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isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
subject:"Estimation theory"
~isPartOf:"Journal of applied econometrics"
~subject:"Nonparametric statistics"
~subject:"Panel"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation theory
Nonparametric statistics
Panel
Zeitreihenanalyse
Theorie
562
Theory
562
Estimation
143
Schätzung
143
Schätztheorie
136
USA
92
United States
92
Time series analysis
89
Forecasting model
64
Prognoseverfahren
64
Volatility
34
Volatilität
34
Bayes-Statistik
30
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Großbritannien
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Article
231
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233
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Pesaran, M. Hashem
6
Koop, Gary
5
Baltagi, Badi H.
4
Franses, Philip Hans
3
Hall, Stephen G.
3
Kapetanios, George
3
Smith, Richard J.
3
Trivedi, Pravin K.
3
Bai, Jushan
2
Baillie, Richard
2
Bianchi, Marco
2
Blundell, Richard W.
2
Carriero, Andrea
2
Clark, Todd E.
2
Clements, Michael P.
2
Creal, Drew
2
David, Martin Heidenhain
2
Deb, Partha
2
Dijk, Herman K. van
2
Fair, Ray C.
2
Hafner, Christian M.
2
Harvey, Andrew C.
2
Hodgson, Douglas J.
2
Jäger, Albert
2
Kodde, David A.
2
Koopman, Siem Jan
2
Kuan, Chung-ming
2
Kunst, Robert M.
2
Lee, Myoung-jae
2
Linton, Oliver
2
Lucas, André
2
MacKinnon, James G.
2
Marcellino, Massimiliano
2
McAleer, Michael
2
Monfort, Alain
2
Neusser, Klaus
2
Nielsen, Morten Ørregaard
2
Osborn, Denise R.
2
Paap, Richard
2
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2
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Conference on "Cross-Sectional Dependence in Panel Data" <2013, Cambridge>
1
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Discussion paper / Center for Economic Research, Tilburg University
Journal of applied econometrics
Journal of econometrics
798
Economics letters
670
Econometric theory
466
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
433
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
344
International journal of forecasting
344
Econometric reviews
305
Journal of forecasting
252
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
195
Applied economics
179
The review of economics and statistics
161
Economic modelling
159
Oxford bulletin of economics and statistics
158
Journal of quantitative economics : official journal of the Indian Econometric Society
149
Applied economics letters
114
The econometrics journal
114
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
113
Journal of economic dynamics & control
101
Statistical papers
91
International economic review
87
American journal of agricultural economics
83
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
82
Annales d'économie et de statistique
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The review of economic studies
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Computational economics
81
Journal of empirical finance
75
Energy economics
74
European journal of operational research : EJOR
69
Journal of productivity analysis
62
Econometrics : open access journal
60
Journal of the American Statistical Association : JASA
60
Metrika : international journal for theoretical and applied statistics
58
Journal of macroeconomics
54
Journal of international money and finance
53
Journal of the Royal Statistical Society
52
Journal of banking & finance
50
Management science : journal of the Institute for Operations Research and the Management Sciences
47
Finance research letters
46
Jahrbücher für Nationalökonomie und Statistik
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ECONIS (ZBW)
233
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1
Nowcasting from cross-sectionally dependent panels
Fosten, Jack
;
Nandi, Shaoni
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 898-919
Persistent link: https://www.econbiz.de/10014432199
Saved in:
2
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
Klein, Nadja
;
Smith, Michael S.
;
Nott, David J.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 493-511
Persistent link: https://www.econbiz.de/10014288014
Saved in:
3
Forecasting low-frequency macroeconomic events with high-frequency data
Galvão, Ana Beatriz C.
;
Owyang, Michael T.
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1314-1333
Persistent link: https://www.econbiz.de/10013473971
Saved in:
4
Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.
;
Egger, Peter
;
Kesina, Michaela
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1356-1378
Persistent link: https://www.econbiz.de/10013473983
Saved in:
5
Partial identification and inference for conditional distributions of treatment effects
Lee, Sungwon
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 107-127
Persistent link: https://www.econbiz.de/10014474442
Saved in:
6
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
7
US weekly economic index : replication and extension
Wegmüller, Philipp
;
Glocker, Christian
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 977-985
Persistent link: https://www.econbiz.de/10014432206
Saved in:
8
The economics of state fragmentation : assessing the economic impact of secession
Reynaerts, Jo
;
Vanschoonbeek, Jakob
- In:
Journal of applied econometrics
37
(
2022
)
1
,
pp. 82-115
Persistent link: https://www.econbiz.de/10013165178
Saved in:
9
Nonparametric tests of tail behavior in stochastic frontier models
Horrace, William C.
;
Wang, Yulong
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 537-562
Persistent link: https://www.econbiz.de/10013186698
Saved in:
10
Individual forecaster perceptions of the persistence of shocks to GDP
Clements, Michael P.
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 640-656
Persistent link: https://www.econbiz.de/10013186706
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