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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"
~subject:"VAR model"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Cyclical component"
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Theorie
VAR model
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84
Zeitreihenanalyse
84
Theory
76
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39
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39
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16
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Aufsatz in Zeitschrift
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76
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76
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Phillips, Peter C. B.
12
White, Halbert
4
Engle, Robert F.
3
Hong, Yongmiao
3
Nelson, Daniel B.
3
Ploberger, Werner
3
Robinson, Peter M.
3
Stock, James H.
3
Abadir, Karim Maher
2
Andrews, Donald W. K.
2
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2
Dufour, Jean-Marie
2
Newey, Whitney K.
2
Ouliaris, Sam
2
Park, Joon Y.
2
Renault, Eric
2
Sims, Christopher A.
2
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2
Watson, Mark W.
2
Alvarez, Javier
1
Andersen, Torben
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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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 econometrics
351
International journal of forecasting
329
Economics letters
289
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
244
Journal of forecasting
232
Econometric theory
194
Econometric reviews
130
Economic modelling
123
Applied economics
112
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
111
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
103
Journal of applied econometrics
95
Journal of economic dynamics & control
79
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76
Applied economics letters
74
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59
Econometrics : open access journal
56
Oxford bulletin of economics and statistics
56
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55
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52
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46
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46
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42
Finance research letters
40
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40
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31
Journal of international money and finance
31
Journal of time series econometrics
31
Applied financial economics
30
International review of economics & finance : IREF
30
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30
Journal of the American Statistical Association : JASA
30
Journal of risk and financial management : JRFM
29
The North American journal of economics and finance : a journal of financial economics studies
29
Risks : open access journal
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
26
International review of financial analysis
25
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ECONIS (ZBW)
76
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1
Spurious inference in reduced-rank asset-pricing models
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1613-1628
Persistent link: https://www.econbiz.de/10011791596
Saved in:
2
Generalized method of integrated moments for high-frequency data
Li, Jia
;
Xiu, Dacheng
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1613-1633
Persistent link: https://www.econbiz.de/10011611168
Saved in:
3
Testing for common conditionally heteroskedastic factors
Dovonon, Prosper
;
Renault, Eric
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
6
,
pp. 2561-2586
Persistent link: https://www.econbiz.de/10010237396
Saved in:
4
Testing for smooth structural changes in time series models via nonparametric regression
Chen, Bin
;
Hong, Yongmiao
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
3
,
pp. 1157-1183
Persistent link: https://www.econbiz.de/10009629017
Saved in:
5
Bootstrap determination of the co-integration rank in vector autoregressive models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1721-1740
Persistent link: https://www.econbiz.de/10009629515
Saved in:
6
Copulas and temporal dependence
Beare, Brendan K.
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
1
,
pp. 395-410
Persistent link: https://www.econbiz.de/10003989270
Saved in:
7
Solving, estimating, and selecting nonlinear dynamic models without the curse of dimensionality
Winschel, Viktor
;
Krätzig, Markus
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
2
,
pp. 803-821
Persistent link: https://www.econbiz.de/10003989388
Saved in:
8
Testing hypothesis about the number of factors in large factor models
Onatski, Alexei
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
5
,
pp. 1447-1479
Persistent link: https://www.econbiz.de/10003914912
Saved in:
9
Optimal bandwidth selection in heteroskedasticity- autocorrelation robust testing
Sun, Yixiao
;
Phillips, Peter C. B.
;
Jin, Sainan
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
1
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003726590
Saved in:
10
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
4
,
pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
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