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Theorie
1,979
Theory
1,979
Estimation theory
375
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375
Time series analysis
345
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345
Estimation
236
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236
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184
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184
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179
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Phillips, Peter C. B.
36
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Yu, Jun
16
Gouriéroux, Christian
15
Linton, Oliver
15
Ghysels, Eric
14
Pesaran, M. Hashem
14
Diebold, Francis X.
12
Granger, C. W. J.
12
McAleer, Michael
12
Schmidt, Peter
12
Aït-Sahalia, Yacine
11
Chib, Siddhartha
11
Renault, Eric
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Corradi, Valentina
10
Dunis, Christian
10
Hsiao, Cheng
10
Timmermann, Allan
10
Whang, Yoon-jae
10
Dufour, Jean-Marie
9
Hong, Yongmiao
9
Li, Qi
9
Lütkepohl, Helmut
9
Robinson, Peter M.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Baltagi, Badi H.
8
Barnett, William A.
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Maasoumi, Esfandiar
8
Magnus, Jan R.
8
Ng, Serena
8
Park, Joon Y.
8
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(EC)2 Conference <1, 1990; 2, 1991>
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National Bureau of Economic Research
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National Science Foundation
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of econometrics
The European journal of finance
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6,816
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6,486
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6,245
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5,239
European journal of operational research : EJOR
4,986
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4,475
CESifo working papers
3,580
Journal of economic theory
2,893
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2,752
Journal of economic dynamics & control
2,428
The American economic review
2,357
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2,346
Computers & operations research : and their applications to problems of world concern ; an international journal
2,336
Journal of economic behavior & organization : JEBO
2,211
Discussion paper series / IZA
2,189
Europäische Hochschulschriften / 5
2,105
International journal of production research
1,930
European economic review : EER
1,920
Games and economic behavior
1,863
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,812
The economic journal : the journal of the Royal Economic Society
1,789
Discussion paper
1,768
Journal of public economics
1,742
SpringerLink / Bücher
1,719
Economic modelling
1,669
Discussion paper / Center for Economic Research, Tilburg University
1,654
CESifo Working Paper Series
1,575
Applied economics
1,517
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,512
IZA Discussion Paper
1,485
Management science : journal of the Institute for Operations Research and the Management Sciences
1,471
Journal of monetary economics
1,401
Public choice
1,390
Journal of banking & finance
1,384
International economic review
1,370
Social choice and welfare
1,317
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1,286
International journal of production economics
1,282
Journal of international economics
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ECONIS (ZBW)
1,979
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51
Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
Chen, Song Xi
;
Guo, Bin
;
Qiu, Yumou
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1337-1354
Persistent link: https://www.econbiz.de/10014471380
Saved in:
52
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
53
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:
54
Identifying causal effects in experiments with spillovers and non-compliance
DiTraglia, Francis J.
;
García Jimeno, Camilo
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1589-1624
Persistent link: https://www.econbiz.de/10014471417
Saved in:
55
Uniform inference for value functions
Firpo, Sérgio Pinheiro
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1680-1699
Persistent link: https://www.econbiz.de/10014471422
Saved in:
56
Spatial autoregressions with an extended parameter space and similarity-based weights
Rossi, Francesca
;
Lieberman, Offer
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1770-1798
Persistent link: https://www.econbiz.de/10014471427
Saved in:
57
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:
58
Large volatility matrix analysis using global and national factor models
Choi, Sung Hoon
;
Kim, Donggyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1917-1933
Persistent link: https://www.econbiz.de/10014471436
Saved in:
59
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
Saved in:
60
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
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