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subject:"Theorie"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Kointegration"
~subject:"Nonparametric statistics"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Theorie
Zeitreihenanalyse
Kointegration
Nonparametric statistics
Estimation
364
Schätzung
364
Theory
161
Estimation theory
127
Schätztheorie
127
USA
99
United States
99
Time series analysis
94
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62
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Aufsatz in Zeitschrift
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Su, Liangjun
5
Gao, Jiti
4
Hsu, Yu-Chin
3
Li, Qi
3
Lieli, Robert P.
3
Tauchen, George Eugene
3
Bansal, Ravi
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Koop, Gary
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Liesenfeld, Roman
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2
Rahbek, Anders
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2
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2
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2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Applied economics
496
Economic modelling
344
Applied economics letters
307
Journal of econometrics
299
Economics letters
284
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
284
International review of economics & finance : IREF
180
Journal of international money and finance
179
Journal of applied econometrics
178
Energy economics
176
Journal of banking & finance
146
Journal of macroeconomics
145
Journal of economic dynamics & control
137
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
127
Applied financial economics
122
Journal of empirical finance
121
The empirical economics letters : a monthly international journal of economics
121
International journal of economics and financial issues : IJEFI
117
International journal of forecasting
115
The North American journal of economics and finance : a journal of financial economics studies
114
Macroeconomic dynamics
108
The review of economics and statistics
108
Econometric reviews
106
International journal of finance & economics : IJFE
106
International journal of economics and finance
104
Finance research letters
101
Journal of monetary economics
100
International Journal of Energy Economics and Policy : IJEEP
97
European economic review : EER
96
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94
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91
Journal of international economics
89
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86
The journal of finance : the journal of the American Finance Association
84
International review of financial analysis
83
Journal of money, credit and banking : JMCB
83
The American economic review
78
The European journal of finance
77
The economic journal : the journal of the Royal Economic Society
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ECONIS (ZBW)
239
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239
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1
Estimating density ratio of marginals to joint : applications to causal inference
Matsushita, Yukitoshi
;
Otsu, Taisuke
;
Takahata, Keisuke
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 467-481
Persistent link: https://www.econbiz.de/10014448247
Saved in:
2
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
Saved in:
3
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
Saved in:
4
Local composite quantile regression for regression discontinuity
Huang, Xiao
;
Zhan, Zhaoguo
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1863-1875
Persistent link: https://www.econbiz.de/10013540525
Saved in:
5
Homogeneity and sparsity analysis for high-dimensional panel data models
Wang, Wu
;
Zhu, Zhongyi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 26-35
Persistent link: https://www.econbiz.de/10014448669
Saved in:
6
Identification of time-varying factor models
Cheung, Ying Lun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 76-94
Persistent link: https://www.econbiz.de/10014449828
Saved in:
7
On bivariate time-varying price staleness
Zhu, Haibin
;
Liu, Zhi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 229-242
Persistent link: https://www.econbiz.de/10014449902
Saved in:
8
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
9
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
10
Reconciled estimates of monthly GDP in the United States
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 563-577
Persistent link: https://www.econbiz.de/10014448358
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