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~isPartOf:"Journal of econometrics"
~language:"ara"
~language:"bos"
~language:"eng"
~language:"ron"
~subject:"Estimation"
~subject:"Haftung"
~subject:"Inflation"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"Welt"
~subject:"Ölpreis"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference paper"
~type_genre:"Glossar enthalten"
~type_genre:"Multi-volume publication"
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Estimation
Haftung
Inflation
Prognoseverfahren
Theory
Time series analysis
Welt
Ölpreis
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,588
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Schätzung
459
Regression analysis
450
Regressionsanalyse
450
Statistical test
321
Statistischer Test
321
Volatility
320
Volatilität
320
Panel
305
Panel study
305
Forecasting model
278
USA
218
United States
218
Stochastic process
217
Stochastischer Prozess
217
Method of moments
204
Momentenmethode
203
Bootstrap approach
179
Bootstrap-Verfahren
179
Bayes-Statistik
173
Bayesian inference
173
Statistical distribution
165
Statistische Verteilung
165
Cointegration
162
Kointegration
161
ARCH model
146
ARCH-Modell
146
Capital income
137
Kapitaleinkommen
137
Autocorrelation
134
Autokorrelation
134
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Undetermined
729
Type of publication
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Article
2,238
Book / Working Paper
39
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Article in journal
Aufsatz im Buch
Conference paper
Glossar enthalten
Multi-volume publication
Aufsatz in Zeitschrift
2,277
Collection of articles of several authors
59
Sammelwerk
59
Konferenzschrift
18
Konferenzbeitrag
17
Conference proceedings
14
Festschrift
11
Aufsatzsammlung
6
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
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1
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Arabic
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Phillips, Peter C. B.
51
Linton, Oliver
31
Taylor, Robert
27
Ghysels, Eric
21
Timmermann, Allan
20
Gouriéroux, Christian
19
Pesaran, M. Hashem
19
Koop, Gary
18
Lee, Lung-fei
18
Swanson, Norman R.
18
Bollerslev, Tim
17
Park, Joon Y.
17
Xiao, Zhijie
17
Diebold, Francis X.
16
Gao, Jiti
16
Robinson, Peter M.
16
Tauchen, George Eugene
16
Todorov, Viktor
16
Yu, Jun
16
Aït-Sahalia, Yacine
15
Hsiao, Cheng
15
Leybourne, Stephen James
14
White, Halbert
14
Baltagi, Badi H.
13
Chen, Xiaohong
13
Corradi, Valentina
13
Hong, Yongmiao
13
Li, Qi
13
McAleer, Michael
13
Renault, Eric
13
Schmidt, Peter
13
Dufour, Jean-Marie
12
Elliott, Graham
12
Granger, C. W. J.
12
Patton, Andrew J.
12
Andersen, Torben
11
Chib, Siddhartha
11
Dijk, Herman K. van
11
Koopman, Siem Jan
11
Maasoumi, Esfandiar
11
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(EC)2 Conference <1, 1990; 2, 1991>
1
Conference on Realized Volatility <2006, Montréal>
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
Economics letters
6,248
European journal of operational research : EJOR
4,975
Applied economics
3,741
Journal of economic theory
2,885
Economic modelling
2,857
The American economic review
2,730
Energy economics
2,684
Applied economics letters
2,655
Journal of economic dynamics & control
2,620
Journal of economic behavior & organization : JEBO
2,490
Computers & operations research : and their applications to problems of world concern ; an international journal
2,356
European economic review : EER
2,284
Journal of banking & finance
2,260
International journal of production research
1,992
Journal of public economics
1,928
Games and economic behavior
1,865
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,828
International journal of forecasting
1,791
Journal of international money and finance
1,774
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,738
Journal of monetary economics
1,668
Management science : journal of the Institute for Operations Research and the Management Sciences
1,653
Journal of international economics
1,652
The economic journal : the journal of the Royal Economic Society
1,652
Public choice
1,556
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,537
International review of economics & finance : IREF
1,513
Finance research letters
1,512
Journal of macroeconomics
1,481
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1,399
International economic review
1,398
International journal of production economics
1,391
American journal of agricultural economics
1,374
Social choice and welfare
1,313
Journal of financial economics
1,248
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1,218
Journal of money, credit and banking : JMCB
1,217
Technological forecasting & social change : an international journal
1,211
International journal of industrial organization
1,207
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ECONIS (ZBW)
2,277
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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
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
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:
4
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:
5
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:
6
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
7
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:
8
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:
9
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:
10
Comparing forecasting performance in cross-sections
Qu, Ritong
;
Timmermann, Allan
;
Zhu, Yinchu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471796
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