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subject:"United States"
~isPartOf:"Journal of econometrics"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~subject:"Agrarmarkt"
~subject:"Arbeitslosigkeit"
~subject:"Asymmetric information"
~subject:"Economic growth"
~subject:"Korrelation"
~subject:"Time series analysis"
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United States
Agrarmarkt
Arbeitslosigkeit
Asymmetric information
Economic growth
Korrelation
Time series analysis
Theorie
1,816
Theory
1,816
Estimation theory
397
Schätztheorie
397
Zeitreihenanalyse
354
Estimation
172
Schätzung
172
Nichtparametrisches Verfahren
140
Nonparametric statistics
140
Forecasting model
137
Prognoseverfahren
137
Volatility
137
Volatilität
137
Statistical test
130
Statistischer Test
130
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114
Regressionsanalyse
114
Stochastic process
106
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106
USA
102
Panel
92
Panel study
92
Bayes-Statistik
89
Bayesian inference
89
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85
Econometrics
83
Statistical distribution
82
Statistische Verteilung
82
Method of moments
81
Momentenmethode
81
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76
Monte-Carlo-Simulation
76
Cointegration
72
Kointegration
72
Markov chain
72
Markov-Kette
72
Statistical theory
69
Statistische Methodenlehre
69
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428
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English
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Franses, Philip Hans
28
Phillips, Peter C. B.
15
Koop, Gary
10
Swanson, Norman R.
7
Yu, Jun
7
Lucas, André
6
Mariano, Roberto S.
6
Paap, Richard
6
Xiao, Zhijie
6
Chen, Xiaohong
5
Diebold, Francis X.
5
Hallin, Marc
5
Hong, Yongmiao
5
Linton, Oliver
5
McAleer, Michael
5
Steel, Mark F. J.
5
Taylor, Robert
5
Teräsvirta, Timo
5
Barigozzi, Matteo
4
Dijk, Herman K. van
4
Fan, Yanqin
4
Gonzalo, Jesús
4
Gouriéroux, Christian
4
Hendry, David F.
4
Hobijn, Bart
4
Liao, Yuan
4
Lütkepohl, Helmut
4
Ooms, Marius
4
Park, Joon Y.
4
Patton, Andrew J.
4
Velasco, Carlos
4
Whang, Yoon-jae
4
Andersen, Torben
3
Aït-Sahalia, Yacine
3
Bai, Jushan
3
Baillie, Richard
3
Bauwens, Luc
3
Breitung, Jörg
3
Castle, Jennifer
3
Chan, Joshua
3
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
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Journal of econometrics
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
Report / Erasmus Center for Financial Research, Erasmus University
Working paper / National Bureau of Economic Research, Inc.
1,695
Discussion paper / Centre for Economic Policy Research
739
Economics letters
688
NBER working paper series
507
Working paper
460
NBER Working Paper
444
CESifo working papers
440
European journal of operational research : EJOR
437
The American economic review
415
Discussion paper series / IZA
395
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
385
Discussion paper / Tinbergen Institute
360
International journal of forecasting
360
Applied economics
349
Economic modelling
337
Journal of monetary economics
301
The review of financial studies
297
American journal of agricultural economics
291
The review of economics and statistics
276
Journal of economic theory
265
Journal of forecasting
264
The journal of finance : the journal of the American Finance Association
263
Journal of economic dynamics & control
260
Journal of macroeconomics
251
European economic review : EER
248
The economic journal : the journal of the Royal Economic Society
246
Journal of banking & finance
242
Applied economics letters
238
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
236
Discussion paper
232
Journal of political economy
232
Computers & operations research : and their applications to problems of world concern ; an international journal
219
Econometric theory
216
Journal of money, credit and banking : JMCB
209
International economic review
207
Journal of financial economics
207
Southern economic journal
207
Journal of public economics
206
Journal of economic behavior & organization : JEBO
200
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ECONIS (ZBW)
476
Showing
1
-
10
of
476
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1
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
Saved in:
2
Canonical correlation-based model selection for the multilevel factors
Choi, In
;
Lin, Rui
;
Shin, Yongcheol
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
Saved in:
3
Group fused Lasso for large factor models with multiple structural breaks
Ma, Chenchen
;
Tu, Yundong
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 132-154
Persistent link: https://www.econbiz.de/10014340971
Saved in:
4
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
5
Testing for structural changes in large dimensional factor models via discrete Fourier transform
Fu, Zhonghao
;
Hong, Yongmiao
;
Wang, Xia
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 302-331
Persistent link: https://www.econbiz.de/10014341081
Saved in:
6
Time series analysis of COVID-19 infection curve : a change-point perspective
Jiang, Feiyu
;
Zhao, Zifeng
;
Shao, Xiaofeng
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10013472807
Saved in:
7
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
8
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:
9
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
Saved in:
10
Vector copulas
Fan, Yanqin
;
Henry, Marc
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 128-150
Persistent link: https://www.econbiz.de/10014364686
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