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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Welt"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Textbook"
~type_genre:"Übersichtsarbeit"
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Time series analysis
Welt
Theorie
1,482
Theory
1,482
Estimation theory
239
Schätztheorie
239
Game theory
178
Spieltheorie
178
USA
97
United States
97
Nichtparametrisches Verfahren
79
Nonparametric statistics
79
Statistical theory
76
Statistische Methodenlehre
76
Zeitreihenanalyse
76
Equilibrium theory
67
Gleichgewichtstheorie
67
Experiment
60
Asymmetric information
56
Asymmetrische Information
56
Risk
52
Statistical test
52
Statistischer Test
52
Auction theory
51
Auktionstheorie
51
Risiko
51
Decision
48
Entscheidung
48
Estimation
48
Schätzung
48
Learning process
47
Lernprozess
47
Economics of information
45
Informationsökonomik
45
Agency theory
42
Prinzipal-Agent-Theorie
42
Induktive Statistik
41
Statistical inference
41
CAPM
40
Regression analysis
38
Regressionsanalyse
38
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Article
79
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Aufsatz im Buch
Aufsatz in Zeitschrift
Textbook
Übersichtsarbeit
Article in journal
79
Language
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English
79
Author
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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
Bollerslev, Tim
2
Dufour, Jean-Marie
2
Newey, Whitney K.
2
Ouliaris, Sam
2
Park, Joon Y.
2
Renault, Eric
2
Sims, Christopher A.
2
Tauchen, George Eugene
2
Watson, Mark W.
2
Alvarez, Javier
1
Andersen, Torben
1
Arellano, Manuel
1
Aït-Sahalia, Yacine
1
Bai, Jushan
1
Beare, Brendan K.
1
Bierens, Herman J.
1
Brett, Craig
1
Caballero, Ricardo J.
1
Calzolari, Giorgio
1
Cavaliere, Giuseppe
1
Chen, Bin
1
Chen, Xiaohong
1
Chu, Chia-shang James
1
Cooley, Thomas F.
1
Corbae, Dean
1
DeJong, David Neil
1
Dovonon, Prosper
1
Drost, Feike C.
1
Duclos, Jean-Yves
1
Durlauf, Steven N.
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
Economics letters
351
International journal of forecasting
336
Journal of econometrics
330
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
237
Journal of forecasting
233
Econometric theory
191
Economic modelling
184
Applied economics
167
Journal of international money and finance
141
Journal of international economics
138
Econometric reviews
131
Applied economics letters
113
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
112
Energy economics
112
Journal of applied econometrics
107
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
97
Journal of economic dynamics & control
87
Journal of banking & finance
84
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
83
Computational economics
80
European economic review : EER
78
Journal of macroeconomics
77
Journal of empirical finance
69
International review of economics & finance : IREF
68
Journal of monetary economics
68
The review of economics and statistics
64
Macroeconomic dynamics
62
Finance research letters
61
Open economies review
57
Oxford bulletin of economics and statistics
57
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
56
European journal of operational research : EJOR
56
Journal of economic literature
55
The economic journal : the journal of the Royal Economic Society
54
The econometrics journal
50
European journal of political economy
48
Journal of development economics
48
Econometrics : open access journal
46
Journal of economic surveys
45
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ECONIS (ZBW)
79
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1
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79
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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
Nonhomotheticity and bilateral trade : evidence and a quantitative explanation
Fieler, Ana Cecília
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
4
,
pp. 1069-1101
Persistent link: https://www.econbiz.de/10009267079
Saved in:
7
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:
8
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:
9
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:
10
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
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