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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Estimation theory"
~subject:"Theorie"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
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Estimation theory
Theorie
Schätztheorie
1,589
Theory
1,558
Time series analysis
655
Zeitreihenanalyse
655
Nichtparametrisches Verfahren
535
Nonparametric statistics
535
Estimation
462
Schätzung
457
Regression analysis
449
Regressionsanalyse
449
Statistical test
318
Statistischer Test
318
Volatility
318
Volatilität
318
Panel
302
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302
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273
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273
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216
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161
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146
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134
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2,783
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29
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9
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Phillips, Peter C. B.
60
Linton, Oliver
33
Lee, Lung-fei
31
Robinson, Peter M.
25
Su, Liangjun
22
Chen, Songnian
21
Pesaran, M. Hashem
21
Taylor, Robert
21
Chen, Xiaohong
20
Yu, Jun
20
Aït-Sahalia, Yacine
19
Gao, Jiti
19
Gouriéroux, Christian
19
Koop, Gary
19
Li, Qi
19
Swanson, Norman R.
19
Park, Joon Y.
18
White, Halbert
18
Ghysels, Eric
17
Fan, Yanqin
16
Renault, Eric
16
Chib, Siddhartha
15
Hsiao, Cheng
15
Lewbel, Arthur
15
Schmidt, Peter
15
Sun, Yixiao
15
Todorov, Viktor
15
Xiao, Zhijie
15
Andrews, Donald W. K.
14
Bai, Jushan
14
Baltagi, Badi H.
14
Cai, Zongwu
14
Corradi, Valentina
14
Ng, Serena
14
Tauchen, George Eugene
14
Horowitz, Joel
13
Bollerslev, Tim
12
Fan, Jianqing
12
Florens, Jean-Pierre
12
Francq, Christian
12
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(EC)2 Conference <1, 1990; 2, 1991>
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Journal of econometrics
Economics letters
5,727
European journal of operational research : EJOR
4,923
Journal of economic theory
2,856
Journal of economic dynamics & control
2,413
Computers & operations research : and their applications to problems of world concern ; an international journal
2,347
The American economic review
2,264
Journal of economic behavior & organization : JEBO
2,199
International journal of production research
1,915
European economic review : EER
1,899
Games and economic behavior
1,848
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,800
Economic modelling
1,753
Journal of public economics
1,714
Applied economics
1,602
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,555
Management science : journal of the Institute for Operations Research and the Management Sciences
1,443
Journal of banking & finance
1,421
The economic journal : the journal of the Royal Economic Society
1,366
Journal of monetary economics
1,364
International economic review
1,346
Public choice
1,338
Social choice and welfare
1,296
International journal of production economics
1,271
Applied economics letters
1,257
Journal of international economics
1,242
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1,230
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,192
American journal of agricultural economics
1,168
International journal of industrial organization
1,152
Econometric theory
1,147
Journal of mathematical economics
1,120
Journal of macroeconomics
1,119
Insurance / Mathematics & economics
1,106
The Canadian journal of economics
1,058
Operations research letters
1,057
The review of economic studies
1,045
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
1,017
Journal of political economy
1,016
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
992
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ECONIS (ZBW)
2,783
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1
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2,783
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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
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:
3
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:
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
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:
6
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:
7
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:
8
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
Saved in:
9
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:
10
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
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