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isPartOf:"The review of economics and statistics"
subject:"Zeitreihenanalyse"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of applied econometrics"
~subject:"Cointegration"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
Cointegration
Estimation theory
509
Schätztheorie
509
Theorie
277
Theory
277
Time series analysis
103
Estimation
80
Schätzung
80
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76
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Nielsen, Morten Ørregaard
13
Johansen, Søren
9
Teräsvirta, Timo
8
Kristensen, Dennis
5
Taylor, Robert
4
Cavaliere, Giuseppe
3
Christensen, Kim
3
Koop, Gary
3
Podolskij, Mark
3
Proietti, Tommaso
3
Santucci de Magistris, Paolo
3
Andersen, Torben
2
Christensen, Bent Jesper
2
Ergemen, Yunus Emre
2
Grassi, Stefano
2
Hualde, Javier
2
Kanaya, Shin
2
Kang, Jian
2
Kruse, Robinson
2
MacKinnon, James G.
2
Nielsen, Bent
2
Pesaran, M. Hashem
2
Rahbek, Anders
2
Rossi, Eduardo
2
Seong, Dakyung
2
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2
Tanizaki, Hisashi
2
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2
Warne, Anders
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Yang, Yukai
2
Bai, Jushan
1
Bailey, Natalia
1
Baillie, Richard
1
Baltagi, Badi H.
1
Bennedsen, Mikkel
1
Berenguer-Rico, Vanessa
1
Bergström, Reinhold
1
Bohn Nielsen, Heino
1
Bollinger, Christopher R.
1
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1
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The review of economics and statistics
CREATES research paper
Journal of applied econometrics
Journal of econometrics
339
Econometric theory
172
Economics letters
146
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
145
Discussion paper / Tinbergen Institute
106
Econometric reviews
100
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68
International journal of forecasting
65
Applied economics letters
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
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55
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53
Cowles Foundation discussion paper
48
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
The econometrics journal
43
Economic modelling
42
Applied economics
41
Journal of time series econometrics
40
NBER Working Paper
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
EUI working paper / ECO
35
Journal of the American Statistical Association : JASA
35
Computational economics
31
Oxford bulletin of economics and statistics
31
NBER working paper series
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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LSE STICERD Research Paper
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SFB 649 discussion paper
26
Working paper series
26
Discussion paper / Centre for Economic Forecasting
25
Journal of empirical finance
25
Cowles Foundation Discussion Paper
24
Discussion paper / Department of Economics, University of California San Diego
24
Working paper
24
Discussion paper / Center for Economic Research, Tilburg University
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Technical working paper / National Bureau of Economic Research
22
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ECONIS (ZBW)
115
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1
Outlier robust inference in the instrumental variable model with applications to causal effects
Klooster, Jens
;
Zhelonkin, Mikhail
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 86-106
Persistent link: https://www.econbiz.de/10014474440
Saved in:
2
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
3
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
4
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
5
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
6
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 583-602
Persistent link: https://www.econbiz.de/10013186701
Saved in:
7
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
8
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
9
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
10
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
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