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~isPartOf:"Journal of econometrics"
~isPartOf:"The economic journal : the journal of the Royal Economic Society"
~language:"eng"
~language:"pol"
~language:"ukr"
~subject:"Time series analysis"
~type:"article"
~type:"database"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
~type_genre:"Lehrbuch"
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Time series analysis
Theorie
2,913
Theory
2,913
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1,618
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1,618
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681
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655
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650
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Phillips, Peter C. B.
24
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19
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12
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10
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10
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10
Leybourne, Stephen James
10
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9
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9
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8
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8
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8
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7
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7
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7
Li, Jia
7
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7
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7
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6
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6
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6
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6
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6
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6
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6
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6
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6
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5
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5
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5
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5
Fan, Jianqing
5
Fan, Yanqin
5
Forni, Mario
5
Gouriéroux, Christian
5
Hendry, David F.
5
Johansen, Søren
5
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Journal of econometrics
The economic journal : the journal of the Royal Economic Society
International journal of forecasting
550
Economics letters
439
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
390
Journal of forecasting
331
Applied economics
319
Econometric theory
312
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265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
224
Applied economics letters
216
Econometric reviews
208
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
202
Energy economics
198
Journal of applied econometrics
147
Computational economics
125
Journal of economic dynamics & control
109
Econometrics : open access journal
106
Journal of empirical finance
104
Journal of macroeconomics
99
Oxford bulletin of economics and statistics
99
The econometrics journal
93
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
International review of economics & finance : IREF
84
Finance research letters
83
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
The North American journal of economics and finance : a journal of financial economics studies
76
Journal of risk and financial management : JRFM
73
Journal of time series econometrics
72
Journal of banking & finance
69
Journal of international money and finance
68
International review of financial analysis
67
Journal of the American Statistical Association : JASA
67
The empirical economics letters : a monthly international journal of economics
67
The review of economics and statistics
67
European journal of operational research : EJOR
64
Macroeconomic dynamics
62
International journal of economics and financial issues : IJEFI
55
Journal of financial econometrics : official journal of the Society for Financial Econometrics
55
Journal of money, credit and banking : JMCB
53
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ECONIS (ZBW)
681
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1
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681
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
8
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
9
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
Saved in:
10
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
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