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Estimation theory
1,601
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1,588
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1,588
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665
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665
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542
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Phillips, Peter C. B.
66
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35
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32
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30
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29
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29
Su, Liangjun
28
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27
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26
Park, Joon Y.
26
Gao, Jiti
25
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24
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24
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23
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23
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23
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22
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22
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21
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19
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18
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18
Diebold, Francis X.
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Horowitz, Joel
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17
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(EC)2 Conference <1, 1990; 2, 1991>
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Conference on Realized Volatility <2006, Montréal>
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Econometrisch Instituut <Rotterdam>
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International Symposium on Financial Engineering and Risk Management <2018, Schanghai>
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National Science Foundation
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Pi-Day Econometrics Conference <2019, Boston, Mass.>
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Sir Clive Granger Memorial Conference <2010, Nottingham>
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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Journal of econometrics
Economics letters
11,517
European journal of operational research : EJOR
10,399
Applied economics
9,666
Journal of business research : JBR
8,366
International journal of production research
6,522
The American economic review
6,420
Energy economics
6,321
Applied economics letters
6,303
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
5,955
Technological forecasting & social change : an international journal
5,930
Journal of economic behavior & organization : JEBO
5,804
Journal of banking & finance
5,676
Economic modelling
5,534
Intereconomics : review of European economic policy
5,394
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
5,264
International journal of production economics
4,984
Management science : journal of the Institute for Operations Research and the Management Sciences
4,940
Finance research letters
4,874
Journal of business ethics : JOBE
4,605
European economic review : EER
4,066
Computers & operations research : and their applications to problems of world concern ; an international journal
4,035
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3,917
Journal of economic theory
3,862
American journal of agricultural economics
3,841
Journal of public economics
3,736
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3,573
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3,484
International review of economics & finance : IREF
3,442
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Public choice
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3,023
International review of financial analysis
3,022
International Journal of Energy Economics and Policy : IJEEP
2,986
Journal of international money and finance
2,986
The review of economics and statistics
2,950
Journal of retailing and consumer services
2,929
Tourism management : research, policies, practice
2,785
Industrial marketing management : the international journal for industrial and high-tech firms
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ECONIS (ZBW)
3,890
Showing
1
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10
of
3,890
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date (newest first)
date (oldest first)
1
Adaptive robust large volatility matrix estimation based on high-frequency financial data
Shin, Minseok
;
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471480
Saved in:
2
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:
3
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:
4
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:
5
Asymptotic properties of Bayesian inference in linear regression with a structural break
Shimizu, Kenichi
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 202-219
Persistent link: https://www.econbiz.de/10014434390
Saved in:
6
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:
7
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:
8
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:
9
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
10
Binary response models for heterogeneous panel data with interactive fixed effects
Gao, Jiti
;
Liu, Fei
;
Peng, Bin
;
Yan, Yayi
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1654-1679
Persistent link: https://www.econbiz.de/10014471421
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