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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Geldpolitik"
~subject:"Panel study"
~subject:"Theorie"
~type_genre:"Article in journal"
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Geldpolitik
Panel study
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
Forecasting model
278
Prognoseverfahren
278
USA
218
United States
218
Stochastic process
217
Stochastischer Prozess
217
Method of moments
204
Momentenmethode
203
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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
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134
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134
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Article
1,781
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31
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1,812
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50
Sammelwerk
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Konferenzschrift
16
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13
Festschrift
9
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Phillips, Peter C. B.
38
Lee, Lung-fei
21
Pesaran, M. Hashem
20
Linton, Oliver
17
Baltagi, Badi H.
16
Koop, Gary
16
Swanson, Norman R.
16
Yu, Jun
16
Gouriéroux, Christian
15
Hsiao, Cheng
15
Su, Liangjun
15
Bai, Jushan
14
Schmidt, Peter
14
Ghysels, Eric
13
Li, Qi
13
Robinson, Peter M.
13
Xiao, Zhijie
13
Chib, Siddhartha
12
Diebold, Francis X.
12
Renault, Eric
12
Aït-Sahalia, Yacine
11
Gao, Jiti
11
Granger, C. W. J.
11
McAleer, Michael
11
Steel, Mark F. J.
11
Corradi, Valentina
10
Dufour, Jean-Marie
10
Ng, Serena
10
Timmermann, Allan
10
Barnett, William A.
9
Galvão Júnior, Antônio Fialho
9
Hong, Yongmiao
9
Kumbhakar, Subal
9
Shin, Yongcheol
9
Sickles, Robin C.
9
Taylor, Robert
9
Tsionas, Efthymios G.
9
Whang, Yoon-jae
9
White, Halbert
9
Chen, Songnian
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
Published in...
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Journal of econometrics
Economics letters
5,541
European journal of operational research : EJOR
4,835
Journal of economic theory
2,890
Journal of economic dynamics & control
2,545
The American economic review
2,345
Computers & operations research : and their applications to problems of world concern ; an international journal
2,330
Journal of economic behavior & organization : JEBO
2,245
Economic modelling
2,129
European economic review : EER
2,040
International journal of production research
1,929
Applied economics
1,920
Games and economic behavior
1,864
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,817
Journal of public economics
1,728
Journal of monetary economics
1,637
Journal of banking & finance
1,544
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,490
Management science : journal of the Institute for Operations Research and the Management Sciences
1,452
The economic journal : the journal of the Royal Economic Society
1,422
Applied economics letters
1,405
Public choice
1,379
International economic review
1,360
Journal of macroeconomics
1,344
Journal of international economics
1,320
Social choice and welfare
1,310
Journal of international money and finance
1,300
International journal of production economics
1,264
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,229
International journal of industrial organization
1,178
American journal of agricultural economics
1,166
Journal of mathematical economics
1,124
Energy economics
1,114
Journal of money, credit and banking : JMCB
1,102
The Canadian journal of economics
1,075
Macroeconomic dynamics
1,054
Journal of political economy
1,030
The review of economic studies
1,030
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
1,019
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1,008
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ECONIS (ZBW)
1,812
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Dynamic clustering of multivariate panel data
João, Igor Custodio
;
Lucas, André
;
Schaumburg, Julia
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014471521
Saved in:
10
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
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