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~isPartOf:"Journal of consumer research : JCR ; an interdisciplinary bimonthly"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international consumer marketing"
~language:"bul"
~language:"eng"
~language:"hun"
~language:"msa"
~language:"spa"
~subject:"ARCH-Modell"
~subject:"Nonparametric statistics"
~subject:"Schätzung"
~subject:"Theorie"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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ARCH-Modell
Nonparametric statistics
Schätzung
Theorie
Theory
1,640
Estimation theory
1,601
Schätztheorie
1,601
Consumer behaviour
910
Konsumentenverhalten
910
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
USA
486
United States
486
Estimation
468
Regression analysis
451
Regressionsanalyse
451
Statistical test
321
Statistischer Test
321
Volatility
320
Volatilität
320
Panel
305
Panel study
305
Forecasting model
280
Prognoseverfahren
280
Stochastic process
218
Stochastischer Prozess
218
Method of moments
204
Momentenmethode
203
Bootstrap approach
179
Bootstrap-Verfahren
179
Bayes-Statistik
174
Bayesian inference
174
Statistical distribution
165
Statistische Verteilung
165
Cointegration
162
Kointegration
161
ARCH model
146
Capital income
137
Kapitaleinkommen
137
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All
Undetermined
738
Type of publication
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Article
2,284
Book / Working Paper
35
Type of publication (narrower categories)
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Amtsdruckschrift
Article in journal
Bibliografie
Bibliographie enthalten
Conference paper
Konferenzbeitrag
Ratgeber
Aufsatz in Zeitschrift
2,319
Collection of articles of several authors
54
Sammelwerk
54
Konferenzschrift
18
Conference proceedings
14
Festschrift
10
Aufsatzsammlung
4
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
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Language
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Bulgarian
English
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Malay (macrolanguage)
Spanish
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Phillips, Peter C. B.
44
Linton, Oliver
33
Li, Qi
21
Chen, Xiaohong
19
Koop, Gary
19
Gouriéroux, Christian
18
Lee, Lung-fei
18
Su, Liangjun
18
Xiao, Zhijie
18
Gao, Jiti
17
Ghysels, Eric
17
Hsiao, Cheng
17
Robinson, Peter M.
17
White, Halbert
17
Bollerslev, Tim
16
Lewbel, Arthur
16
Todorov, Viktor
16
Yu, Jun
16
Park, Joon Y.
15
Pesaran, M. Hashem
15
Swanson, Norman R.
15
Tauchen, George Eugene
15
Aït-Sahalia, Yacine
14
McAleer, Michael
14
Simar, Léopold
14
Diebold, Francis X.
13
Francq, Christian
13
Horowitz, Joel
13
Schmidt, Peter
13
Baltagi, Badi H.
12
Cai, Zongwu
12
Chen, Songnian
12
Chib, Siddhartha
12
Corradi, Valentina
12
Florens, Jean-Pierre
12
Zakoïan, Jean-Michel
12
Fan, Yanqin
11
Granger, C. W. J.
11
Hong, Yongmiao
11
Maasoumi, Esfandiar
11
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(EC)2 Conference <1, 1990; 2, 1991>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of consumer research : JCR ; an interdisciplinary bimonthly
Journal of econometrics
Journal of international consumer marketing
Economics letters
5,754
European journal of operational research : EJOR
4,829
Applied economics
3,013
Journal of economic theory
2,865
Journal of economic dynamics & control
2,508
The American economic review
2,470
Economic modelling
2,362
Journal of economic behavior & organization : JEBO
2,362
Computers & operations research : and their applications to problems of world concern ; an international journal
2,336
Applied economics letters
2,110
European economic review : EER
2,072
International journal of production research
1,893
Journal of public economics
1,865
Games and economic behavior
1,856
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,817
Journal of banking & finance
1,762
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,534
Energy economics
1,530
Management science : journal of the Institute for Operations Research and the Management Sciences
1,524
Journal of monetary economics
1,481
The economic journal : the journal of the Royal Economic Society
1,481
Public choice
1,383
Journal of international economics
1,378
International economic review
1,364
Social choice and welfare
1,305
International journal of production economics
1,270
Journal of macroeconomics
1,264
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,235
International review of economics & finance : IREF
1,230
Journal of international money and finance
1,228
American journal of agricultural economics
1,216
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1,195
International journal of industrial organization
1,177
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1,134
Journal of mathematical economics
1,126
The Canadian journal of economics
1,112
Journal of political economy
1,086
The review of economic studies
1,072
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
1,068
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Source
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ECONIS (ZBW)
2,319
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1
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1
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:
2
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:
3
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:
4
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:
5
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
6
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
7
Canonical correlation-based model selection for the multilevel factors
Choi, In
;
Lin, Rui
;
Shin, Yongcheol
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
Saved in:
8
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:
9
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
10
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
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