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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"Journal of econometrics"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Theory"
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Theorie
1,588
Theory
1,588
Estimation theory
366
Schätztheorie
366
Time series analysis
323
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323
Estimation
165
Schätzung
165
Nichtparametrisches Verfahren
139
Nonparametric statistics
139
Statistical test
127
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127
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126
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126
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124
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124
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113
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113
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103
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103
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92
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Arbeitspapier
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1,588
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Phillips, Peter C. B.
36
Koop, Gary
16
Lee, Lung-fei
16
Yu, Jun
16
Gouriéroux, Christian
15
Swanson, Norman R.
15
Linton, Oliver
14
Pesaran, M. Hashem
14
Ghysels, Eric
13
Diebold, Francis X.
12
Aït-Sahalia, Yacine
11
Chib, Siddhartha
11
Granger, C. W. J.
11
McAleer, Michael
11
Renault, Eric
11
Schmidt, Peter
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Corradi, Valentina
10
Hsiao, Cheng
10
Timmermann, Allan
10
Dufour, Jean-Marie
9
Hong, Yongmiao
9
Li, Qi
9
Robinson, Peter M.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Whang, Yoon-jae
9
Baltagi, Badi H.
8
Barnett, William A.
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Lütkepohl, Helmut
8
Magnus, Jan R.
8
Ng, Serena
8
Park, Joon Y.
8
Teräsvirta, Timo
8
White, Halbert
8
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(EC)2 Conference <1, 1990; 2, 1991>
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
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
6,481
Economics letters
5,146
European journal of operational research : EJOR
4,749
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4,474
CESifo working papers
3,544
Journal of economic theory
2,862
Working paper
2,436
Journal of economic dynamics & control
2,379
Discussion paper / Tinbergen Institute
2,342
Computers & operations research : and their applications to problems of world concern ; an international journal
2,330
The American economic review
2,247
Journal of economic behavior & organization : JEBO
2,203
Discussion paper series / IZA
2,162
European economic review : EER
1,896
International journal of production research
1,889
Games and economic behavior
1,852
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,810
Journal of public economics
1,716
Discussion paper / Center for Economic Research, Tilburg University
1,652
Economic modelling
1,635
Applied economics
1,483
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,482
Management science : journal of the Institute for Operations Research and the Management Sciences
1,420
Journal of banking & finance
1,371
Journal of monetary economics
1,367
The economic journal : the journal of the Royal Economic Society
1,358
Discussion paper
1,353
Public choice
1,338
International economic review
1,336
Social choice and welfare
1,296
International journal of production economics
1,260
Journal of international economics
1,239
Discussion papers / CEPR
1,215
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,194
CORE discussion paper : DP
1,162
International journal of industrial organization
1,154
American journal of agricultural economics
1,143
IMF working papers
1,143
Journal of mathematical economics
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ECONIS (ZBW)
1,588
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21
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30
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21
On the aggregation of probability assessments : regularized mixtures of predictive densities for Eurozone inflation and real interest rates
Diebold, Francis X.
;
Shin, Minchul
;
Zhang, Boyuan
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471814
Saved in:
22
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:
23
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:
24
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
25
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
26
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:
27
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332237
Saved in:
28
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:
29
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:
30
Vector copulas
Fan, Yanqin
;
Henry, Marc
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 128-150
Persistent link: https://www.econbiz.de/10014364686
Saved in:
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