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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"mkd"
~subject:"Capital income"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Conference proceedings"
~type_genre:"Systematic review"
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Subject
All
Capital income
USA
Estimation theory
1,600
Schätztheorie
1,600
Theorie
1,588
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
465
Schätzung
460
Regression analysis
450
Regressionsanalyse
450
Statistical test
321
Statistischer Test
321
Volatility
320
Volatilität
320
Panel
305
Panel study
305
Forecasting model
278
Prognoseverfahren
278
Stochastic process
218
Stochastischer Prozess
218
United States
218
Method of moments
204
Momentenmethode
203
Bootstrap approach
179
Bootstrap-Verfahren
179
Bayes-Statistik
173
Bayesian inference
173
Statistical distribution
165
Statistische Verteilung
165
Cointegration
162
Kointegration
161
ARCH model
146
ARCH-Modell
146
Kapitaleinkommen
137
Autocorrelation
134
Autokorrelation
134
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Undetermined
97
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Article
343
Book / Working Paper
3
Type of publication (narrower categories)
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Article in journal
Collection of articles written by one author
Conference proceedings
Systematic review
Aufsatz in Zeitschrift
346
Collection of articles of several authors
4
Sammelwerk
4
Konferenzschrift
2
Festschrift
1
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English
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Bollerslev, Tim
11
Todorov, Viktor
9
Slottje, Daniel Jonathan
8
Andersen, Torben
7
Xiu, Dacheng
6
Diebold, Francis X.
5
Meddahi, Nour
5
Mykland, Per A.
5
Tauchen, George Eugene
5
Timmermann, Allan
5
Aït-Sahalia, Yacine
4
Demetrescu, Matei
4
Engle, Robert F.
4
McAleer, Michael
4
Park, Joon Y.
4
Renault, Eric
4
Rodrigues, Paulo M. M.
4
Shephard, Neil G.
4
Taylor, Robert
4
Bandi, Federico M.
3
Dufour, Jean-Marie
3
Jorgenson, Dale Weldeau
3
Klaauw, Wilbert van der
3
Klein, Lawrence Robert
3
Koop, Gary
3
Li, Yingying
3
Mroz, Thomas A.
3
Pesaran, M. Hashem
3
Ryu, Hang-keun
3
Sickles, Robin C.
3
Slesnick, Daniel T.
3
Steel, Mark F. J.
3
Zhou, Hao
3
Almeida, Caio
2
Arcidiacono, Peter
2
Asai, Manabu
2
Atkinson, Scott Estes
2
Baltagi, Badi H.
2
Bansal, Ravi
2
Basmann, Robert L.
2
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Conference on Realized Volatility <2006, Montréal>
1
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of econometrics
The American economic review
2,038
Applied economics
1,461
The review of financial studies
1,434
The journal of finance : the journal of the American Finance Association
1,431
The review of economics and statistics
1,429
Journal of banking & finance
1,365
American journal of agricultural economics
1,267
Journal of financial economics
1,197
Economics letters
1,008
Journal of financial and quantitative analysis : JFQA
946
Economic review
926
Monthly labor review : MLR
857
Economic inquiry : journal of the Western Economic Association International
851
National tax journal
847
The journal of futures markets
823
Southern economic journal
803
Journal of human resources : JHR
775
Finance research letters
774
Journal of money, credit and banking : JMCB
730
Applied economics letters
727
The journal of economic perspectives : EP ; a journal of the American Economic Association
703
International review of financial analysis
688
Journal of political economy
683
Applied financial economics
667
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
665
The journal of law & economics
647
The quarterly journal of economics
647
American economic journal : a journal of the American Economic Association
607
Challenge
600
Energy economics
600
ILR review : the journal of work and policy
590
Health affairs : at the intersection of health, health care, and policy
588
Journal of monetary economics
566
International review of economics & finance : IREF
557
European journal of operational research : EJOR
550
Journal of labor economics
544
The journal of real estate finance and economics
539
Journal of empirical finance
514
Journal of urban economics
509
Review / Federal Reserve Bank of St. Louis
508
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ECONIS (ZBW)
346
Showing
1
-
10
of
346
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1
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
2
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
3
Bootstrap analysis of mutual fund performance
Huang, Haitao
;
Jiang, Lei
;
Leng, Xuan
;
Peng, Liang
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 239-255
Persistent link: https://www.econbiz.de/10014434393
Saved in:
4
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
5
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:
6
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
7
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:
8
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
9
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
Saved in:
10
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
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