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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:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation theory
Nonparametric statistics
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
Bayesian inference
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Großbritannien
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United Kingdom
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VAR-Modell
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Statistical test
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Panel study
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Welt
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World
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Cointegration
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Capital income
16
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Microeconometrics
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Non-commercial literature
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1
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Koop, Gary
5
Pesaran, M. Hashem
5
Franses, Philip Hans
3
Hall, Stephen G.
3
Trivedi, Pravin K.
3
Baillie, Richard
2
Bianchi, Marco
2
Blundell, Richard W.
2
Carriero, Andrea
2
Clark, Todd E.
2
Clements, Michael P.
2
Creal, Drew
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
Kapetanios, George
2
Kodde, David A.
2
Koopman, Siem Jan
2
Kuan, Chung-ming
2
Kunst, Robert M.
2
Lee, Myoung-jae
2
Lucas, André
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MacKinnon, James G.
2
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2
McAleer, Michael
2
Monfort, Alain
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Neusser, Klaus
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Nielsen, Morten Ørregaard
2
Osborn, Denise R.
2
Paap, Richard
2
Pagan, Adrian R.
2
Palm, Franz C.
2
Poirier, Dale J.
2
Praag, Bernard M. S. van
2
Psaradakis, Zacharias G.
2
Rabemananjara, R.
2
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Discussion paper / Center for Economic Research, Tilburg University
Journal of applied econometrics
Journal of econometrics
738
Economics letters
623
Econometric theory
450
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
420
International journal of forecasting
336
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
330
Econometric reviews
270
Journal of forecasting
250
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
165
The review of economics and statistics
160
Applied economics
156
Journal of quantitative economics : official journal of the Indian Econometric Society
148
Oxford bulletin of economics and statistics
144
Economic modelling
133
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
107
Journal of economic dynamics & control
100
The econometrics journal
92
Applied economics letters
90
Statistical papers
90
International economic review
85
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
81
American journal of agricultural economics
80
Computational economics
80
The review of economic studies
80
Annales d'économie et de statistique
71
Journal of empirical finance
71
European journal of operational research : EJOR
66
Energy economics
65
Journal of the American Statistical Association : JASA
58
Metrika : international journal for theoretical and applied statistics
58
Journal of productivity analysis
55
Journal of macroeconomics
52
Journal of the Royal Statistical Society
52
Econometrics : open access journal
50
Journal of international money and finance
50
Management science : journal of the Institute for Operations Research and the Management Sciences
46
Journal of banking & finance
45
Journal of economic surveys
45
Finance research letters
44
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ECONIS (ZBW)
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41
Semiparametric Bayesian inference in multiple equation models
Koop, Gary
;
Poirier, Dale J.
;
Tobias, Justin L.
- In:
Journal of applied econometrics
20
(
2005
)
6
,
pp. 723-747
Persistent link: https://www.econbiz.de/10003168876
Saved in:
42
Distribution approximations for cointegration tests with stationary exogenous regressors
Boswijk, Herman Peter
;
Doornik, Jurgen A.
- In:
Journal of applied econometrics
20
(
2005
)
6
,
pp. 797-810
Persistent link: https://www.econbiz.de/10003168945
Saved in:
43
Structural time series modelling with stamp 6.02
Teyssière, Gilles
;
David, Martin Heidenhain
- In:
Journal of applied econometrics
20
(
2005
)
4
,
pp. 571-577
Persistent link: https://www.econbiz.de/10002988010
Saved in:
44
Partially overlapping time series : a new model for volatility dynamics in commodity futures
Smith, Aaron D.
- In:
Journal of applied econometrics
20
(
2005
)
3
,
pp. 405-422
Persistent link: https://www.econbiz.de/10002807215
Saved in:
45
Evidence on purchasing power parity from univariate models : the case of smooth transition trend-stationarity
Sollis, Robert
- In:
Journal of applied econometrics
20
(
2005
)
1
,
pp. 79-98
Persistent link: https://www.econbiz.de/10003027416
Saved in:
46
Monitoring structural change in dynamic econometric models
Zeileis, Achim
;
Leisch, Friedrich
;
Kleiber, Christian
; …
- In:
Journal of applied econometrics
20
(
2005
)
1
,
pp. 99-121
Persistent link: https://www.econbiz.de/10003027431
Saved in:
47
A general test for time dependence in parameters
Becker, Ralf
;
Enders, Walter
;
Hurn, Stan
- In:
Journal of applied econometrics
19
(
2004
)
7
,
pp. 899-906
Persistent link: https://www.econbiz.de/10002467876
Saved in:
48
Selection correction and sensitivity analysis for ordered treatment effect on count response
Lee, Myoung-jae
- In:
Journal of applied econometrics
19
(
2004
)
3
,
pp. 323-337
Persistent link: https://www.econbiz.de/10002102159
Saved in:
49
Computation and analysis of multiple structural change models
Bai, Jushan
;
Perron, Pierre
- In:
Journal of applied econometrics
18
(
2003
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001738235
Saved in:
50
Asymmetry in first-price auctions with affiliated private values
Campo, Sandra
;
Perrigne, Isabelle
;
Vuong, Quang H.
- In:
Journal of applied econometrics
18
(
2003
)
2
,
pp. 179-207
Persistent link: https://www.econbiz.de/10001754950
Saved in:
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