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subject:"Asymmetrische Information"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Mathematische Optimierung"
~subject:"Welfare analysis"
~subject:"Zeitreihenanalyse"
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Asymmetrische Information
Mathematische Optimierung
Welfare analysis
Zeitreihenanalyse
Theorie
1,569
Theory
1,569
Estimation theory
483
Schätztheorie
483
Time series analysis
425
USA
201
United States
201
Estimation
185
Schätzung
185
Forecasting model
145
Prognoseverfahren
145
Statistical test
124
Statistischer Test
124
Nichtparametrisches Verfahren
123
Nonparametric statistics
123
Regression analysis
103
Regressionsanalyse
103
Statistical theory
103
Statistische Methodenlehre
103
Stochastic process
91
Stochastischer Prozess
91
Volatility
85
Volatilität
85
Einheitswurzeltest
77
Unit root test
77
Statistical distribution
74
Statistische Verteilung
74
Bayes-Statistik
73
Bayesian inference
73
ARCH model
70
ARCH-Modell
70
Cointegration
59
Kointegration
59
Capital income
56
Kapitaleinkommen
56
VAR model
52
VAR-Modell
52
Markov chain
50
Markov-Kette
50
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10
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435
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Article in journal
431
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431
Collection of articles of several authors
4
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4
Conference paper
2
Conference proceedings
2
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Phillips, Peter C. B.
11
Ghysels, Eric
8
Lütkepohl, Helmut
7
Perron, Pierre
7
Taylor, Robert
7
Hong, Yongmiao
6
Saikkonen, Pentti
6
Harvey, Andrew C.
5
Leybourne, Stephen James
5
Vogelsang, Timothy J.
5
Bierens, Herman J.
4
Chambers, Marcus J.
4
Diebold, Francis X.
4
Franses, Philip Hans
4
Gao, Jiti
4
Johansen, Søren
4
Li, Wai Keung
4
Linton, Oliver
4
Marcellino, Massimiliano
4
McCabe, Brendan Peter Martin
4
Park, Joon Y.
4
Poskitt, Donald Stephen
4
Robinson, Peter M.
4
Velasco, Carlos
4
Wang, Qiying
4
Andrews, Donald W. K.
3
Cavaliere, Giuseppe
3
Chen, Bin
3
Choi, In
3
Dijk, Herman K. van
3
Engle, Robert F.
3
Francq, Christian
3
Gregory, Allan W.
3
Grégoir, Stéphane
3
Haldrup, Niels
3
Hamilton, James D.
3
Harris, David
3
Horváth, Lajos
3
Jong, Robert M. de
3
Kim, Chang-jin
3
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Econometric theory
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
European journal of operational research : EJOR
1,895
Computers & operations research : and their applications to problems of world concern ; an international journal
1,064
Operations research letters
542
International journal of production research
509
Economics letters
503
Working paper / National Bureau of Economic Research, Inc.
449
NBER working paper series
443
NBER Working Paper
422
Discussion paper / Centre for Economic Policy Research
409
CESifo working papers
395
Journal of econometrics
347
Discussion paper / Tinbergen Institute
327
Operations research
325
INFORMS journal on computing : JOC
319
International journal of forecasting
319
Mathematics of operations research
313
Management science : journal of the Institute for Operations Research and the Management Sciences
245
Journal of economic theory
243
Economic modelling
235
Journal of economic dynamics & control
232
Journal of forecasting
231
Working paper
222
International journal of production economics
218
Discussion paper / Center for Economic Research, Tilburg University
200
Mathematical methods of operations research
195
Economic theory : official journal of the Society for the Advancement of Economic Theory
190
Omega : the international journal of management science
177
Transportation research / E : an international journal
170
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
160
Journal of the Operational Research Society : OR
155
Top : an official journal of the Spanish Society of Statistics and Operations Research
151
CORE discussion paper : DP
150
Discussion paper series / IZA
147
Computational economics
144
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
144
Games and economic behavior
140
Journal of the Operational Research Society
135
Econometric reviews
132
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ECONIS (ZBW)
435
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1
Central limit theory for combined cross section and time series with an application to aggregate productivity shocks
Hahn, Jinyong
;
Kuersteiner, Guido M.
;
Mazzocco, Maurizio
- In:
Econometric theory
40
(
2024
)
1
,
pp. 162-212
Persistent link: https://www.econbiz.de/10014484602
Saved in:
2
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
Saved in:
3
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
4
Probabilistic forecast reconciliation under the Gaussian framework
Wickramasuriya, Shanika L.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 272-285
Persistent link: https://www.econbiz.de/10014449925
Saved in:
5
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
6
Detection of multiple structural breaks in large covariance matrices
Li, Yu-Ning
;
Li, Degui
;
Fryzlewicz, Piotr
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 846-861
Persistent link: https://www.econbiz.de/10014448448
Saved in:
7
Identifying structural vector autoregression via leptokurtic economic shocks
Lanne, Markku
;
Liu, Keyan
;
Luoto, Jani
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1341-1351
Persistent link: https://www.econbiz.de/10014448648
Saved in:
8
Unit root test with high-frequency data
Laurent, Sébastien
;
Shi, Shuping
- In:
Econometric theory
38
(
2022
)
1
,
pp. 113-171
Persistent link: https://www.econbiz.de/10013166119
Saved in:
9
Trend extraction from economic time series with missing observations by generalized Hodrick-Prescott filters
Yamada, Hiroshi
- In:
Econometric theory
38
(
2022
)
3
,
pp. 419-453
Persistent link: https://www.econbiz.de/10013269970
Saved in:
10
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
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