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subject:"Stochastic process"
subject:"Time series analysis"
~isPartOf:"Journal of econometrics"
~subject:"Statistical distribution"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Non-commercial literature"
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Stochastic process
Time series analysis
Statistical distribution
Theorie
1,588
Theory
1,588
Estimation theory
366
Schätztheorie
366
Zeitreihenanalyse
323
Estimation
165
Schätzung
165
Nichtparametrisches Verfahren
139
Nonparametric statistics
139
Statistical test
127
Statistischer Test
127
Forecasting model
126
Prognoseverfahren
126
Volatility
124
Volatilität
124
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113
Regressionsanalyse
113
Stochastischer Prozess
103
USA
92
United States
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91
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91
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87
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80
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78
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72
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440
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Aufsatz in Zeitschrift
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447
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13
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13
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7
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447
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Phillips, Peter C. B.
18
Swanson, Norman R.
9
Yu, Jun
9
Koop, Gary
8
Mariano, Roberto S.
6
McAleer, Michael
6
Xiao, Zhijie
6
Chen, Xiaohong
5
Corradi, Valentina
5
Gonzalo, Jesús
5
Gouriéroux, Christian
5
Hallin, Marc
5
Linton, Oliver
5
Steel, Mark F. J.
5
Taylor, Robert
5
Teräsvirta, Timo
5
Barigozzi, Matteo
4
Bauwens, Luc
4
Chen, Rong
4
Diebold, Francis X.
4
Fan, Yanqin
4
Hong, Yongmiao
4
Jong, Robert M. de
4
Liao, Yuan
4
Lütkepohl, Helmut
4
Maheu, John M.
4
Robinson, Peter M.
4
Schorfheide, Frank
4
Todorov, Viktor
4
Velasco, Carlos
4
Whang, Yoon-jae
4
Abadir, Karim Maher
3
Asai, Manabu
3
Bai, Jushan
3
Baillie, Richard
3
Boswijk, Herman Peter
3
Breitung, Jörg
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
Chib, Siddhartha
3
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Sir Clive Granger Memorial Conference <2010, Nottingham>
1
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Journal of econometrics
European journal of operational research : EJOR
514
International journal of forecasting
361
Economics letters
348
Insurance / Mathematics & economics
294
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
292
Discussion paper / Tinbergen Institute
252
Journal of forecasting
252
Econometric theory
234
Econometric reviews
192
Economic modelling
166
International journal of production research
161
Computers & operations research : and their applications to problems of world concern ; an international journal
159
Journal of economic dynamics & control
146
International journal of theoretical and applied finance
144
Finance and stochastics
141
Applied economics
138
Operations research
133
Risks : open access journal
132
Computational economics
125
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
123
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
122
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
Operations research letters
116
Journal of applied econometrics
113
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
112
CREATES research paper
106
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
105
Applied economics letters
103
Working paper
103
International journal of production economics
98
Working paper / Department of Econometrics and Business Statistics, Monash University
97
Working paper / National Bureau of Economic Research, Inc.
94
Energy economics
89
Mathematics of operations research
89
Mathematical finance : an international journal of mathematics, statistics and financial theory
88
SFB 649 discussion paper
88
Discussion papers of interdisciplinary research project 373
87
Quantitative finance
86
Journal of empirical finance
84
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ECONIS (ZBW)
447
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447
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
3
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
4
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
5
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
6
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
7
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
8
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
9
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
10
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
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