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~isPartOf:"CESifo DICE report : journal for institutional comparisons"
~isPartOf:"Homo oeconomicus"
~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Regression analysis"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Regression analysis
Zeitreihenanalyse
Theorie
1,786
Theory
1,786
Estimation theory
1,601
Schätztheorie
1,601
Time series analysis
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
473
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468
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450
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322
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322
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Phillips, Peter C. B.
36
Taylor, Robert
22
Linton, Oliver
17
Park, Joon Y.
15
Robinson, Peter M.
15
Koop, Gary
13
Xiao, Zhijie
13
Gao, Jiti
12
Leybourne, Stephen James
12
Su, Liangjun
12
Chen, Xiaohong
11
Chen, Songnian
10
Hallin, Marc
10
Swanson, Norman R.
10
Fan, Yanqin
9
Galvão Júnior, Antônio Fialho
9
Harvey, David I.
9
Hong, Yongmiao
9
Li, Qi
9
Perron, Pierre
9
Cai, Zongwu
8
Fan, Jianqing
8
Ghysels, Eric
8
Todorov, Viktor
8
Bai, Jushan
7
Dufour, Jean-Marie
7
Elliott, Graham
7
Francq, Christian
7
Hidalgo, Javier
7
Koopman, Siem Jan
7
Li, Degui
7
Li, Jia
7
Medeiros, Marcelo C.
7
Ng, Serena
7
Sun, Yiguo
7
Teräsvirta, Timo
7
Tu, Yundong
7
Velasco, Carlos
7
Yu, Jun
7
Zakoïan, Jean-Michel
7
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Sir Clive Granger Memorial Conference <2010, Nottingham>
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CESifo DICE report : journal for institutional comparisons
Homo oeconomicus
Journal of econometrics
International journal of forecasting
645
Economics letters
635
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
506
Applied economics
453
Econometric theory
452
Journal of forecasting
379
Economic modelling
354
Applied economics letters
322
Econometric reviews
310
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
299
Energy economics
263
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
236
Journal of applied econometrics
199
Computational economics
172
Journal of the American Statistical Association : JASA
169
Finance research letters
166
The econometrics journal
166
Oxford bulletin of economics and statistics
140
Journal of empirical finance
136
Econometrics : open access journal
135
European journal of operational research : EJOR
133
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
127
International review of economics & finance : IREF
121
Journal of risk and financial management : JRFM
119
Journal of economic dynamics & control
118
Journal of macroeconomics
115
International Journal of Energy Economics and Policy : IJEEP
105
International review of financial analysis
105
The empirical economics letters : a monthly international journal of economics
105
The North American journal of economics and finance : a journal of financial economics studies
104
Journal of banking & finance
99
The review of economics and statistics
95
Empirical economics : a quarterly journal of the Institute for Advanced Studies
89
Applied financial economics
88
Journal of international money and finance
87
Journal of time series econometrics
81
Tourism economics : the business and finance of tourism and recreation
80
Risks : open access journal
78
Research in international business and finance
77
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ECONIS (ZBW)
1,065
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1
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1
Approximate factor models with weaker loadings
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
Saved in:
2
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
3
Asymptotic properties of Bayesian inference in linear regression with a structural break
Shimizu, Kenichi
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 202-219
Persistent link: https://www.econbiz.de/10014434390
Saved in:
4
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
5
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
6
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
7
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:
8
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:
9
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
10
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
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