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subject:"Time series analysis"
~isPartOf:"Das Naturverständnis der Ökonomik : Beiträge zur Ethikdebatte in den Wirtschaftswissenschaften"
~isPartOf:"Journal of econometrics"
~isPartOf:"Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel"
~isPartOf:"Ökonomische Naturbewertung"
~subject:"Economic growth"
~subject:"Environmental economics"
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Time series analysis
Economic growth
Environmental economics
Theorie
1,862
Theory
1,862
Estimation theory
370
Schätztheorie
370
Zeitreihenanalyse
331
Estimation
189
Schätzung
189
Nichtparametrisches Verfahren
140
Nonparametric statistics
140
Forecasting model
130
Prognoseverfahren
130
Volatility
129
Volatilität
129
Statistical test
128
Statistischer Test
128
USA
120
United States
120
Regression analysis
114
Regressionsanalyse
114
Stochastic process
104
Stochastischer Prozess
104
Panel
92
Panel study
92
Bayes-Statistik
88
Bayesian inference
88
Ökonometrie
84
Econometrics
82
Method of moments
81
Momentenmethode
81
Statistical distribution
81
Statistische Verteilung
81
Monte Carlo simulation
76
Monte-Carlo-Simulation
76
Cointegration
73
Kointegration
73
Markov chain
71
Markov-Kette
71
Bootstrap approach
68
Bootstrap-Verfahren
68
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Article
350
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7
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333
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333
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15
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15
Collection of articles of several authors
12
Sammelwerk
12
Konferenzschrift
7
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6
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5
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3
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English
342
German
15
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Phillips, Peter C. B.
15
Koop, Gary
8
Swanson, Norman R.
7
Yu, Jun
7
Mariano, Roberto S.
6
Xiao, Zhijie
6
Chen, Xiaohong
5
Hallin, Marc
5
Teräsvirta, Timo
5
Barigozzi, Matteo
4
Fan, Yanqin
4
Gonzalo, Jesús
4
Hong, Yongmiao
4
Liao, Yuan
4
Linton, Oliver
4
Lütkepohl, Helmut
4
McAleer, Michael
4
Taylor, Robert
4
Velasco, Carlos
4
Andersen, Torben
3
Bai, Jushan
3
Baillie, Richard
3
Bauwens, Luc
3
Breitung, Jörg
3
Chan, Joshua
3
Chen, Rong
3
Corradi, Valentina
3
Franses, Philip Hans
3
Gouriéroux, Christian
3
Hendry, David F.
3
Herwartz, Helmut
3
Horváth, Lajos
3
Jong, Robert M. de
3
Kohn, Robert
3
Korobilis, Dimitris
3
Lieberman, Offer
3
Ng, Serena
3
Park, Joon Y.
3
Perron, Benoit
3
Perron, Pierre
3
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Published in...
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Das Naturverständnis der Ökonomik : Beiträge zur Ethikdebatte in den Wirtschaftswissenschaften
Journal of econometrics
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
Ökonomische Naturbewertung
Economics letters
362
International journal of forecasting
323
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
317
Discussion paper / Tinbergen Institute
247
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
238
NBER working paper series
237
Working paper / National Bureau of Economic Research, Inc.
237
Journal of forecasting
226
NBER Working Paper
226
Economic modelling
222
Econometric theory
190
Discussion paper / Centre for Economic Policy Research
179
Working paper
165
Applied economics
163
CESifo working papers
158
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
133
Econometric reviews
132
Journal of macroeconomics
123
Applied economics letters
119
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
118
Macroeconomic dynamics
114
Journal of economic dynamics & control
113
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
106
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Journal of applied econometrics
102
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
Computational economics
90
Energy economics
89
The economic journal : the journal of the Royal Economic Society
83
Working paper / Department of Econometrics and Business Statistics, Monash University
82
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
79
Europäische Hochschulschriften / 5
79
IMF working papers
77
SpringerLink / Bücher
75
The American economic review
74
EUI working paper / ECO
72
CREATES research paper
71
European economic review : EER
71
IMF working paper
68
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ECONIS (ZBW)
357
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1
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10
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357
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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
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:
6
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:
7
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
Saved in:
8
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
Saved in:
9
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
10
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
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