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~isPartOf:"Annual review of economics"
~isPartOf:"CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute"
~isPartOf:"DNB working paper"
~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:"Time series analysis"
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Allgemeines Gleichgewicht
Time series analysis
Theorie
5,347
Theory
5,347
Estimation theory
396
Schätztheorie
396
Zeitreihenanalyse
364
USA
359
Estimation
358
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358
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355
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219
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218
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184
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Phillips, Peter C. B.
15
Koop, Gary
8
Pesaran, M. Hashem
7
Swanson, Norman R.
7
Yu, Jun
7
Hallin, Marc
6
Mariano, Roberto S.
6
Xiao, Zhijie
6
Chen, Xiaohong
5
Taylor, Robert
5
Teräsvirta, Timo
5
Barigozzi, Matteo
4
Fan, Yanqin
4
Franses, Philip Hans
4
Gersbach, Hans
4
Gonzalo, Jesús
4
Granger, C. W. J.
4
Hong, Yongmiao
4
Liao, Yuan
4
Linton, Oliver
4
Lütkepohl, Helmut
4
McAleer, Michael
4
Pick, Andreas
4
Schorfheide, Frank
4
Timmermann, Allan
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
Davidson, James E. H.
3
Gouriéroux, Christian
3
Haldrup, Niels
3
Haller, Hans
3
Harvey, Andrew C.
3
Heckman, James J.
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
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Annual review of economics
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
DNB working paper
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
International journal of forecasting
317
Economics letters
316
Working paper / National Bureau of Economic Research, Inc.
241
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
236
Journal of forecasting
225
NBER working paper series
224
NBER Working Paper
220
Economic modelling
219
Discussion paper / Tinbergen Institute
204
Econometric theory
190
CESifo working papers
167
Working paper
163
Economic theory : official journal of the Society for the Advancement of Economic Theory
162
Discussion paper / Centre for Economic Policy Research
152
Journal of economic dynamics & control
141
Econometric reviews
131
Journal of mathematical economics
123
Energy economics
121
Applied economics
116
Journal of economic theory
114
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
97
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Computational economics
94
Cowles Foundation discussion paper
89
Journal of applied econometrics
89
Applied economics letters
79
Working paper / Department of Econometrics and Business Statistics, Monash University
79
CREATES research paper
70
Discussion paper
69
International economic review
69
CORE discussion paper : DP
68
Macroeconomic dynamics
66
Discussion paper / Center for Economic Research, Tilburg University
63
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
63
Journal of macroeconomics
63
Journal of monetary economics
60
Working papers
57
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ECONIS (ZBW)
452
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452
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Quasi score-driven models
Blasques, F.
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10014364807
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