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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"EFTA countries"
~subject:"EU-Staaten"
~subject:"Monetary policy"
~subject:"Social impact"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Bericht"
~type_genre:"Case study"
~type_genre:"Diskette"
~type_genre:"Handbuch"
~type_genre:"Law"
~type_genre:"Working Paper"
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EFTA countries
EU-Staaten
Monetary policy
Social impact
Theorie
Estimation theory
1,601
Schätztheorie
1,601
Theory
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
351
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1,577
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30
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Bericht
Case study
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1,607
Collection of articles of several authors
49
Sammelwerk
49
Konferenzschrift
16
Conference proceedings
13
Festschrift
9
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5
Konferenzbeitrag
5
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English
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Phillips, Peter C. B.
36
Koop, Gary
16
Lee, Lung-fei
16
Yu, Jun
16
Gouriéroux, Christian
15
Swanson, Norman R.
15
Linton, Oliver
14
Pesaran, M. Hashem
14
Ghysels, Eric
13
Aït-Sahalia, Yacine
12
Diebold, Francis X.
12
Renault, Eric
12
Chib, Siddhartha
11
Granger, C. W. J.
11
McAleer, Michael
11
Schmidt, Peter
11
Steel, Mark F. J.
11
Xiao, Zhijie
11
Corradi, Valentina
10
Dufour, Jean-Marie
10
Hsiao, Cheng
10
Timmermann, Allan
10
Barnett, William A.
9
Hong, Yongmiao
9
Li, Qi
9
Park, Joon Y.
9
Robinson, Peter M.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Whang, Yoon-jae
9
Baltagi, Badi H.
8
Hidalgo, Javier
8
Kohn, Robert
8
Kumbhakar, Subal
8
Lewbel, Arthur
8
Lütkepohl, Helmut
8
Maasoumi, Esfandiar
8
Magnus, Jan R.
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
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
7,457
Discussion paper / Centre for Economic Policy Research
5,623
Economics letters
5,504
European journal of operational research : EJOR
4,900
CESifo working papers
4,372
Working paper
3,514
Journal of economic theory
2,891
Discussion paper series / IZA
2,747
Journal of economic dynamics & control
2,580
Discussion paper / Tinbergen Institute
2,521
The American economic review
2,377
Computers & operations research : and their applications to problems of world concern ; an international journal
2,334
Journal of economic behavior & organization : JEBO
2,264
European economic review : EER
2,236
Economic modelling
2,218
IMF working papers
2,119
Applied economics
2,037
International journal of production research
1,946
Games and economic behavior
1,866
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,819
Discussion papers / CEPR
1,812
Journal of public economics
1,749
Discussion paper / Center for Economic Research, Tilburg University
1,744
Journal of banking & finance
1,737
Discussion paper
1,734
Working paper series / European Central Bank
1,700
Journal of monetary economics
1,663
Intereconomics : review of European economic policy
1,633
Applied economics letters
1,498
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,487
The economic journal : the journal of the Royal Economic Society
1,475
Journal of international money and finance
1,461
Management science : journal of the Institute for Operations Research and the Management Sciences
1,461
IMF working paper
1,457
Public choice
1,439
Journal of macroeconomics
1,384
Journal of international economics
1,383
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,361
International economic review
1,360
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ECONIS (ZBW)
1,607
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Evaluating forecast performance with state dependence
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471799
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