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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Econometric reviews"
~isPartOf:"International economic review"
~isPartOf:"Physica A: Statistical Mechanics and its Applications"
~isPartOf:"The American journal of economics and sociology"
~subject:"Heteroskedastizität"
~subject:"Nichtparametrisches Verfahren"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
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Heteroskedastizität
Nichtparametrisches Verfahren
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Time series analysis
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Zeitreihenanalyse
420
Theorie
242
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Phillips, Peter C. B.
90
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12
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9
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7
Gao, Jiti
7
Lieberman, Offer
7
Taylor, Robert
7
Teräsvirta, Timo
7
Yu, Jun
7
Maasoumi, Esfandiar
6
Magdalinos, Tassos
6
Spanos, Aris
6
Andrews, Donald W. K.
5
Kilian, Lutz
5
Wang, Qiying
5
Xiao, Zhijie
5
Andreou, Elena
4
Franses, Philip Hans
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Jin, Sainan
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Kantelhardt, Jan W.
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Kapetanios, George
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Li, Qi
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McAleer, Michael
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McElroy, Tucker
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Onatski, Alexei
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Pick, Andreas
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Ploberger, Werner
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Su, Liangjun
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Sun, Yixiao
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Timmermann, Allan
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Alfi, V.
3
Ashley, Richard A.
3
Baltagi, Badi H.
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3
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Cambridge working papers in economics
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Physica A: Statistical Mechanics and its Applications
The American journal of economics and sociology
Journal of econometrics
673
International journal of forecasting
572
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447
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403
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331
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322
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321
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316
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265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Applied economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
205
Energy economics
204
Working paper / Department of Econometrics and Business Statistics, Monash University
195
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NBER Working Paper
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NBER working paper series
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
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CESifo working papers
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Econometrics : open access journal
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Oxford bulletin of economics and statistics
101
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100
Finance research letters
98
The econometrics journal
95
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
85
International review of economics & finance : IREF
84
International Journal of Energy Economics and Policy : IJEEP
82
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80
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ECONIS (ZBW)
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1
Inference in a stationary/nonstationary autoregressive time-varying-parameter model
Andrews, Donald W. K.
;
Li, Ming
-
2024
Persistent link: https://www.econbiz.de/10014538994
Saved in:
2
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
3
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
4
Endogeneity in semiparametric threshold regression models with two threshold variables
Chen, Chaoyi
;
Stengos, Thanasēs
;
Sun, Yiguo
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 758-779
Persistent link: https://www.econbiz.de/10014420356
Saved in:
5
GLS estimation and confidence sets for the date of a single break in models with trends
Beutner, Eric
;
Lin, Yicong
;
Smeekes, Stephan
- In:
Econometric reviews
42
(
2023
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10014305491
Saved in:
6
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
7
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
Saved in:
8
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
9
Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
Pasaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2022
Persistent link: https://www.econbiz.de/10013263441
Saved in:
10
Semiparametric transition models
Čížek, Pavel
;
Koo, Chao Hui
- In:
Econometric reviews
41
(
2022
)
4
,
pp. 400-415
Persistent link: https://www.econbiz.de/10013364887
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