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~isPartOf:"Journal of econometrics"
~isPartOf:"Research in economics : an international review of economics"
~language:"eng"
~subject:"Germany"
~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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Germany
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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Undetermined
694
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Article
2,312
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37
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Amtsdruckschrift
Article in journal
Aufsatz in Zeitschriften
Rezension
Aufsatz in Zeitschrift
2,349
Collection of articles of several authors
57
Sammelwerk
57
Konferenzschrift
16
Conference proceedings
13
Festschrift
12
Conference paper
7
Konferenzbeitrag
7
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5
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5
Übersichtsarbeit
5
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1
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1
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English
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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
Diebold, Francis X.
14
Park, Joon Y.
14
Aït-Sahalia, Yacine
13
Bollerslev, Tim
13
Leybourne, Stephen James
13
Renault, Eric
13
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
5,624
European journal of operational research : EJOR
4,942
Journal of economic theory
2,869
Journal of economic dynamics & control
2,536
The American economic review
2,477
Journal of economic behavior & organization : JEBO
2,373
Computers & operations research : and their applications to problems of world concern ; an international journal
2,334
Applied economics
2,285
Economic modelling
2,171
European economic review : EER
2,151
International journal of production research
1,985
The economic journal : the journal of the Royal Economic Society
1,911
Journal of public economics
1,868
Games and economic behavior
1,865
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,811
Applied economics letters
1,624
Journal of banking & finance
1,611
Energy economics
1,599
Management science : journal of the Institute for Operations Research and the Management Sciences
1,510
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,498
Journal of monetary economics
1,484
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,445
Public choice
1,429
Journal of international economics
1,390
International economic review
1,374
International journal of production economics
1,346
Social choice and welfare
1,321
Journal of macroeconomics
1,281
American journal of agricultural economics
1,251
International journal of industrial organization
1,215
Journal of international money and finance
1,197
International journal of forecasting
1,137
Journal of mathematical economics
1,130
The Canadian journal of economics
1,125
Southern economic journal
1,120
Journal of economics
1,099
Journal of political economy
1,084
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
1,075
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1,067
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ECONIS (ZBW)
2,349
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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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