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~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"Journal of econometrics"
~subject:"Capital income"
~subject:"Epidemic"
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Search: subject_exact:"Regression coefficient"
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Capital income
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Regression analysis
466
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466
Estimation theory
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Nichtparametrisches Verfahren
147
Nonparametric statistics
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Demetrescu, Matei
4
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4
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Emerging markets, finance and trade : EMFT
Journal of econometrics
Journal of empirical finance
16
Finance research letters
14
Applied economics
13
Journal of risk and financial management : JRFM
13
International review of financial analysis
12
The North American journal of economics and finance : a journal of financial economics studies
11
International review of economics & finance : IREF
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of economics and finance
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Journal of financial econometrics
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Journal of financial markets
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Pacific-Basin finance journal
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The European journal of finance
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Applied financial economics
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Australian journal of management
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ECONIS (ZBW)
24
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1
Global uncertainty and economic growth : evidence from pandemic periods
Bannigidadmath, Deepa
;
Ridhwan, Mha
;
Indawan, Fiskara
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
2
,
pp. 345-357
Persistent link: https://www.econbiz.de/10014513840
Saved in:
2
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
3
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
4
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
5
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
6
An Investigation of the nonlinear and asymmetric spillover effects of U.S. economic policy uncertainty on bond return vlatility of emerging markets
Xue, Wenjun
;
Wang, Feifei
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
11
,
pp. 3487-3515
Persistent link: https://www.econbiz.de/10014384427
Saved in:
7
The COVID-19 Pandemic and Chinese insurance firms : a panel predictability analysis
Devpura, Neluka
;
Zhang, Fan
- In:
Emerging markets, finance and trade : EMFT
59
(
2023
)
5
,
pp. 1464-1474
Persistent link: https://www.econbiz.de/10014289476
Saved in:
8
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
9
When will the Covid-19 pandemic peak?
Li, Shaoran
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
1
,
pp. 130-157
Persistent link: https://www.econbiz.de/10012618476
Saved in:
10
The observed asymptotic variance : hard edges, and a regression approach
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 411-428
Persistent link: https://www.econbiz.de/10012619653
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