, Gary
8
Teräsvirta, Timo
8
Xiao, Zhijie
8
Johansen, Søren
7
Linton, Oliver
7
Podolskij, Mark
7
Swanson, Norman R.
7
Grassi, Stefano
6
Haldrup, Niels
6
Hallin, Marc
6
Mariano, Roberto S.
6
Nielsen, Morten Ørregaard
6
Taylor, Robert
6
Todorov, Viktor
6
Velasco, Carlos
6
Whang, Yoon-jae
6
Bauwens, Luc
5
Chen, Xiaohong
5
Christensen, Kim
5
Ergemen, Yunus Emre
5
Khalaf, Lynda
5
Lütkepohl, Helmut
5
McAleer, Michael
5
Santucci de Magistris, Paolo
5
Thyrsgaard, Martin
5
Aït-Sahalia, Yacine
4
Bai, Jushan
4
Barigozzi, Matteo
4
Bollerslev, Tim
4
Boswijk, Herman Peter
4
Chen, Rong
4
Diebold, Francis X.
4
Dufour, Jean-Marie
4
Fan, Yanqin
4
Ferson, Wayne E.
4
Ghysels, Eric
4
Gonzalo, Jesús
4
Hong, Yongmiao
4
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American Finance Association
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Published in...
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CREATES research paper
Journal of econometrics
The journal of finance : the journal of the American Finance Association
Economics letters
386
International journal of forecasting
352
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
317
Journal of forecasting
265
NBER working paper series
252
Working paper / National Bureau of Economic Research, Inc.
246
Econometric theory
235
NBER Working Paper
217
Discussion paper / Tinbergen Institute
207
Econometric reviews
205
Applied economics
165
Journal of banking & finance
156
Journal of empirical finance
148
Economic modelling
143
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
139
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
138
Journal of financial economics
134
Finance research letters
126
Journal of applied econometrics
123
Working paper
122
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
120
Journal of economic dynamics & control
119
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
118
Applied economics letters
115
Discussion paper / Centre for Economic Policy Research
106
International review of financial analysis
91
CESifo working papers
89
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
86
Working paper / Department of Econometrics and Business Statistics, Monash University
86
International review of economics & finance : IREF
85
The review of financial studies
85
Computational economics
84
Management science : journal of the Institute for Operations Research and the Management Sciences
81
The European journal of finance
80
European journal of operational research : EJOR
79
Cowles Foundation discussion paper
73
The econometrics journal
72
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ECONIS (ZBW)
656
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1
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656
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1
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
Saved in:
2
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
3
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
Saved in:
4
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
5
Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
Chen, Song Xi
;
Guo, Bin
;
Qiu, Yumou
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1337-1354
Persistent link: https://www.econbiz.de/10014471380
Saved in:
6
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:
7
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
8
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
9
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
10
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
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