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subject:"Theorie"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
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Theorie
Time series analysis
434
Zeitreihenanalyse
434
Theory
259
Estimation theory
119
Schätztheorie
119
Estimation
101
Schätzung
101
USA
72
United States
72
Forecasting model
66
Prognoseverfahren
66
Volatility
51
Volatilität
51
Business cycle
45
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38
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38
Nonlinear regression
38
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VAR-Modell
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Structural break
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Strukturbruch
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Statistical test
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3
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3
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1
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259
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Phillips, Peter C. B.
13
Engle, Robert F.
4
Koop, Gary
4
Pesaran, M. Hashem
4
Psaradakis, Zacharias G.
4
White, Halbert
4
Bollerslev, Tim
3
Hong, Yongmiao
3
Nelson, Daniel B.
3
Ploberger, Werner
3
Robinson, Peter M.
3
Sola, Martin
3
Stock, James H.
3
Teräsvirta, Timo
3
Yamada, Hiroshi
3
Abadir, Karim Maher
2
Andersen, Torben
2
Andrews, Donald W. K.
2
Carriero, Andrea
2
Chen, Yi-ting
2
Clark, Todd E.
2
Clements, Michael P.
2
Cooley, Thomas F.
2
Creal, Drew
2
Dijk, Herman K. van
2
Diks, Cees G. H.
2
Donayre, Luiggi
2
Dufour, Jean-Marie
2
Enders, Walter
2
Escribano, Álvaro
2
Franses, Philip Hans
2
Gospodinov, Nikolaj
2
Granger, C. W. J.
2
Hall, Stephen G.
2
Harvey, Andrew C.
2
Jäger, Albert
2
Kapetanios, George
2
Koopman, Siem Jan
2
Kunst, Robert M.
2
Lucas, André
2
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of applied econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
326
International journal of forecasting
303
Economics letters
275
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
235
Journal of forecasting
223
Econometric theory
190
Discussion paper / Tinbergen Institute
168
Econometric reviews
131
Economic modelling
112
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Applied economics
102
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Working paper / Department of Econometrics and Business Statistics, Monash University
78
Computational economics
71
Working paper
71
CREATES research paper
70
Applied economics letters
67
Journal of economic dynamics & control
66
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
EUI working paper / ECO
58
NBER Working Paper
57
Cowles Foundation discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
55
Energy economics
54
Oxford bulletin of economics and statistics
53
Journal of empirical finance
52
NBER working paper series
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
CESifo working papers
48
European journal of operational research : EJOR
47
The econometrics journal
47
Discussion papers of interdisciplinary research project 373
45
SFB 649 discussion paper
45
Discussion paper / Center for Economic Research, Tilburg University
41
Econometrics : open access journal
41
The review of economics and statistics
41
Journal of macroeconomics
39
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ECONIS (ZBW)
259
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259
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1
On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
Saved in:
2
Modelling volatility dependence with score copula models
Alanya-Beltran, Willy
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 649-668
Persistent link: https://www.econbiz.de/10014506814
Saved in:
3
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
Klein, Nadja
;
Smith, Michael S.
;
Nott, David J.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 493-511
Persistent link: https://www.econbiz.de/10014288014
Saved in:
4
Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration
Murasawa, Yasutomo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 387-415
Persistent link: https://www.econbiz.de/10013334834
Saved in:
5
Forecasting low-frequency macroeconomic events with high-frequency data
Galvão, Ana Beatriz C.
;
Owyang, Michael T.
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1314-1333
Persistent link: https://www.econbiz.de/10013473971
Saved in:
6
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
7
Comparison of score-driven equity-gold portfolios during the COVID-19 pandemic using model confidence sets
Ayala, Astrid
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 705-731
Persistent link: https://www.econbiz.de/10014506866
Saved in:
8
Integrated variance of irregularly spaced high-frequency data : a state space approach based on pre-averaging
Alexeev, Vitali
;
Chen, Jun
;
Ignatieva, Ekaterina
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 733-763
Persistent link: https://www.econbiz.de/10014506869
Saved in:
9
US weekly economic index : replication and extension
Wegmüller, Philipp
;
Glocker, Christian
- In:
Journal of applied econometrics
38
(
2023
)
6
,
pp. 977-985
Persistent link: https://www.econbiz.de/10014432206
Saved in:
10
Testing for random coefficient autoregressive and stochastic unit root models
Nagakura, Daisuke
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 117-129
Persistent link: https://www.econbiz.de/10014288865
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