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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Capital income"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
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Subject
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Capital income
Wirkungsanalyse
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,588
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
464
Schätzung
459
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
USA
218
United States
218
Stochastic process
217
Stochastischer Prozess
217
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
110
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Article
171
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4
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Article in journal
Aufsatz in Zeitschrift
175
Collection of articles of several authors
4
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4
Conference proceedings
1
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English
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Todorov, Viktor
9
Bollerslev, Tim
8
Andersen, Torben
6
Xiu, Dacheng
6
Meddahi, Nour
5
Mykland, Per A.
5
Tauchen, George Eugene
5
Demetrescu, Matei
4
Diebold, Francis X.
4
Rodrigues, Paulo M. M.
4
Shephard, Neil G.
4
Taylor, Robert
4
Aït-Sahalia, Yacine
3
Bandi, Federico M.
3
Heckman, James J.
3
Li, Yingying
3
Renault, Eric
3
Timmermann, Allan
3
Almeida, Caio
2
Asai, Manabu
2
Bekaert, Geert
2
Callaway, Brantly
2
Christensen, Jens H. E.
2
Garcia, René
2
Georgiev, Iliyan
2
Hautsch, Nikolaus
2
Li, Canlin
2
Li, Jia
2
Liao, Yuan
2
Linton, Oliver
2
McAleer, Michael
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
Peng, Liang
2
Perron, Benoit
2
Pettenuzzo, Davide
2
Polak, Pawel
2
Rudebusch, Glenn D.
2
Sant'Anna, Pedro H. C.
2
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Conference on Realized Volatility <2006, Montréal>
1
Published in...
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Journal of econometrics
Finance research letters
733
Journal of banking & finance
661
Applied economics
593
International review of financial analysis
553
Applied economics letters
502
Journal of financial economics
483
Economic modelling
479
Energy economics
473
International review of economics & finance : IREF
420
Pacific-Basin finance journal
404
The journal of finance : the journal of the American Finance Association
389
Journal of empirical finance
382
Economics letters
375
Applied financial economics
370
The North American journal of economics and finance : a journal of financial economics studies
327
Research in international business and finance
325
The review of financial studies
297
Journal of international financial markets, institutions & money
295
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
277
Journal of risk and financial management : JRFM
269
Journal of international money and finance
265
The European journal of finance
260
Journal of financial and quantitative analysis : JFQA
256
Review of quantitative finance and accounting
256
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
251
The American economic review
241
International journal of economics and finance
226
American economic journal : a journal of the American Economic Association
210
Management science : journal of the Institute for Operations Research and the Management Sciences
200
International journal of economics and financial issues : IJEFI
199
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
189
Journal of policy modeling : JPMOD ; a social science forum of world issues
182
Emerging markets, finance and trade : EMFT
178
Journal of economic dynamics & control
170
Cogent economics & finance
169
International journal of finance & economics : IJFE
165
The journal of real estate finance and economics
165
Intereconomics : review of European economic policy
164
Investment management and financial innovations
160
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ECONIS (ZBW)
175
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1
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175
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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
The determinants of displaced workers' wages : sorting, matching, selection, and the Hartz reforms
Woodcock, Simon D.
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 568-595
Persistent link: https://www.econbiz.de/10014362663
Saved in:
6
The effects of training incidence and planned training duration on labor market transitions
Fitzenberger, Bernd
;
Osikominu, Aderonke
;
Paul, Marie
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014434394
Saved in:
7
Estimation of treatment effects under endogenous heteroskedasticity
Abrevaya, Jason
;
Haiqing Xu
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 451-478
Persistent link: https://www.econbiz.de/10014434342
Saved in:
8
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:
9
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:
10
Identifying marginal treatment effects in the presence of sample selection
Bartalotti, Otávio
;
Kédagni, Désiré
;
Possebom, …
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 565-584
Persistent link: https://www.econbiz.de/10014434351
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