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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Geldpolitik"
~subject:"Theorie"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Geldpolitik
Theorie
Time series analysis
Estimation theory
1,601
Schätztheorie
1,601
Theory
1,588
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
528
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Article
1,903
Book / Working Paper
34
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Article in journal
Aufsatz in Zeitschrift
1,937
Collection of articles of several authors
54
Sammelwerk
54
Konferenzschrift
16
Conference proceedings
13
Festschrift
11
Conference paper
7
Konferenzbeitrag
7
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5
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3
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3
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1
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Phillips, Peter C. B.
47
Linton, Oliver
23
Taylor, Robert
23
Koop, Gary
18
Gouriéroux, Christian
17
Ghysels, Eric
16
Lee, Lung-fei
16
Pesaran, M. Hashem
16
Robinson, Peter M.
16
Swanson, Norman R.
16
Yu, Jun
16
Xiao, Zhijie
15
Park, Joon Y.
14
Aït-Sahalia, Yacine
13
Leybourne, Stephen James
13
Renault, Eric
13
Bollerslev, Tim
12
Chen, Xiaohong
12
Diebold, Francis X.
12
Dufour, Jean-Marie
12
Gao, Jiti
12
Li, Qi
12
McAleer, Michael
12
Schmidt, Peter
12
Tauchen, George Eugene
12
Timmermann, Allan
12
Baltagi, Badi H.
11
Chib, Siddhartha
11
Corradi, Valentina
11
Granger, C. W. J.
11
Hong, Yongmiao
11
Hsiao, Cheng
11
Patton, Andrew J.
11
Steel, Mark F. J.
11
Todorov, Viktor
11
Elliott, Graham
10
Hallin, Marc
10
Hidalgo, Javier
10
Koopman, Siem Jan
10
Ng, Serena
10
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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...
All
Journal of econometrics
Economics letters
5,523
European journal of operational research : EJOR
4,847
Journal of economic theory
2,889
Journal of economic dynamics & control
2,575
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
2,235
Economic modelling
2,116
European economic review : EER
2,042
International journal of production research
1,942
Applied economics
1,940
Games and economic behavior
1,863
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,817
Journal of public economics
1,719
Journal of monetary economics
1,660
Journal of banking & finance
1,567
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,495
Management science : journal of the Institute for Operations Research and the Management Sciences
1,463
The economic journal : the journal of the Royal Economic Society
1,418
Applied economics letters
1,392
Public choice
1,380
Journal of macroeconomics
1,379
International economic review
1,360
Journal of international economics
1,316
Social choice and welfare
1,309
Journal of international money and finance
1,305
International journal of production economics
1,270
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,212
International journal of industrial organization
1,176
American journal of agricultural economics
1,167
Journal of money, credit and banking : JMCB
1,130
International journal of forecasting
1,128
Journal of mathematical economics
1,126
Energy economics
1,118
The Canadian journal of economics
1,082
Macroeconomic dynamics
1,065
Journal of political economy
1,033
The review of economic studies
1,033
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
1,014
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ECONIS (ZBW)
1,937
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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
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
10
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
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