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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"est"
~language:"rus"
~subject:"EU countries"
~subject:"Entwicklungsländer"
~subject:"Estimation"
~subject:"Theory"
~subject:"Tourenplanung"
~subject:"United Kingdom"
~subject:"Vehicle routing problem"
~subject:"Volatilität"
~subject:"Wirkungsanalyse"
~subject:"Wirtschaftswachstum"
~type_genre:"Amtliche Publikation"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
~type_genre:"Conference paper"
~type_genre:"Handbuch"
~type_genre:"Lehrbuch"
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EU countries
Entwicklungsländer
Estimation
Theory
Tourenplanung
United Kingdom
Vehicle routing problem
Volatilität
Wirkungsanalyse
Wirtschaftswachstum
Estimation theory
1,600
Schätztheorie
1,600
Theorie
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
542
Nonparametric statistics
542
Schätzung
460
Regression analysis
450
Regressionsanalyse
450
Statistical test
321
Statistischer Test
321
Volatility
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
Kapitaleinkommen
137
Autocorrelation
134
Autokorrelation
134
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Online availability
All
Undetermined
635
Type of publication
All
Article
2,029
Book / Working Paper
33
Type of publication (narrower categories)
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Amtliche Publikation
Article in journal
Aufsatz in Zeitschrift
Bibliografie enthalten
Conference paper
Handbuch
Lehrbuch
Collection of articles of several authors
53
Sammelwerk
53
Konferenzschrift
17
Conference proceedings
14
Konferenzbeitrag
13
Festschrift
9
Aufsatzsammlung
4
Systematic review
3
Übersichtsarbeit
3
Bibliography included
1
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Language
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English
Estonian
Russian
Author
All
Phillips, Peter C. B.
42
Linton, Oliver
25
Bollerslev, Tim
21
Gouriéroux, Christian
21
Tauchen, George Eugene
19
Todorov, Viktor
19
Ghysels, Eric
18
Lee, Lung-fei
18
Aït-Sahalia, Yacine
17
Koop, Gary
17
Swanson, Norman R.
17
Yu, Jun
17
McAleer, Michael
16
Pesaran, M. Hashem
16
Hsiao, Cheng
15
Corradi, Valentina
14
Diebold, Francis X.
14
Schmidt, Peter
14
Park, Joon Y.
13
Taylor, Robert
13
Xiao, Zhijie
13
Andersen, Torben
12
Baltagi, Badi H.
12
Chib, Siddhartha
12
Patton, Andrew J.
12
White, Halbert
12
Dufour, Jean-Marie
11
Gallant, A. Ronald
11
Gao, Jiti
11
Granger, C. W. J.
11
Li, Qi
11
Mykland, Per A.
11
Renault, Eric
11
Steel, Mark F. J.
11
Barnett, William A.
10
Hong, Yongmiao
10
Kohn, Robert
10
Maasoumi, Esfandiar
10
Monfort, Alain
10
Robinson, Peter M.
10
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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
6,345
European journal of operational research : EJOR
5,439
Applied economics
4,368
Economic modelling
3,240
Applied economics letters
2,938
The American economic review
2,891
Journal of economic theory
2,882
Energy economics
2,736
Journal of economic dynamics & control
2,716
Computers & operations research : and their applications to problems of world concern ; an international journal
2,584
European economic review : EER
2,577
Journal of economic behavior & organization : JEBO
2,553
Intereconomics : review of European economic policy
2,342
Journal of banking & finance
2,327
International journal of production research
2,084
Journal of public economics
2,082
The economic journal : the journal of the Royal Economic Society
2,036
Games and economic behavior
1,874
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,828
Finance research letters
1,822
Journal of international money and finance
1,789
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,727
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
1,713
International review of economics & finance : IREF
1,696
Management science : journal of the Institute for Operations Research and the Management Sciences
1,679
Journal of monetary economics
1,669
Journal of international economics
1,582
Journal of macroeconomics
1,564
Public choice
1,557
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,545
American journal of agricultural economics
1,454
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1,432
International economic review
1,425
International journal of production economics
1,420
Journal of development economics
1,370
Social choice and welfare
1,345
International journal of industrial organization
1,277
Journal of financial economics
1,218
European journal of political economy
1,209
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All
ECONIS (ZBW)
2,062
Showing
1
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10
of
2,062
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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
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:
6
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:
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 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:
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