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~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~subject:"Estimation"
~subject:"Functional data analysis"
~subject:"Method of moments"
~type_genre:"Article in journal"
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Search: subject_exact:"Autokorrelation"
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Estimation
Functional data analysis
Method of moments
Autocorrelation
157
Autokorrelation
157
Estimation theory
80
Schätztheorie
80
Theorie
54
Theory
54
Time series analysis
53
Zeitreihenanalyse
53
Maximum likelihood estimation
25
Maximum-Likelihood-Schätzung
25
Räumliche Interaktion
25
Spatial interaction
25
Forecasting model
24
Prognoseverfahren
24
Regional economics
23
Regionalökonomik
23
Statistical test
22
Statistischer Test
22
Momentenmethode
21
Panel
18
Panel study
18
Heteroscedasticity
15
Heteroskedastizität
15
Regression analysis
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Regressionsanalyse
15
Schätzung
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Einheitswurzeltest
14
Unit root test
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Spatial autoregression
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Correlation
10
Korrelation
10
Bias
9
Bootstrap approach
9
Bootstrap-Verfahren
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
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9
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8
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35
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Article in journal
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35
Conference paper
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English
35
Author
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Lee, Lung-fei
7
Hwang, Jungbin
4
Sun, Yiguo
4
Sun, Yixiao
3
Yu, Jihai
3
Jin, Fei
2
Malikov, Emir
2
Blasques, Francisco
1
Bokun, Kathryn O.
1
Bollinger, Christopher R.
1
Canale, Antonio
1
Debarsy, Nicolas
1
Dufour, Jean-Marie
1
Galbraith, John W.
1
Galvão Júnior, Antônio Fialho
1
Glass, Anthony
1
Gonçalves, Sílvia
1
Green, Carl
1
Gupta, Abhimanyu
1
Horváth, Lajos
1
Hoshino, Tadao
1
Hsiao, Cheng
1
Härdle, Wolfgang
1
Jackson, Laura
1
Kelejian, Harry H.
1
Kenjegalieva, Karligash
1
Kliesen, Kevin L.
1
Konstantinidi, Antri
1
Koopman, Siem Jan
1
Kourtellos, Andros
1
Lahiri, Kajal
1
Lin, Xu
1
Liu, Xiaodong
1
Liu, Zhenya
1
Long, Wei
1
Lucas, André
1
Martínez-Iriarte, Julián
1
Melou, Maximilien Kaffo
1
Owyang, Michael T.
1
Peng, Huaming
1
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International journal of forecasting
Journal of econometrics
Economics letters
17
Econometric reviews
16
Regional science & urban economics
13
Applied economics letters
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Economic modelling
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of empirical finance
7
Spatial economic analysis : the journal of the Regional Studies Association
7
Journal of risk and financial management : JRFM
6
The empirical economics letters : a monthly international journal of economics
6
Econometrics : open access journal
5
Applied economics
4
Econometric theory
4
Energy economics
4
International journal of finance & economics : IJFE
4
International review of financial analysis
4
Risks : open access journal
4
The European journal of finance
4
Applied financial economics
3
CBN journal of applied statistics
3
Economies : open access journal
3
International review of economics & finance : IREF
3
Journal of applied econometrics
3
Journal of financial econometrics
3
Journal of financial economics
3
Quantitative finance
3
Regional studies
3
Review of quantitative finance and accounting
3
The annals of regional science : an international journal of urban, regional and environmental research and policy ; official journal of the Western Regional Science Association
3
The journal of real estate finance and economics
3
American journal of agricultural economics
2
Bulletin of economic research
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic research
2
Economics bulletin : EB
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
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ECONIS (ZBW)
35
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1
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
Saved in:
2
Social threshold regression
Konstantinidi, Antri
;
Kourtellos, Andros
;
Sun, Yiguo
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2057-2081
Persistent link: https://www.econbiz.de/10014471444
Saved in:
3
FRED-SD : a real-time database for state-level data with forecasting applications
Bokun, Kathryn O.
;
Jackson, Laura
;
Kliesen, Kevin L.
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 279-297
Persistent link: https://www.econbiz.de/10014462780
Saved in:
4
Sieve IV estimation of cross-sectional interaction models with nonparametric endogenous effect
Hoshino, Tadao
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 263-275
Persistent link: https://www.econbiz.de/10013441870
Saved in:
5
Simple and trustworthy cluster-robust GMM inference
Hwang, Jungbin
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 993-1023
Persistent link: https://www.econbiz.de/10012619814
Saved in:
6
Asymptotic F tests under possibly weak identification
Martínez-Iriarte, Julián
;
Sun, Yixiao
;
Wang, Xuexin
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 140-177
Persistent link: https://www.econbiz.de/10012482936
Saved in:
7
A functional time series analysis of forward curves derived from commodity futures
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Wang, Shixuan
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 646-665
Persistent link: https://www.econbiz.de/10012415316
Saved in:
8
Network quantile autoregression
Zhu, Xuening
;
Wang, Weining
;
Wang, Hansheng
;
Härdle, …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 345-358
Persistent link: https://www.econbiz.de/10012303979
Saved in:
9
GEL estimation and tests of spatial autoregressive models
Jin, Fei
;
Lee, Lung-fei
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 585-612
Persistent link: https://www.econbiz.de/10012149371
Saved in:
10
Should we go one step further? : an accurate comparison of one-step and two-step procedures in a generalized method of moments framework
Hwang, Jungbin
;
Sun, Yixiao
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 381-405
Persistent link: https://www.econbiz.de/10012116364
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