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~isPartOf:"Journal of econometrics"
~language:"afr"
~language:"ces"
~language:"eng"
~language:"kaz"
~language:"lit"
~language:"nor"
~language:"rus"
~language:"und"
~subject:"China"
~subject:"Deutschland"
~subject:"EU-Staaten"
~subject:"Firm performance"
~subject:"Indien"
~subject:"Kapitaleinkommen"
~subject:"Theory"
~subject:"United States"
~subject:"Wirkungsanalyse"
~subject:"Wirtschaftswachstum"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
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China
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Firm performance
Indien
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Theory
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Wirkungsanalyse
Wirtschaftswachstum
Estimation theory
1,601
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1,588
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665
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665
Nichtparametrisches Verfahren
542
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542
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464
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459
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450
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321
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165
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137
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1,852
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Phillips, Peter C. B.
36
Pesaran, M. Hashem
17
Bollerslev, Tim
16
Koop, Gary
16
Lee, Lung-fei
16
Linton, Oliver
16
Yu, Jun
16
Ghysels, Eric
15
Gouriéroux, Christian
15
Swanson, Norman R.
15
Diebold, Francis X.
14
Aït-Sahalia, Yacine
13
McAleer, Michael
13
Renault, Eric
12
Schmidt, Peter
12
Slottje, Daniel Jonathan
12
Taylor, Robert
12
Timmermann, Allan
12
Xiao, Zhijie
12
Chib, Siddhartha
11
Corradi, Valentina
11
Dufour, Jean-Marie
11
Granger, C. W. J.
11
Hsiao, Cheng
11
Park, Joon Y.
11
Steel, Mark F. J.
11
Tauchen, George Eugene
11
Todorov, Viktor
11
Baltagi, Badi H.
10
Lewbel, Arthur
10
Li, Qi
10
Mykland, Per A.
10
Sickles, Robin C.
10
Hong, Yongmiao
9
Kumbhakar, Subal
9
Magnus, Jan R.
9
Patton, Andrew J.
9
Robinson, Peter M.
9
Tsionas, Efthymios G.
9
Whang, Yoon-jae
9
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(EC)2 Conference <1, 1990; 2, 1991>
1
Conference on Realized Volatility <2006, Montréal>
1
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
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
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Journal of econometrics
Economics letters
6,655
European journal of operational research : EJOR
5,090
Applied economics
4,523
The American economic review
4,321
Economic modelling
3,220
Journal of banking & finance
3,056
Energy economics
2,934
Applied economics letters
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Journal of economic theory
2,887
Journal of economic behavior & organization : JEBO
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Journal of economic dynamics & control
2,643
European economic review : EER
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Computers & operations research : and their applications to problems of world concern ; an international journal
2,417
Intereconomics : review of European economic policy
2,405
American journal of agricultural economics
2,346
Journal of public economics
2,322
International journal of production research
2,223
The review of financial studies
2,096
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
2,069
Finance research letters
2,038
The journal of finance : the journal of the American Finance Association
2,025
The review of economics and statistics
2,002
Journal of financial economics
1,993
International review of economics & finance : IREF
1,972
Management science : journal of the Institute for Operations Research and the Management Sciences
1,918
Public choice
1,902
Games and economic behavior
1,881
Journal of monetary economics
1,874
The economic journal : the journal of the Royal Economic Society
1,843
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,828
Technological forecasting & social change : an international journal
1,746
Journal of international money and finance
1,745
International journal of production economics
1,738
Journal of business research : JBR
1,711
China economic review : an international journal
1,694
Journal of international economics
1,646
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
1,642
Journal of macroeconomics
1,621
Southern economic journal
1,605
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ECONIS (ZBW)
1,852
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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
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:
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 analysis of mutual fund performance
Huang, Haitao
;
Jiang, Lei
;
Leng, Xuan
;
Peng, Liang
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 239-255
Persistent link: https://www.econbiz.de/10014434393
Saved in:
6
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:
7
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:
8
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:
9
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:
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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