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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~person:"Chiang, Thomas C."
~person:"Fitzenberger, Bernd"
~person:"Gao, Jiti"
~person:"Patton, Andrew J."
~person:"Renault, Eric"
~person:"Tauchen, George Eugene"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Theorie
32
Theory
32
Estimation theory
31
Schätztheorie
31
Volatility
29
Volatilität
29
Time series analysis
22
Zeitreihenanalyse
22
Estimation
20
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20
Nichtparametrisches Verfahren
14
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14
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12
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12
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Article in journal
Aufsatz im Buch
Book section
Collection of articles of several authors
Übersichtsarbeit
Aufsatz in Zeitschrift
87
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4
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English
87
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Chiang, Thomas C.
Fitzenberger, Bernd
Gao, Jiti
Patton, Andrew J.
Renault, Eric
Tauchen, George Eugene
Phillips, Peter C. B.
66
Linton, Oliver
45
Stulz, René M.
37
Lee, Lung-fei
35
Ghysels, Eric
33
Taylor, Robert
32
Li, Qi
30
Aït-Sahalia, Yacine
29
Robinson, Peter M.
29
Bollerslev, Tim
28
Su, Liangjun
28
Timmermann, Allan
28
Park, Joon Y.
27
Pesaran, M. Hashem
27
Hsiao, Cheng
26
White, Halbert
25
Gouriéroux, Christian
24
Todorov, Viktor
24
Chen, Songnian
23
Chen, Xiaohong
23
Koop, Gary
23
Swanson, Norman R.
23
Yu, Jun
23
Harvey, Campbell R.
22
Schmidt, Peter
22
McAleer, Michael
21
Xiao, Zhijie
21
Baltagi, Badi H.
20
Dufour, Jean-Marie
20
Lewbel, Arthur
20
Bai, Jushan
19
Shleifer, Andrei
19
Andrews, Donald W. K.
18
Corradi, Valentina
18
Diebold, Francis X.
18
Hausman, Jerry A.
18
Horowitz, Joel
18
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International Conference on Econometrics <2016, Melbourne>
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Journal of econometrics
Journal of financial economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
Econometric theory
19
Econometric reviews
14
Journal for labour market research
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Jahrbücher für Nationalökonomie und Statistik
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of financial econometrics
7
International review of economics & finance : IREF
6
Labour economics : official journal of the European Association of Labour Economists
6
The econometrics journal
6
The review of financial studies
6
Economics letters
5
Global finance journal
5
Journal of international financial markets, institutions & money
5
Review of quantitative finance and accounting
5
Cambridge working papers in economics
4
German economic review
4
Journal of economics & business
4
Journal of risk and financial management : JRFM
4
Scottish journal of political economy : the journal of the Scottish Economic Society
4
Econometrics : open access journal
3
Finance research letters
3
Handbook of financial time series
3
Journal of applied econometrics
3
Journal of banking & finance
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Journal of empirical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Mitteilungen aus der Arbeitsmarkt- und Berufsforschung
3
Quantitative economics : QE ; journal of the Econometric Society
3
Review of Pacific Basin financial markets and policies
3
The North American journal of economics and finance : a journal of financial economics studies
3
The review of economics and statistics
3
Advances in Pacific Basin business, economics, and finance
2
Advances in economics and econometrics: theory and applications ; Vol. 3
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
Annales d'économie et de statistique
2
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ECONIS (ZBW)
87
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87
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1
Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
Saved in:
2
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
3
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:
4
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
Saved in:
5
Most powerful test against a sequence of high dimensional local alternatives
He, Yi
;
Jaidee, Sombut
;
Gao, Jiti
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 151-177
Persistent link: https://www.econbiz.de/10014364694
Saved in:
6
Approximate maximum likelihood for complex structural models
Czellar, Veronika
;
Frazier, David T.
;
Renault, Eric
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 432-456
Persistent link: https://www.econbiz.de/10013464861
Saved in:
7
Editorial for special issue in honor of Francis X. Diebold
Inoue, Atsushi
;
Kilian, Lutz
;
Patton, Andrew J.
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 327-328
Persistent link: https://www.econbiz.de/10013464782
Saved in:
8
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:
9
Global temperatures and greenhouse gases : a common features approach
Li, Chen
;
Gao, Jiti
;
Vahid, Farshid
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 240-254
Persistent link: https://www.econbiz.de/10013463801
Saved in:
10
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
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