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~isPartOf:"Journal of econometrics"
~isPartOf:"Research in economics : an international review of economics"
~language:"eng"
~language:"fin"
~subject:"Globalisierung"
~subject:"Impact assessment"
~subject:"Theory"
~subject:"Wirkungsanalyse"
~subject:"Zeitreihenanalyse"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschriften"
~type_genre:"Rezension"
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Globalisierung
Impact assessment
Theory
Wirkungsanalyse
Zeitreihenanalyse
Theorie
1,944
Estimation theory
1,608
Schätztheorie
1,608
Time series analysis
670
Nichtparametrisches Verfahren
545
Nonparametric statistics
545
Estimation
515
Schätzung
510
Regression analysis
452
Regressionsanalyse
452
Volatility
329
Volatilität
329
Statistical test
323
Statistischer Test
323
Panel
317
Panel study
317
Forecasting model
283
Prognoseverfahren
283
USA
247
United States
247
Stochastic process
220
Stochastischer Prozess
220
Method of moments
206
Momentenmethode
205
Bayes-Statistik
179
Bayesian inference
179
Bootstrap approach
179
Bootstrap-Verfahren
179
Cointegration
168
Kointegration
167
Statistical distribution
165
Statistische Verteilung
165
ARCH model
147
ARCH-Modell
147
Capital income
140
Kapitaleinkommen
140
Autocorrelation
135
Autokorrelation
135
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All
Undetermined
687
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Article
2,295
Book / Working Paper
37
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Amtsdruckschrift
Article in journal
Aufsatz in Zeitschriften
Rezension
Aufsatz in Zeitschrift
2,332
Collection of articles of several authors
57
Sammelwerk
57
Konferenzschrift
16
Conference proceedings
13
Festschrift
12
Conference paper
7
Konferenzbeitrag
7
Aufsatzsammlung
5
Systematic review
5
Übersichtsarbeit
5
Bibliografie enthalten
1
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1
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Phillips, Peter C. B.
48
Linton, Oliver
23
Taylor, Robert
23
Koop, Gary
18
Gouriéroux, Christian
17
Pesaran, M. Hashem
17
Ghysels, Eric
16
Lee, Lung-fei
16
Robinson, Peter M.
16
Swanson, Norman R.
16
Yu, Jun
16
Xiao, Zhijie
15
Park, Joon Y.
14
Aït-Sahalia, Yacine
13
Diebold, Francis X.
13
Leybourne, Stephen James
13
Renault, Eric
13
Bollerslev, Tim
12
Chen, Xiaohong
12
Dufour, Jean-Marie
12
Gao, Jiti
12
Hsiao, Cheng
12
Li, Qi
12
McAleer, Michael
12
Schmidt, Peter
12
Tauchen, George Eugene
12
Timmermann, Allan
12
Baltagi, Badi H.
11
Chib, Siddhartha
11
Corradi, Valentina
11
Granger, C. W. J.
11
Hong, Yongmiao
11
Patton, Andrew J.
11
Steel, Mark F. J.
11
Todorov, Viktor
11
White, Halbert
11
Elliott, Graham
10
Hallin, Marc
10
Hidalgo, Javier
10
Koopman, Siem Jan
10
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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...
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Journal of econometrics
Research in economics : an international review of economics
Economics letters
5,509
European journal of operational research : EJOR
4,924
Journal of economic theory
2,868
Journal of economic dynamics & control
2,526
The American economic review
2,446
Computers & operations research : and their applications to problems of world concern ; an international journal
2,332
Journal of economic behavior & organization : JEBO
2,286
Economic modelling
2,113
Applied economics
2,054
European economic review : EER
2,049
International journal of production research
1,974
Games and economic behavior
1,864
The economic journal : the journal of the Royal Economic Society
1,849
Journal of public economics
1,842
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,811
Journal of banking & finance
1,543
Applied economics letters
1,501
Management science : journal of the Institute for Operations Research and the Management Sciences
1,499
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,497
Energy economics
1,489
Journal of monetary economics
1,460
Public choice
1,392
International economic review
1,368
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,359
Journal of international economics
1,355
International journal of production economics
1,324
Social choice and welfare
1,312
Journal of macroeconomics
1,250
American journal of agricultural economics
1,244
International journal of industrial organization
1,186
Journal of mathematical economics
1,130
Journal of international money and finance
1,123
International journal of forecasting
1,112
The Canadian journal of economics
1,111
Southern economic journal
1,101
Journal of economics
1,086
Journal of political economy
1,074
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
1,067
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1,048
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ECONIS (ZBW)
2,332
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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
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:
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
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:
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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