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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"ron"
~language:"und"
~person:"Chiang, Thomas C."
~person:"Fitzenberger, Bernd"
~person:"Gao, Jiti"
~person:"Linton, Oliver"
~person:"Patton, Andrew J."
~person:"Renault, Eric"
~person:"Tauchen, George Eugene"
~subject:"Cointegration"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
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Cointegration
Schätzung
Estimation theory
60
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60
Theorie
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Theory
58
Nichtparametrisches Verfahren
43
Nonparametric statistics
43
Time series analysis
43
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36
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Chiang, Thomas C.
Fitzenberger, Bernd
Gao, Jiti
Linton, Oliver
Patton, Andrew J.
Renault, Eric
Tauchen, George Eugene
Todorov, Viktor
20
Phillips, Peter C. B.
17
Bollerslev, Tim
15
Su, Liangjun
13
Koop, Gary
10
Boswijk, Herman Peter
9
Lütkepohl, Helmut
9
Nielsen, Morten Ørregaard
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Andersen, Torben
8
Johansen, Søren
8
Pesaran, M. Hashem
8
Baltagi, Badi H.
7
Ghysels, Eric
7
Li, Jia
7
Park, Joon Y.
7
Rahbek, Anders
7
Robinson, Peter M.
7
Taylor, Robert
7
Xiao, Zhijie
7
Aït-Sahalia, Yacine
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Hsu, Yu-Chin
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Kim, Donggyu
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Li, Kunpeng
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Paruolo, Paolo
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Saikkonen, Pentti
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Timmermann, Allan
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Tu, Yundong
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Dijk, Dick van
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Francq, Christian
5
Franses, Philip Hans
5
Gouriéroux, Christian
5
Hsiao, Cheng
5
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5
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5
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of financial economics
Cambridge working papers in economics
4
Econometric theory
3
German economic review
3
International review of economics & finance : IREF
3
Journal of international financial markets, institutions & money
3
Labour economics : official journal of the European Association of Labour Economists
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Cambridge-INET working papers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Finance research letters
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Journal of applied econometrics
2
Journal of banking & finance
2
Journal of empirical finance
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Journal of population economics
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Research in international business and finance
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Review of Pacific Basin financial markets and policies
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Risks : open access journal
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Advances in economics and econometrics: theory and applications ; Vol. 3
1
Advances in financial planning and forecasting
1
Annales d'économie et de statistique
1
Applied financial economics
1
Bildungsreform aus ökonomischer Sicht : 63. Wissenschaftliche Tagung der Arbeitsgemeinschaft Deutscher Wirtschaftswissenschaftlicher Forschungsinstitute vom 11. und 12. Mai 2000
1
Computation and estimation in finance and economics
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Econometric reviews
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Econometrics : open access journal
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Essays in honor of Joon Y. Park : econometric theory
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European financial management : the journal of the European Financial Management Association
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Finance a úvěr
1
Forecasting volatility in the financial markets
1
Handbook of financial time series
1
International Journal of Financial Studies : open access journal
1
International economic review
1
International journal of business
1
International journal of forecasting
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ECONIS (ZBW)
36
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1
Estimation, inference, and empirical analysis for time-varying var models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 310-321
Persistent link: https://www.econbiz.de/10014449933
Saved in:
2
The effects of training incidence and planned training duration on labor market transitions
Fitzenberger, Bernd
;
Osikominu, Aderonke
;
Paul, Marie
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014434394
Saved in:
3
Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models
Ai, Chunrong
;
Linton, Oliver
;
Zhang, Zheng
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10013441723
Saved in:
4
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
5
An integrated panel data approach to modelling economic growth
Feng, Guohua
;
Gao, Jiti
;
Peng, Bin
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 379-397
Persistent link: https://www.econbiz.de/10013441803
Saved in:
6
New directions in nonlinear structural estimation : Bayes and Frequentist: editorial
Tauchen, George Eugene
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10013441706
Saved in:
7
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
8
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan
;
Gao, Jiti
;
Gong, Xiaodong
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1784-1802
Persistent link: https://www.econbiz.de/10013540515
Saved in:
9
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
10
Estimation and inference in semiparametric quantile factor models
Ma, Shujie
;
Linton, Oliver
;
Gao, Jiti
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 295-323
Persistent link: https://www.econbiz.de/10012619426
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