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~isPartOf:"CESifo DICE report : journal for institutional comparisons"
~isPartOf:"Homo oeconomicus"
~isPartOf:"Journal of econometrics"
~language:"eng"
~type_genre:"Article in journal"
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Theorie
1,786
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1,786
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1,601
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1,601
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665
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Phillips, Peter C. B.
66
Linton, Oliver
46
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35
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32
Li, Qi
30
Ghysels, Eric
29
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29
Su, Liangjun
28
Pesaran, M. Hashem
27
Hsiao, Cheng
26
Park, Joon Y.
26
Gao, Jiti
25
Aït-Sahalia, Yacine
24
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24
Güth, Werner
24
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24
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24
Yu, Jun
24
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23
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23
Chen, Xiaohong
23
Koop, Gary
23
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23
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22
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22
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21
Schmidt, Peter
21
Todorov, Viktor
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Xiao, Zhijie
21
Baltagi, Badi H.
20
Dufour, Jean-Marie
20
Lewbel, Arthur
20
Tauchen, George Eugene
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Bai, Jushan
19
Andrews, Donald W. K.
18
Corradi, Valentina
18
Diebold, Francis X.
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Horowitz, Joel
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18
Slottje, Daniel Jonathan
18
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(EC)2 Conference <1, 1990; 2, 1991>
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Boneyard Conference <6., 2017, Urbana>
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Chengdu International Econometrics Conference in Honor of Professor Cheng Hsiao's Contribution to Econometrics <2012, Chengdu>
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Conference in Honor of Daniel McFadden <2017, Los Angeles, Calif.>
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Conference on Realized Volatility <2006, Montréal>
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Econometrisch Instituut <Rotterdam>
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International Conference on Econometrics <2016, Melbourne>
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International Panel Data Conference <23., 2017, Thessaloniki>
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International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
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International Symposium on Financial Engineering and Risk Management <2018, Schanghai>
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National Bureau of Economic Research
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National Science Foundation
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OECD
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Pi-Day Econometrics Conference <2019, Boston, Mass.>
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Sir Clive Granger Memorial Conference <2010, Nottingham>
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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CESifo DICE report : journal for institutional comparisons
Homo oeconomicus
Journal of econometrics
Economics letters
11,517
European journal of operational research : EJOR
10,248
Applied economics
9,624
Journal of business research : JBR
8,366
International journal of production research
6,522
The American economic review
6,420
Applied economics letters
6,303
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
5,955
Energy economics
5,931
Technological forecasting & social change : an international journal
5,930
Journal of economic behavior & organization : JEBO
5,804
Journal of banking & finance
5,676
Economic modelling
5,534
Intereconomics : review of European economic policy
5,383
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
5,264
Management science : journal of the Institute for Operations Research and the Management Sciences
4,869
International journal of production economics
4,845
Journal of business ethics : JOBE
4,605
Finance research letters
4,290
European economic review : EER
4,066
Computers & operations research : and their applications to problems of world concern ; an international journal
4,035
Journal of economic dynamics & control
3,869
Journal of economic theory
3,862
American journal of agricultural economics
3,841
Journal of public economics
3,736
The economic journal : the journal of the Royal Economic Society
3,554
Research policy : policy, management and economic studies of science, technology and innovation
3,484
Games and economic behavior
3,374
International review of economics & finance : IREF
3,373
Public choice
3,256
Journal of financial economics
3,203
Journal of development economics
3,023
International review of financial analysis
3,022
Journal of international money and finance
2,986
The review of economics and statistics
2,932
Journal of retailing and consumer services
2,929
International Journal of Energy Economics and Policy : IJEEP
2,922
Tourism management : research, policies, practice
2,785
Industrial marketing management : the international journal for industrial and high-tech firms
2,760
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ECONIS (ZBW)
4,863
Showing
1
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10
of
4,863
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1
Adaptive robust large volatility matrix estimation based on high-frequency financial data
Shin, Minseok
;
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471480
Saved in:
2
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:
3
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
4
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:
5
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:
6
Bayesian Artificial Neural Networks for frontier efficiency analysis
Tsionas, Efthymios G.
;
Parmeter, Christopher F.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014365509
Saved in:
7
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:
8
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:
9
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
10
Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
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