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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"International economic review"
~isPartOf:"Journal of econometrics"
~isPartOf:"The American journal of economics and sociology"
~subject:"Heteroskedastizität"
~subject:"Local Polynomial Estimation"
~subject:"Panel"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
~type_genre:"Article in journal"
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Search: subject_exact:"Time series analysis"
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Heteroskedastizität
Local Polynomial Estimation
Panel
Prognoseverfahren
Time series analysis
USA
Zeitreihenanalyse
707
Theorie
352
Theory
352
Estimation theory
316
Schätztheorie
316
Estimation
121
Schätzung
120
Volatility
104
Volatilität
104
Forecasting model
91
Nichtparametrisches Verfahren
84
Nonparametric statistics
84
Stochastic process
70
Stochastischer Prozess
70
Statistical test
68
Statistischer Test
68
Cointegration
59
Kointegration
58
Regression analysis
51
Regressionsanalyse
51
VAR model
51
VAR-Modell
51
Einheitswurzeltest
49
Factor analysis
49
Faktorenanalyse
49
Unit root test
49
ARCH model
43
ARCH-Modell
43
Börsenkurs
42
Capital income
42
Kapitaleinkommen
42
Panel study
42
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42
Autocorrelation
39
Autokorrelation
39
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37
Bayesian inference
37
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Article
686
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21
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707
Graue Literatur
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Non-commercial literature
130
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114
Working Paper
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Sammelwerk
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Phillips, Peter C. B.
29
Taylor, Robert
18
Linton, Oliver
15
Xiao, Zhijie
11
Chen, Xiaohong
10
Koop, Gary
10
Leybourne, Stephen James
10
Robinson, Peter M.
10
Hallin, Marc
9
Park, Joon Y.
9
Gao, Jiti
8
Swanson, Norman R.
8
Todorov, Viktor
8
Andersen, Torben
7
Harvey, Andrew C.
7
Harvey, David I.
7
Hong, Yongmiao
7
Koopman, Siem Jan
7
Li, Jia
7
Perron, Pierre
7
Teräsvirta, Timo
7
Velasco, Carlos
7
Yu, Jun
7
Bollerslev, Tim
6
Chen, Rong
6
Francq, Christian
6
Horváth, Lajos
6
Li, Qi
6
Marcellino, Massimiliano
6
Mariano, Roberto S.
6
Patton, Andrew J.
6
Tauchen, George Eugene
6
Zakoïan, Jean-Michel
6
Barigozzi, Matteo
5
Breitung, Jörg
5
Cavaliere, Giuseppe
5
Chambers, Marcus J.
5
Chang, Yoosoon
5
Davis, Richard A.
5
Delgado, Miguel A.
5
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Sir Clive Granger Memorial Conference <2010, Nottingham>
1
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Cambridge working papers in economics
Cambridge-INET working papers
Cowles Foundation discussion paper
International economic review
Journal of econometrics
The American journal of economics and sociology
International journal of forecasting
552
Economics letters
439
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
390
Journal of forecasting
331
Applied economics
319
Econometric theory
314
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
225
Applied economics letters
216
Econometric reviews
211
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
202
Energy economics
198
Journal of applied econometrics
147
Computational economics
126
Journal of economic dynamics & control
109
Econometrics : open access journal
106
Journal of empirical finance
104
Oxford bulletin of economics and statistics
101
Journal of macroeconomics
99
The econometrics journal
93
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
International review of economics & finance : IREF
84
Finance research letters
83
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
The North American journal of economics and finance : a journal of financial economics studies
76
Journal of risk and financial management : JRFM
73
Journal of time series econometrics
73
Journal of banking & finance
69
Journal of international money and finance
68
International review of financial analysis
67
Journal of the American Statistical Association : JASA
67
The empirical economics letters : a monthly international journal of economics
67
The review of economics and statistics
67
European journal of operational research : EJOR
64
Macroeconomic dynamics
63
Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
International journal of economics and financial issues : IJEFI
55
Journal of money, credit and banking : JMCB
53
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ECONIS (ZBW)
707
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1
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
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
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
4
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:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
6
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
Saved in:
7
What's trending in difference-in-differences? : a synthesis of the recent econometrics literature
Roth, Jonathan
;
Sant'Anna, Pedro H. C.
;
Bilinski, Alyssa
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2218-2244
Persistent link: https://www.econbiz.de/10014471452
Saved in:
8
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
9
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
10
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
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