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~isPartOf:"Journal of econometrics"
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Theorie
1,940
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1,940
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368
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Phillips, Peter C. B.
36
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16
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Yu, Jun
16
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15
Linton, Oliver
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10
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9
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9
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9
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9
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9
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9
Baltagi, Badi H.
8
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8
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8
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8
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8
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(EC)2 Conference <1, 1990; 2, 1991>
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Journal of econometrics
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Economics letters
5,242
European journal of operational research : EJOR
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2,893
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2,755
Journal of economic dynamics & control
2,428
The American economic review
2,357
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2,348
Computers & operations research : and their applications to problems of world concern ; an international journal
2,336
Journal of economic behavior & organization : JEBO
2,211
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2,194
Europäische Hochschulschriften / 5
2,105
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1,942
European economic review : EER
1,920
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1,863
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1,812
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1,512
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1,485
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1,471
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1,384
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ECONIS (ZBW)
1,940
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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
Why randomize? : minimax optimality under permutation invariance
Bai, Yuehao
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 565-575
Persistent link: https://www.econbiz.de/10014340640
Saved in:
3
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:
4
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:
5
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:
6
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:
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
Spatial econometrics for misaligned data
Pouliot, Guillaume Allaire
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 168-190
Persistent link: https://www.econbiz.de/10013472883
Saved in:
10
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
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