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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Bootstrap approach"
~subject:"Econometrics"
~subject:"Theorie"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Großbritannien
Time series analysis
Bootstrap approach
Econometrics
Theorie
Zeitreihenanalyse
Theory
2,043
Estimation theory
370
Schätztheorie
370
Game theory
178
Spieltheorie
178
USA
133
United States
133
Statistical theory
124
Statistische Methodenlehre
124
Statistical test
122
Statistischer Test
122
Estimation
120
Schätzung
120
Nichtparametrisches Verfahren
119
Nonparametric statistics
119
Stochastic process
87
Stochastischer Prozess
87
Panel
77
Panel study
77
Regression analysis
75
Regressionsanalyse
75
Volatility
69
Volatilität
69
Equilibrium theory
67
Gleichgewichtstheorie
67
Bayes-Statistik
66
Bayesian inference
66
Induktive Statistik
62
Statistical inference
62
Einheitswurzeltest
61
Experiment
61
Unit root test
61
Bootstrap-Verfahren
59
Ökonometrie
59
Method of moments
58
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Online availability
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Undetermined
173
Free
7
Type of publication
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Article
2,038
Book / Working Paper
5
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
2,043
Systematic review
8
Übersichtsarbeit
8
Bibliografie enthalten
7
Bibliography included
7
Collection of articles of several authors
5
Sammelwerk
5
Rezension
2
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English
2,043
Author
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Phillips, Peter C. B.
32
Andrews, Donald W. K.
28
Newey, Whitney K.
22
Maasoumi, Esfandiar
14
Horowitz, Joel
13
Gul, Faruk
12
McAleer, Michael
12
Reny, Philip J.
12
Zame, William R.
12
Duffie, Darrell
11
Robinson, Peter M.
11
White, Halbert
11
Hahn, Jinyong
10
Imbens, Guido
10
Lewbel, Arthur
10
Taylor, Robert
10
Abreu, Dilip
9
Bai, Jushan
9
Chernozhukov, Victor
9
Epstein, Larry G.
9
Fudenberg, Drew
9
Jackson, Matthew O.
9
Linton, Oliver
9
Pesaran, M. Hashem
9
Tirole, Jean
9
Baltagi, Badi H.
8
Heckman, James J.
8
Honoré, Bo E.
8
Levine, David K.
8
Matzkin, Rosa L.
8
Park, Joon Y.
8
Samuelson, Larry
8
Stock, James H.
8
Ullah, Aman
8
Dufour, Jean-Marie
7
Franses, Philip Hans
7
Geweke, John
7
Hansen, Bruce E.
7
Hirano, Keisuke
7
Li, Qi
7
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Econometric reviews
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Economics letters
5,146
European journal of operational research : EJOR
4,749
Journal of economic theory
2,861
Journal of economic dynamics & control
2,379
Computers & operations research : and their applications to problems of world concern ; an international journal
2,330
The American economic review
2,247
Journal of economic behavior & organization : JEBO
2,203
European economic review : EER
1,895
International journal of production research
1,889
Games and economic behavior
1,851
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,810
Journal of public economics
1,716
Economic modelling
1,635
Journal of econometrics
1,588
Applied economics
1,483
Management science : journal of the Institute for Operations Research and the Management Sciences
1,418
Journal of banking & finance
1,370
Journal of monetary economics
1,367
The economic journal : the journal of the Royal Economic Society
1,358
Public choice
1,338
International economic review
1,336
Social choice and welfare
1,295
International journal of production economics
1,258
Journal of international economics
1,239
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,194
International journal of industrial organization
1,154
American journal of agricultural economics
1,142
Journal of mathematical economics
1,121
Journal of macroeconomics
1,099
Applied economics letters
1,066
The Canadian journal of economics
1,062
The review of economic studies
1,019
Journal of political economy
1,016
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
1,010
Operations research letters
1,006
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
999
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
992
Insurance / Mathematics & economics
991
Macroeconomic dynamics
958
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ECONIS (ZBW)
2,043
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1
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
2
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
3
In memory of Michael McAleer : special issue of Econometric Reviews
Maasoumi, Esfandiar
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 700-702
Persistent link: https://www.econbiz.de/10014420353
Saved in:
4
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
5
Panel data nowcasting
Fosten, Jack
;
Greenaway-McGrevy, Ryan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 675-696
Persistent link: https://www.econbiz.de/10013364902
Saved in:
6
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
7
Latent local-to-unity models
Wang, Xiaohu
;
Yu, Jun
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 586-611
Persistent link: https://www.econbiz.de/10014321656
Saved in:
8
Forward detrending for heteroskedasticity-robust panel unit root testing
Herwartz, Helmut
;
Maxand, Simone
;
Yabibal Mulualem Walle
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 28-53
Persistent link: https://www.econbiz.de/10014305436
Saved in:
9
Smooth structural changes and common factors in nonstationary panel data : an analysis of healthcare expenditures†
Nazlıoğlu, Şaban
;
Lee, Junsoo
;
Tieslau, Margie A.
; …
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 78-97
Persistent link: https://www.econbiz.de/10014305439
Saved in:
10
A robust score-driven filter for multivariate time series
D'Innocenzo, Enzo
;
Luati, Alessandra
;
Mazzocchi, Mario
- In:
Econometric reviews
42
(
2023
)
5
,
pp. 441-470
Persistent link: https://www.econbiz.de/10014305555
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