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~isPartOf:"Annual review of economics"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute"
~isPartOf:"Journal of econometrics"
~isPartOf:"Review of economic dynamics"
~isPartOf:"The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics"
~isPartOf:"The economic journal : the journal of the Royal Economic Society"
~subject:"Allgemeines Gleichgewicht"
~subject:"Forest economics"
~subject:"Schätztheorie"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Allgemeines Gleichgewicht
Forest economics
Schätztheorie
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Theorie
3,931
Theory
3,931
Estimation theory
389
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346
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293
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293
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255
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255
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154
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151
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Phillips, Peter C. B.
20
Gouriéroux, Christian
9
Koop, Gary
9
Swanson, Norman R.
8
Chib, Siddhartha
7
Granger, C. W. J.
7
Kohn, Robert
7
Lee, Lung-fei
7
Yu, Jun
7
Hallin, Marc
6
Li, Qi
6
Mariano, Roberto S.
6
Teräsvirta, Timo
6
Xiao, Zhijie
6
Chen, Xiaohong
5
Diebold, Francis X.
5
Gonzalo, Jesús
5
Linton, Oliver
5
Pesaran, M. Hashem
5
Schmidt, Peter
5
Smith, Richard J.
5
Taylor, Robert
5
Bai, Jushan
4
Baltagi, Badi H.
4
Barigozzi, Matteo
4
Bierens, Herman J.
4
Davidson, James E. H.
4
Fan, Yanqin
4
Franses, Philip Hans
4
Haldrup, Niels
4
Harvey, Andrew C.
4
Hong, Yongmiao
4
Horowitz, Joel
4
Hsiao, Cheng
4
Jong, Robert M. de
4
King, Maxwell L.
4
Liao, Yuan
4
Lütkepohl, Helmut
4
Park, Joon Y.
4
Perron, Pierre
4
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Sir Clive Granger Memorial Conference <2010, Nottingham>
1
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Annual review of economics
CESifo Working Paper Series
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
Journal of econometrics
Review of economic dynamics
The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics
The economic journal : the journal of the Royal Economic Society
Economics letters
631
Econometric theory
419
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
380
International journal of forecasting
318
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
310
Journal of forecasting
246
Econometric reviews
240
Economic modelling
228
Journal of applied econometrics
202
Journal of economic dynamics & control
180
Economic theory : official journal of the Society for the Advancement of Economic Theory
165
Applied economics
157
The review of economics and statistics
154
Journal of quantitative economics : official journal of the Indian Econometric Society
153
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
147
Oxford bulletin of economics and statistics
140
Journal of mathematical economics
128
International economic review
120
Energy economics
118
Journal of economic theory
118
The review of economic studies
97
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
American journal of agricultural economics
93
Computational economics
93
Statistical papers
88
Applied economics letters
82
Annales d'économie et de statistique
81
Journal of monetary economics
79
The econometrics journal
76
Journal of macroeconomics
73
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
70
Macroeconomic dynamics
68
Journal of empirical finance
63
Journal of international money and finance
59
Journal of policy modeling : JPMOD ; a social science forum of world issues
59
European journal of operational research : EJOR
58
Metrika : international journal for theoretical and applied statistics
58
International economic journal
56
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ECONIS (ZBW)
734
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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
General equilibrium with multiple liquid assets
Altermatt, Lukas
;
Iwasaki, Kohei
;
Wright, Randall D.
- In:
Review of economic dynamics
51
(
2023
),
pp. 267-291
Persistent link: https://www.econbiz.de/10014471832
Saved in:
10
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
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