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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of risk and financial management : JRFM"
~subject:"Forecasting model"
~subject:"IV-Schätzung"
~subject:"Statistische Methodenlehre"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Non-commercial literature"
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Regressionsanalyse
Ökonometrie
Forecasting model
IV-Schätzung
Statistische Methodenlehre
Zeitreihenanalyse
Estimation theory
2,998
Schätztheorie
2,998
Theorie
846
Theory
846
Time series analysis
623
Nichtparametrisches Verfahren
541
Nonparametric statistics
541
Regression analysis
468
Estimation
392
Schätzung
388
Statistical test
237
Statistischer Test
237
Panel
227
Panel study
227
Volatility
184
Volatilität
184
Induktive Statistik
150
Statistical inference
150
Method of moments
149
Momentenmethode
148
Prognoseverfahren
136
Autocorrelation
131
Autokorrelation
131
USA
131
United States
131
Maximum likelihood estimation
120
Maximum-Likelihood-Schätzung
120
ARCH model
119
ARCH-Modell
119
Statistical distribution
113
Statistische Verteilung
113
Bootstrap approach
112
Bootstrap-Verfahren
112
Instrumental variables
108
Cointegration
100
Stochastic process
99
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Undetermined
549
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61
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1,221
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7
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1,228
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1,228
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Phillips, Peter C. B.
30
Linton, Oliver
19
Su, Liangjun
19
Taylor, Robert
17
Li, Qi
15
Cai, Zongwu
14
Leybourne, Stephen James
13
Gao, Jiti
12
Robinson, Peter M.
12
Chen, Songnian
11
Li, Degui
11
White, Halbert
11
Xiao, Zhijie
11
Ghysels, Eric
10
Sun, Yiguo
10
Florens, Jean-Pierre
9
Hansen, Bruce E.
9
Johansen, Søren
9
Wang, Qiying
9
Chambers, Marcus J.
8
Chen, Xiaohong
8
Francq, Christian
8
Li, Jia
8
Perron, Pierre
8
Sun, Yixiao
8
Swanson, Norman R.
8
Zhu, Ke
8
Andersen, Torben
7
Chan, Ngai Hang
7
Fan, Yanqin
7
Georgiev, Iliyan
7
Hansen, Christian Bailey
7
Hong, Yongmiao
7
Lan, Wei
7
Lütkepohl, Helmut
7
Newey, Whitney K.
7
Park, Joon Y.
7
Tu, Yundong
7
Wang, Hansheng
7
Zakoïan, Jean-Michel
7
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Granger Centre for Time Series Econometrics
1
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
Published in...
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Econometric theory
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of risk and financial management : JRFM
Economics letters
265
Econometric reviews
194
CEMMAP working papers / Centre for Microdata Methods and Practice
139
International journal of forecasting
136
Journal of the American Statistical Association : JASA
133
Discussion paper / Tinbergen Institute
130
Journal of forecasting
106
The econometrics journal
104
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
103
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
97
Working paper / Department of Econometrics and Business Statistics, Monash University
97
Econometrics : open access journal
79
Applied economics letters
75
CREATES research paper
74
Cowles Foundation discussion paper
71
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
70
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
64
Discussion papers of interdisciplinary research project 373
61
Economic modelling
60
Discussion paper series / IZA
57
Journal of applied econometrics
56
Computational economics
55
Applied economics
50
Oxford bulletin of economics and statistics
49
Working paper
48
Journal of time series econometrics
47
European journal of operational research : EJOR
43
Série des documents de travail / Centre de Recherche en Économie et Statistique
43
Quantitative economics : QE ; journal of the Econometric Society
42
SFB 649 discussion paper
41
CESifo working papers
39
Insurance / Mathematics & economics
37
Discussion paper
35
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
35
Working paper / National Bureau of Economic Research, Inc.
35
Discussion paper / Center for Economic Research, Tilburg University
34
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ECONIS (ZBW)
1,228
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1
Consistent specification testing under spatial dependence
Gupta, Abhimanyu
;
Qu, Xi
- In:
Econometric theory
40
(
2024
)
2
,
pp. 278-319
Persistent link: https://www.econbiz.de/10014485243
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2
Dynamic network quantile regression model
Xu, Xiu
;
Wang, Weining
;
Shin, Yongcheol
;
Zheng, Chaowen
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 407-421
Persistent link: https://www.econbiz.de/10015053411
Saved in:
3
Estimating a continuous treatment model with spillovers : a control function approach
Hoshino, Tadao
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 591-602
Persistent link: https://www.econbiz.de/10015053430
Saved in:
4
A simple correction for misspecification in trend-cycle decompositions with an application to estimating r*
Morley, James C.
;
Trung Duc Tran
;
Wong, Benjamin
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 665-680
Persistent link: https://www.econbiz.de/10015053441
Saved in:
5
FNETS : factor-adjusted network estimation and forecasting for high-dimensional time series
Barigozzi, Matteo
;
Cho, Haeran
;
Owens, Dom
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 890-902
Persistent link: https://www.econbiz.de/10015053503
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6
Variational inference for large Bayesian vector autoregressions
Bernardi, Mauro
;
Bianchi, Daniele
;
Bianco, Nicolas
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 1066-1082
Persistent link: https://www.econbiz.de/10015053533
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7
A ridge-regularized jackknifed Anderson-Rubin test
Dovì, Max-Sebastian
;
Kock, Anders Bredahl
;
Mavroeidis, …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 1083-1094
Persistent link: https://www.econbiz.de/10015053534
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8
An econometric analysis of volatility discovery
Dias, Gustavo Fruet
;
Papailias, Fotis
;
Scherrer, Cristina
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 1095-1106
Persistent link: https://www.econbiz.de/10015053535
Saved in:
9
Testing for homogeneous thresholds in threshold regression models
Lee, Yoonseok
;
Wang, Yulong
- In:
Econometric theory
40
(
2024
)
3
,
pp. 608-651
Persistent link: https://www.econbiz.de/10015055108
Saved in:
10
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki
- In:
Econometric theory
39
(
2023
)
4
,
pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
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