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~isPartOf:"Journal of econometrics"
~language:"deu"
~language:"eng"
~language:"ita"
~language:"slk"
~language:"tur"
~language:"zho"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Kapitaleinkommen"
~subject:"Konsumentenverhalten"
~subject:"Supply chain"
~subject:"Theory"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Economic growth
Entwicklungsländer
Kapitaleinkommen
Konsumentenverhalten
Supply chain
Theory
World
Estimation theory
1,600
Schätztheorie
1,600
Theorie
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
465
Schätzung
460
Regression analysis
450
Regressionsanalyse
450
Statistical test
321
Statistischer Test
321
Volatility
320
Volatilität
320
Panel
305
Panel study
305
Forecasting model
278
Prognoseverfahren
278
Stochastic process
218
Stochastischer Prozess
218
USA
218
United States
218
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
Autocorrelation
134
Autokorrelation
134
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All
Undetermined
424
Type of publication
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Article
1,687
Book / Working Paper
32
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Article in journal
Aufsatz in Zeitschrift
Forschungsbericht
Government document
Handbuch
Mehrbändiges Werk
Thesis
Übersichtsarbeit
Collection of articles of several authors
53
Sammelwerk
53
Konferenzschrift
17
Conference proceedings
14
Festschrift
9
Conference paper
5
Konferenzbeitrag
5
Aufsatzsammlung
4
Systematic review
3
Bibliografie enthalten
1
Bibliography included
1
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Phillips, Peter C. B.
37
Koop, Gary
16
Lee, Lung-fei
16
Linton, Oliver
16
Pesaran, M. Hashem
16
Yu, Jun
16
Gouriéroux, Christian
15
Swanson, Norman R.
15
Diebold, Francis X.
14
Aït-Sahalia, Yacine
13
Bollerslev, Tim
13
Ghysels, Eric
13
Taylor, Robert
12
Xiao, Zhijie
12
Chib, Siddhartha
11
Granger, C. W. J.
11
McAleer, Michael
11
Renault, Eric
11
Schmidt, Peter
11
Steel, Mark F. J.
11
Tauchen, George Eugene
11
Timmermann, Allan
11
Todorov, Viktor
11
Corradi, Valentina
10
Dufour, Jean-Marie
10
Hsiao, Cheng
10
Mykland, Per A.
10
Hong, Yongmiao
9
Li, Qi
9
Maasoumi, Esfandiar
9
Magnus, Jan R.
9
Park, Joon Y.
9
Patton, Andrew J.
9
Robinson, Peter M.
9
Tsionas, Efthymios G.
9
Whang, Yoon-jae
9
Andersen, Torben
8
Baltagi, Badi H.
8
Barnett, William A.
8
Breitung, Jörg
8
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Institution
All
(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...
All
Journal of econometrics
Economics letters
5,905
European journal of operational research : EJOR
5,830
International journal of production research
3,381
International journal of production economics
3,049
Journal of economic theory
2,907
Applied economics
2,851
The American economic review
2,710
Journal of business research : JBR
2,664
Economic modelling
2,581
Journal of economic dynamics & control
2,535
Journal of economic behavior & organization : JEBO
2,509
Energy economics
2,480
Computers & operations research : and their applications to problems of world concern ; an international journal
2,453
Journal of banking & finance
2,337
European economic review : EER
2,221
Applied economics letters
2,158
Europäische Hochschulschriften / 5
2,126
Management science : journal of the Institute for Operations Research and the Management Sciences
2,082
Journal of retailing and consumer services
2,038
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
2,012
Games and economic behavior
1,886
Journal of public economics
1,849
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,833
Finance research letters
1,797
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
1,732
Journal of international money and finance
1,665
The economic journal : the journal of the Royal Economic Society
1,634
Journal of international economics
1,606
Journal of monetary economics
1,583
Public choice
1,557
International review of economics & finance : IREF
1,542
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,506
American journal of agricultural economics
1,489
Intereconomics : review of European economic policy
1,487
Technological forecasting & social change : an international journal
1,406
International economic review
1,396
Journal of financial economics
1,381
Journal of development economics
1,345
Journal of macroeconomics
1,340
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ECONIS (ZBW)
1,719
Showing
1
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10
of
1,719
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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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