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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Geldpolitik"
~subject:"Nonparametric statistics"
~subject:"Theorie"
~type_genre:"Article in journal"
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Geldpolitik
Nonparametric statistics
Theorie
Estimation theory
1,601
Schätztheorie
1,601
Theory
1,588
Time series analysis
665
Zeitreihenanalyse
665
Nichtparametrisches Verfahren
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
549
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Article
1,967
Book / Working Paper
34
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Article in journal
Aufsatz in Zeitschrift
2,001
Collection of articles of several authors
53
Sammelwerk
53
Conference paper
22
Konferenzbeitrag
22
Konferenzschrift
18
Conference proceedings
14
Festschrift
10
Aufsatzsammlung
4
Systematic review
3
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3
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1
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1
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Phillips, Peter C. B.
41
Linton, Oliver
33
Li, Qi
20
Chen, Xiaohong
19
Koop, Gary
18
Robinson, Peter M.
17
Xiao, Zhijie
17
Gouriéroux, Christian
16
Hsiao, Cheng
16
Lee, Lung-fei
16
Lewbel, Arthur
16
White, Halbert
16
Yu, Jun
16
Swanson, Norman R.
15
Gao, Jiti
14
Pesaran, M. Hashem
14
Simar, Léopold
14
Ghysels, Eric
13
Horowitz, Joel
13
Su, Liangjun
13
Aït-Sahalia, Yacine
12
Cai, Zongwu
12
Chen, Songnian
12
Diebold, Francis X.
12
Florens, Jean-Pierre
12
McAleer, Michael
12
Renault, Eric
12
Chib, Siddhartha
11
Granger, C. W. J.
11
Park, Joon Y.
11
Schmidt, Peter
11
Steel, Mark F. J.
11
Whang, Yoon-jae
11
Corradi, Valentina
10
Dufour, Jean-Marie
10
Kumbhakar, Subal
10
Sickles, Robin C.
10
Timmermann, Allan
10
Barnett, William A.
9
Bollerslev, Tim
9
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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
Published in...
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Journal of econometrics
Economics letters
5,461
European journal of operational research : EJOR
4,866
Journal of economic theory
2,890
Journal of economic dynamics & control
2,547
The American economic review
2,337
Computers & operations research : and their applications to problems of world concern ; an international journal
2,333
Journal of economic behavior & organization : JEBO
2,233
European economic review : EER
2,031
Economic modelling
1,996
International journal of production research
1,929
Games and economic behavior
1,864
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,820
Applied economics
1,769
Journal of public economics
1,723
Journal of monetary economics
1,635
Journal of banking & finance
1,542
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,506
Management science : journal of the Institute for Operations Research and the Management Sciences
1,450
The economic journal : the journal of the Royal Economic Society
1,414
Public choice
1,374
International economic review
1,357
Journal of macroeconomics
1,327
Journal of international economics
1,316
Social choice and welfare
1,310
Applied economics letters
1,278
Journal of international money and finance
1,269
International journal of production economics
1,258
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,210
International journal of industrial organization
1,177
American journal of agricultural economics
1,156
Journal of mathematical economics
1,126
Journal of money, credit and banking : JMCB
1,094
The Canadian journal of economics
1,074
Macroeconomic dynamics
1,046
The review of economic studies
1,041
Journal of political economy
1,032
Energy economics
1,014
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
1,014
Operations research letters
1,011
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ECONIS (ZBW)
2,001
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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
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
The distribution of rolling regression estimators
Cai, Zongwu
;
Juhl, Ted
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1447-1463
Persistent link: https://www.econbiz.de/10014471400
Saved in:
9
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:
10
Efficient estimation of average derivatives in NPIV models : Simulation comparisons of neural network estimators
Chen, Jiafeng
;
Chen, Xiaohong
;
Tamer, Elie T.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1848-1875
Persistent link: https://www.econbiz.de/10014471433
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