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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"jpn"
~language:"lit"
~language:"por"
~language:"sqi"
~subject:"Estimation"
~subject:"Großbritannien"
~subject:"Statistical distribution"
~subject:"Theory"
~subject:"United Kingdom"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Conference proceedings"
~type_genre:"Graue Literatur"
~type_genre:"No longer published / No longer aquired"
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Estimation
Großbritannien
Statistical distribution
Theory
United Kingdom
Welt
Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,588
Time series analysis
665
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
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
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
600
Type of publication
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Article
1,959
Book / Working Paper
32
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
Book section
Conference proceedings
Graue Literatur
No longer published / No longer aquired
Collection of articles of several authors
52
Sammelwerk
52
Konferenzschrift
17
Conference paper
16
Konferenzbeitrag
16
Festschrift
9
Aufsatzsammlung
4
Systematic review
3
Übersichtsarbeit
3
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1
Bibliography included
1
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English
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Phillips, Peter C. B.
43
Linton, Oliver
23
Gouriéroux, Christian
19
Lee, Lung-fei
18
Koop, Gary
17
Swanson, Norman R.
17
Ghysels, Eric
16
Pesaran, M. Hashem
16
Todorov, Viktor
16
Yu, Jun
16
Diebold, Francis X.
15
Tauchen, George Eugene
15
Aït-Sahalia, Yacine
14
Bollerslev, Tim
14
Hsiao, Cheng
14
Park, Joon Y.
14
Xiao, Zhijie
14
Corradi, Valentina
13
Li, Qi
13
McAleer, Michael
13
Schmidt, Peter
13
Baltagi, Badi H.
12
Gao, Jiti
12
Maasoumi, Esfandiar
12
Renault, Eric
12
White, Halbert
12
Chib, Siddhartha
11
Granger, C. W. J.
11
Patton, Andrew J.
11
Steel, Mark F. J.
11
Su, Liangjun
11
Taylor, Robert
11
Barnett, William A.
10
Dufour, Jean-Marie
10
Hong, Yongmiao
10
Kohn, Robert
10
Lewbel, Arthur
10
Robinson, Peter M.
10
Timmermann, Allan
10
Tsionas, Efthymios G.
10
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Institution
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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
Working paper / National Bureau of Economic Research, Inc.
8,751
Discussion paper / Centre for Economic Policy Research
6,195
Economics letters
6,093
Discussion paper series / IZA
5,792
CESifo working papers
5,414
European journal of operational research : EJOR
4,857
Working paper
3,931
Applied economics
3,749
Journal of economic theory
2,875
The American economic review
2,745
Discussion paper / Tinbergen Institute
2,683
Economic modelling
2,663
Journal of economic dynamics & control
2,553
Applied economics letters
2,514
Journal of economic behavior & organization : JEBO
2,501
Discussion paper
2,405
Computers & operations research : and their applications to problems of world concern ; an international journal
2,345
European economic review : EER
2,324
Journal of banking & finance
2,277
Energy economics
2,235
Journal of public economics
1,977
The economic journal : the journal of the Royal Economic Society
1,974
International journal of production research
1,918
Games and economic behavior
1,864
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,821
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,784
Journal of international money and finance
1,745
Discussion papers / CEPR
1,740
Discussion paper / Center for Economic Research, Tilburg University
1,673
Journal of international economics
1,666
Journal of monetary economics
1,613
Management science : journal of the Institute for Operations Research and the Management Sciences
1,595
Policy research working paper : WPS
1,592
Public choice
1,562
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,536
International review of economics & finance : IREF
1,429
International economic review
1,394
Journal of macroeconomics
1,375
Working paper series
1,371
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ECONIS (ZBW)
1,991
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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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
The determinants of displaced workers' wages : sorting, matching, selection, and the Hartz reforms
Woodcock, Simon D.
- In:
Journal of econometrics
233
(
2023
)
2
,
pp. 568-595
Persistent link: https://www.econbiz.de/10014362663
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