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type_genre:"Non-commercial literature"
type_genre:"Working Paper"
~isPartOf:"Journal of econometrics"
~subject:"Time series analysis"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Time series analysis
Estimation
464
Schätzung
459
Estimation theory
216
Schätztheorie
216
Theorie
165
Theory
165
Zeitreihenanalyse
115
Nichtparametrisches Verfahren
106
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106
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102
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102
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93
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93
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Non-commercial literature
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115
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115
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Todorov, Viktor
7
Kim, Donggyu
5
Li, Jia
5
Tauchen, George Eugene
5
Bollerslev, Tim
4
Andersen, Torben
3
Fan, Jianqing
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Koop, Gary
3
Patton, Andrew J.
3
Phillips, Peter C. B.
3
Taylor, Robert
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Wang, Yazhen
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Baltagi, Badi H.
2
Barigozzi, Matteo
2
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2
Dijk, Dick van
2
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2
Gouriéroux, Christian
2
Hallin, Marc
2
Han, Xu
2
Hounyo, Ulrich
2
Kao, Chihwa
2
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2
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2
Li, Yingying
2
Medeiros, Marcelo C.
2
Quaedvlieg, Rogier
2
Robinson, Peter M.
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Su, Liangjun
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Thyrsgaard, Martin
2
Velasco, Carlos
2
Vogt, Michael
2
Wang, Fa
2
Xiu, Dacheng
2
Zhang, Congshan
2
Zhang, Zhengjun
2
Amsler, Christine Elaine
1
Aruoba, S. Borağan
1
Asai, Manabu
1
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Journal of econometrics
Economic modelling
100
Applied economics
98
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
94
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
78
Applied economics letters
76
International journal of forecasting
76
Economics letters
70
CESifo working papers
68
Discussion paper / Tinbergen Institute
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Energy economics
54
Working paper
51
Journal of forecasting
49
Econometric reviews
41
International review of economics & finance : IREF
40
Journal of applied econometrics
35
The North American journal of economics and finance : a journal of financial economics studies
34
Journal of empirical finance
33
Economics and finance working paper series
30
Finance research letters
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Journal of economic dynamics & control
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Macroeconomic dynamics
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Working paper / Department of Econometrics and Business Statistics, Monash University
27
Applied financial economics
26
CAMA working paper series
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CREATES research paper
25
Journal of banking & finance
25
Journal of international money and finance
25
Journal of macroeconomics
25
International journal of finance & economics : IJFE
24
The empirical economics letters : a monthly international journal of economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
Journal of financial econometrics
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
21
Journal of risk and financial management : JRFM
21
SFB 649 discussion paper
21
International journal of economics and financial issues : IJEFI
20
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ECONIS (ZBW)
115
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1
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10
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115
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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
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
4
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:
5
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
6
Time series estimation of the dynamic effects of disaster-type shocks
Davis, Richard A.
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 180-201
Persistent link: https://www.econbiz.de/10014434389
Saved in:
7
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
8
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:
9
Nonparametric comparison of epidemic time trends : the case of COVID-19
Khismatullina, Marina
;
Vogt, Michael
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 87-108
Persistent link: https://www.econbiz.de/10013472849
Saved in:
10
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
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