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~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Statistical distribution"
~subject:"Theorie"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
~type_genre:"Lehrbuch"
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Statistical distribution
Theorie
Estimation theory
1,589
Schätztheorie
1,589
Theory
1,558
Time series analysis
655
Zeitreihenanalyse
655
Nichtparametrisches Verfahren
535
Nonparametric statistics
535
Estimation
463
Schätzung
458
Regression analysis
449
Regressionsanalyse
449
Statistical test
318
Statistischer Test
318
Volatility
318
Volatilität
318
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302
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302
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273
Prognoseverfahren
273
Stochastic process
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217
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179
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164
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161
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160
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146
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146
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136
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136
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134
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Collection of articles of several authors
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1,645
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22
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9
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8
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Phillips, Peter C. B.
36
Linton, Oliver
17
Swanson, Norman R.
17
Koop, Gary
16
Lee, Lung-fei
16
Gouriéroux, Christian
15
Pesaran, M. Hashem
14
Yu, Jun
14
Ghysels, Eric
13
Aït-Sahalia, Yacine
12
Corradi, Valentina
12
Chib, Siddhartha
11
Diebold, Francis X.
11
Granger, C. W. J.
11
Park, Joon Y.
11
Renault, Eric
11
Steel, Mark F. J.
11
Dufour, Jean-Marie
10
Lewbel, Arthur
10
Li, Qi
10
McAleer, Michael
10
Schmidt, Peter
10
Tsionas, Efthymios G.
10
White, Halbert
10
Xiao, Zhijie
10
Bollerslev, Tim
9
Kohn, Robert
9
Robinson, Peter M.
9
Taylor, Robert
9
Timmermann, Allan
9
Whang, Yoon-jae
9
Bai, Jushan
8
Baltagi, Badi H.
8
Chen, Xiaohong
8
Hidalgo, Javier
8
Lütkepohl, Helmut
8
Magnus, Jan R.
8
Ng, Serena
8
Patton, Andrew J.
8
Barnett, William A.
7
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(EC)2 Conference <1, 1990; 2, 1991>
1
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Journal of econometrics
Economics letters
5,194
European journal of operational research : EJOR
4,907
Journal of economic theory
2,857
Journal of economic dynamics & control
2,406
Computers & operations research : and their applications to problems of world concern ; an international journal
2,331
The American economic review
2,249
Journal of economic behavior & organization : JEBO
2,196
International journal of production research
1,939
European economic review : EER
1,890
Games and economic behavior
1,858
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,801
Journal of public economics
1,709
Economic modelling
1,683
Applied economics
1,514
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,484
Management science : journal of the Institute for Operations Research and the Management Sciences
1,468
Journal of banking & finance
1,387
The economic journal : the journal of the Royal Economic Society
1,360
Journal of monetary economics
1,354
International economic review
1,350
Public choice
1,340
Social choice and welfare
1,309
International journal of production economics
1,285
Journal of international economics
1,232
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,188
International journal of industrial organization
1,169
American journal of agricultural economics
1,157
Journal of mathematical economics
1,118
Journal of macroeconomics
1,111
Applied economics letters
1,093
The Canadian journal of economics
1,057
Insurance / Mathematics & economics
1,046
Journal of political economy
1,030
The review of economic studies
1,019
Operations research letters
1,016
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
1,013
Energy economics
997
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
987
Macroeconomic dynamics
967
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ECONIS (ZBW)
1,645
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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
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
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
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
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