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source:"econis"
~isPartOf:"Economics letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~person:"Deo, Rohit S."
~person:"Franses, Philip Hans"
~person:"Gonzalo, Jesús"
~person:"Granger, C. W. J."
~person:"Hsiao, Cheng"
~person:"Linton, Oliver"
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Deo, Rohit S.
Franses, Philip Hans
Gonzalo, Jesús
Granger, C. W. J.
Hsiao, Cheng
Linton, Oliver
Phillips, Peter C. B.
39
Koop, Gary
25
Schmidt, Peter
24
Ghysels, Eric
23
Pesaran, M. Hashem
23
Diebold, Francis X.
22
Swanson, Norman R.
21
Li, Qi
20
Lütkepohl, Helmut
19
Stark, Oded
19
Steel, Mark F. J.
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Lee, Lung-fei
18
Timmermann, Allan
18
Gouriéroux, Christian
17
Kumbhakar, Subal
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Yu, Jun
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Chib, Siddhartha
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Krämer, Walter
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Lucas, André
16
Kapetanios, George
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McAleer, Michael
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Taylor, Robert
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Tsionas, Efthymios G.
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Xiao, Zhijie
15
Dufour, Jean-Marie
14
Renault, Eric
14
Baltagi, Badi H.
13
Corradi, Valentina
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Hall, Alastair R.
13
King, Maxwell L.
13
Leybourne, Stephen James
13
Peel, David
13
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12
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12
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12
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Economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Report / Erasmus Center for Financial Research, Erasmus University
Econometric Institute research papers
42
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33
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26
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23
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18
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International journal of forecasting
18
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
14
ERIM report series research in management
13
Econometric reviews
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of applied econometrics
10
Journal of forecasting
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Oxford bulletin of economics and statistics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Working paper / Department of Economics, Universidad Carlos III de Madrid
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Handbooks in economics
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International economic review
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Macroeconomic dynamics
4
Rotterdam Institute for Business Economic Studies
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
Saved in:
2
Trends in distributional characteristics : existence of global warming
Gadea, María Dolores
;
Gonzalo, Jesús
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10012438316
Saved in:
3
Multiscale clustering of nonparametric regression curves
Vogt, Michael
;
Linton, Oliver
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 305-325
Persistent link: https://www.econbiz.de/10012439696
Saved in:
4
Advance in theoretical econometrics : essays in honor of Takeshi Amemiya
Cai, Zongwu
;
Hong, Yongmiao
;
Hsiao, Cheng
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 279-281
Persistent link: https://www.econbiz.de/10012110380
Saved in:
5
Special issue on advances in econometric theory : essays in honor of Takeshi Amemiya
Cai, Zongwu
(
ed.
);
Hong, Yongmiao
(
ed.
);
Hsiao, Cheng
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10012110385
Saved in:
6
Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models
Hsiao, Cheng
;
Zhou, Qiankun
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 114-128
Persistent link: https://www.econbiz.de/10012116128
Saved in:
7
Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 202-217
Persistent link: https://www.econbiz.de/10011704166
Saved in:
8
Semiparametric identification of the bid-ask spread in extended Roll models
Chen, Xiaohong
;
Linton, Oliver
;
Yi, Yanping
- In:
Journal of econometrics
200
(
2017
)
2
,
pp. 312-325
Persistent link: https://www.econbiz.de/10011917258
Saved in:
9
The cross-quantilogram : measuring quantile dependence and testing directional predictability between time series
Han, Heejoon
;
Linton, Oliver
;
Oka, Tatsushi
;
Whang, Yoon-jae
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10011704806
Saved in:
10
A nonparametric test of a strong leverage hypothesis
Linton, Oliver
;
Whang, Yoon-jae
;
Yen, Yu-min
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 153-186
Persistent link: https://www.econbiz.de/10011705075
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