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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"kor"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
~type_genre:"Thesis"
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Estimation theory
1,589
Schätztheorie
1,589
Theorie
1,558
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1,558
Time series analysis
655
Zeitreihenanalyse
655
Nichtparametrisches Verfahren
535
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535
Estimation
462
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457
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449
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449
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318
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318
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318
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Phillips, Peter C. B.
64
Linton, Oliver
43
Lee, Lung-fei
35
Taylor, Robert
32
Li, Qi
28
Su, Liangjun
28
Ghysels, Eric
27
Pesaran, M. Hashem
27
Robinson, Peter M.
27
Park, Joon Y.
26
Aït-Sahalia, Yacine
23
Bollerslev, Tim
23
Gao, Jiti
23
Gouriéroux, Christian
23
White, Halbert
23
Chen, Songnian
22
Chen, Xiaohong
22
Hsiao, Cheng
22
Swanson, Norman R.
22
Koop, Gary
21
Yu, Jun
21
Lewbel, Arthur
20
Renault, Eric
20
Schmidt, Peter
20
Timmermann, Allan
20
Todorov, Viktor
20
Bai, Jushan
19
Baltagi, Badi H.
19
Tauchen, George Eugene
19
Xiao, Zhijie
19
Andrews, Donald W. K.
18
Corradi, Valentina
18
Dufour, Jean-Marie
18
Horowitz, Joel
18
McAleer, Michael
18
Fan, Yanqin
17
Granger, C. W. J.
17
Ng, Serena
17
Chib, Siddhartha
16
Hausman, Jerry A.
16
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(EC)2 Conference <1, 1990; 2, 1991>
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Journal of econometrics
Economics letters
11,517
European journal of operational research : EJOR
10,391
Applied economics
9,659
Journal of business research : JBR
8,329
International journal of production research
6,540
The American economic review
6,409
Applied economics letters
6,303
Energy economics
6,298
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
5,921
Technological forecasting & social change : an international journal
5,905
Journal of economic behavior & organization : JEBO
5,766
Journal of banking & finance
5,639
Economic modelling
5,522
Intereconomics : review of European economic policy
5,392
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
5,243
International journal of production economics
4,971
Management science : journal of the Institute for Operations Research and the Management Sciences
4,934
Finance research letters
4,874
Journal of business ethics : JOBE
4,514
European economic review : EER
4,051
Computers & operations research : and their applications to problems of world concern ; an international journal
4,019
Journal of economic dynamics & control
3,880
Journal of economic theory
3,847
American journal of agricultural economics
3,838
Journal of public economics
3,714
The economic journal : the journal of the Royal Economic Society
3,558
Research policy : policy, management and economic studies of science, technology and innovation
3,447
International review of economics & finance : IREF
3,426
Games and economic behavior
3,359
Public choice
3,224
Journal of financial economics
3,192
Journal of development economics
3,013
International review of financial analysis
3,011
International Journal of Energy Economics and Policy : IJEEP
2,985
Journal of international money and finance
2,950
The review of economics and statistics
2,949
Journal of retailing and consumer services
2,919
Tourism management : research, policies, practice
2,821
Industrial marketing management : the international journal for industrial and high-tech firms
2,716
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ECONIS (ZBW)
3,798
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1
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10
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3,798
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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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