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~isPartOf:"Journal of econometrics"
~isPartOf:"Oxford bulletin of economics and statistics"
~language:"eng"
~language:"mul"
~language:"spa"
~language:"vie"
~subject:"Estimation theory"
~subject:"Forecasting model"
~type_genre:"Article in journal"
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Estimation theory
Forecasting model
Theorie
1,985
Theory
1,985
Schätztheorie
1,788
Zeitreihenanalyse
766
Time series analysis
765
Estimation
643
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638
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555
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555
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491
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491
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363
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363
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361
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361
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351
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344
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Phillips, Peter C. B.
37
Linton, Oliver
25
Lee, Lung-fei
21
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19
Su, Liangjun
19
Robinson, Peter M.
18
Li, Qi
17
Pesaran, M. Hashem
16
Taylor, Robert
16
Timmermann, Allan
15
Cai, Zongwu
14
Chen, Xiaohong
14
Hsiao, Cheng
14
Marcellino, Massimiliano
14
Swanson, Norman R.
14
Gao, Jiti
13
Fan, Yanqin
12
Ghysels, Eric
12
Andrews, Donald W. K.
11
Baltagi, Badi H.
11
Chib, Siddhartha
11
Diebold, Francis X.
11
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11
Gouriéroux, Christian
11
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11
Park, Joon Y.
11
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11
Sun, Yixiao
11
Todorov, Viktor
11
White, Halbert
11
Andersen, Torben
10
Aït-Sahalia, Yacine
10
Bollerslev, Tim
10
Elliott, Graham
10
Francq, Christian
10
Hong, Han
10
Leybourne, Stephen James
10
Newey, Whitney K.
10
Schmidt, Peter
10
Clark, Todd E.
9
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International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
National Bureau of Economic Research
1
National Science Foundation
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of econometrics
Oxford bulletin of economics and statistics
International journal of forecasting
1,625
Economics letters
1,141
Journal of forecasting
932
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
768
Econometric theory
735
Econometric reviews
501
Applied economics
450
European journal of operational research : EJOR
423
Applied economics letters
417
Economic modelling
372
Journal of applied econometrics
368
Finance research letters
358
Journal of the American Statistical Association : JASA
357
Technological forecasting & social change : an international journal
341
Energy economics
338
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
326
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
326
The econometrics journal
287
Journal of banking & finance
265
Computational economics
263
Journal of empirical finance
241
International review of financial analysis
236
Insurance / Mathematics & economics
197
The review of economics and statistics
197
Management science : journal of the Institute for Operations Research and the Management Sciences
193
Econometrics : open access journal
192
Journal of quantitative economics : official journal of the Indian Econometric Society
175
Journal of economic dynamics & control
169
Journal of risk and financial management : JRFM
169
The North American journal of economics and finance : a journal of financial economics studies
167
International review of economics & finance : IREF
166
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
164
Risks : open access journal
162
International journal of production research
160
International journal of production economics
138
Journal of financial economics
138
Applied financial economics
134
Journal of international money and finance
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ECONIS (ZBW)
2,045
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1
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10
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2,045
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1
Interpretable machine learning using partial linear models
Flachaire, Emmanuel
;
Hué, Sullivan
;
Laurent, Sébastien
; …
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
3
,
pp. 519-540
Persistent link: https://www.econbiz.de/10014543478
Saved in:
2
A non-parametric estimation of productivity with idiosyncratic and aggregate shocks : the role of research and development (R&D) and corporate tax
Bournakis, Ioannis
;
Tsionas, Efthymios G.
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
3
,
pp. 641-671
Persistent link: https://www.econbiz.de/10014543500
Saved in:
3
Solving the forecast combination puzzle using double shrinkages
Liu, Li
;
Hao, Xianfeng
;
Wang, Yudong
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
3
,
pp. 714-741
Persistent link: https://www.econbiz.de/10014543511
Saved in:
4
Value-at-risk under measurement error
Doukali, Mohamed
;
Song, Xiaojun
;
Taamouti, Abderrahim
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
3
,
pp. 690-713
Persistent link: https://www.econbiz.de/10014543504
Saved in:
5
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:
6
Are fiscal multipliers estimated with proxy-SVARs robust?
Angelini, Giovanni
;
Caggiano, Giovanni
;
Castelnuovo, Efrem
- In:
Oxford bulletin of economics and statistics
85
(
2023
)
1
,
pp. 95-122
Persistent link: https://www.econbiz.de/10014304351
Saved in:
7
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:
8
Asymptotic properties of Bayesian inference in linear regression with a structural break
Shimizu, Kenichi
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 202-219
Persistent link: https://www.econbiz.de/10014434390
Saved in:
9
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
Saved in:
10
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
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