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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:"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:"Estimation theory"
~subject:"Estimation"
~subject:"Zeitreihenanalyse"
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Allgemeines Gleichgewicht
Estimation theory
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5,251
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396
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358
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Phillips, Peter C. B.
22
Pesaran, M. Hashem
14
Koop, Gary
12
Gouriéroux, Christian
9
Swanson, Norman R.
8
Chib, Siddhartha
7
Granger, C. W. J.
7
Heckman, James J.
7
Kohn, Robert
7
Lee, Lung-fei
7
Teräsvirta, Timo
7
Timmermann, Allan
7
Yu, Jun
7
Hallin, Marc
6
Li, Qi
6
Linton, Oliver
6
Mariano, Roberto S.
6
Smith, Richard J.
6
Steel, Mark F. J.
6
Xiao, Zhijie
6
Aït-Sahalia, Yacine
5
Bai, Jushan
5
Chen, Xiaohong
5
Diebold, Francis X.
5
Franses, Philip Hans
5
Ghysels, Eric
5
Gonzalo, Jesús
5
Haldrup, Niels
5
Harvey, Andrew C.
5
Hong, Yongmiao
5
Hsiao, Cheng
5
McAleer, Michael
5
Pettenuzzo, Davide
5
Schmidt, Peter
5
Shin, Yongcheol
5
Taylor, Robert
5
Baltagi, Badi H.
4
Barigozzi, Matteo
4
Bierens, Herman J.
4
Blundell, Richard W.
4
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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
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
Working paper / National Bureau of Economic Research, Inc.
836
Economics letters
806
NBER working paper series
668
NBER Working Paper
628
Discussion paper / Centre for Economic Policy Research
512
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
474
Applied economics
435
Econometric theory
428
CESifo working papers
391
Economic modelling
379
International journal of forecasting
372
Discussion paper series / IZA
362
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351
Working paper
349
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
348
Journal of applied econometrics
304
Econometric reviews
291
Journal of forecasting
288
Journal of economic dynamics & control
276
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
264
The review of economics and statistics
239
Applied economics letters
231
Discussion paper
217
Série des documents de travail / Centre de Recherche en Économie et Statistique
209
Journal of international money and finance
201
Europäische Hochschulschriften / 5
192
Oxford bulletin of economics and statistics
188
Energy economics
178
Journal of macroeconomics
178
IZA Discussion Paper
166
Economic theory : official journal of the Society for the Advancement of Economic Theory
165
Journal of monetary economics
164
Discussion papers / CEPR
163
Journal of quantitative economics : official journal of the Indian Econometric Society
161
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
160
Journal of banking & finance
159
SpringerLink / Bücher
158
Discussion paper / Center for Economic Research, Tilburg University
156
International economic review
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ECONIS (ZBW)
1,067
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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
Human capital and the business cycle effects on the postgraduate wage premium
Gu, Ran
- In:
Review of economic dynamics
48
(
2023
),
pp. 345-376
Persistent link: https://www.econbiz.de/10014250791
Saved in:
7
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:
8
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:
9
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:
10
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
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