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~isPartOf:"Journal of econometrics"
~language:"ell"
~language:"eng"
~language:"est"
~language:"zho"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Geschichte 1997-"
~subject:"Government finance statistics"
~subject:"Theory"
~subject:"United Kingdom"
~subject:"Wirtschaftslage"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Handbuch"
~type_genre:"Statistik"
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EU countries
Economic growth
Entwicklungsländer
Geschichte 1997-
Government finance statistics
Theory
United Kingdom
Wirtschaftslage
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Estimation
464
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
Prognoseverfahren
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
353
Type of publication
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Article
1,597
Book / Working Paper
31
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
Handbuch
Statistik
Collection of articles of several authors
51
Sammelwerk
51
Konferenzschrift
16
Conference proceedings
13
Festschrift
9
Conference paper
5
Konferenzbeitrag
5
Aufsatzsammlung
4
Systematic review
3
Übersichtsarbeit
3
Bibliografie enthalten
1
Bibliography included
1
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Modern Greek (1453-)
English
Estonian
Chinese
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Phillips, Peter C. B.
36
Koop, Gary
16
Lee, Lung-fei
16
Yu, Jun
16
Gouriéroux, Christian
15
Linton, Oliver
15
Pesaran, M. Hashem
15
Swanson, Norman R.
15
Diebold, Francis X.
13
Ghysels, Eric
13
Aït-Sahalia, Yacine
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
Corradi, Valentina
10
Hsiao, Cheng
10
Timmermann, Allan
10
Dufour, Jean-Marie
9
Hong, Yongmiao
9
Li, Qi
9
Magnus, Jan R.
9
Park, Joon Y.
9
Robinson, Peter M.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Whang, Yoon-jae
9
Baltagi, Badi H.
8
Barnett, William A.
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Lütkepohl, Helmut
8
Maasoumi, Esfandiar
8
Ng, Serena
8
Teräsvirta, Timo
8
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(EC)2 Conference <1, 1990; 2, 1991>
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
5,717
European journal of operational research : EJOR
4,931
Journal of economic theory
2,874
Applied economics
2,830
The American economic review
2,541
Journal of economic dynamics & control
2,484
Economic modelling
2,435
European economic review : EER
2,355
Computers & operations research : and their applications to problems of world concern ; an international journal
2,339
Journal of economic behavior & organization : JEBO
2,338
Intereconomics : review of European economic policy
2,322
International journal of production research
1,963
The economic journal : the journal of the Royal Economic Society
1,896
Games and economic behavior
1,866
Journal of public economics
1,847
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,816
Applied economics letters
1,801
Journal of banking & finance
1,791
Energy economics
1,642
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,594
Journal of monetary economics
1,520
Public choice
1,511
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,498
Management science : journal of the Institute for Operations Research and the Management Sciences
1,498
Journal of international economics
1,415
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
1,410
Journal of macroeconomics
1,386
Journal of international money and finance
1,380
International economic review
1,379
Social choice and welfare
1,339
International journal of production economics
1,308
American journal of agricultural economics
1,300
International journal of industrial organization
1,249
Journal of development economics
1,191
Journal of mathematical economics
1,132
The Canadian journal of economics
1,124
International review of economics & finance : IREF
1,121
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1,118
European journal of political economy
1,117
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ECONIS (ZBW)
1,628
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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
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
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:
5
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:
6
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:
7
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:
8
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:
9
Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
Saved in:
10
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:
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