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~isPartOf:"Journal of econometrics"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Theory"
~subject:"USA"
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Search: subject_exact:"Time series analysis"
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Autocorrelation
Einheitswurzeltest
Estimation theory
Frühindikator
Theory
USA
Zeitreihenanalyse
674
Time series analysis
673
Theorie
326
Schätztheorie
309
Estimation
115
Schätzung
114
Volatility
100
Volatilität
100
Forecasting model
87
Prognoseverfahren
87
Nichtparametrisches Verfahren
80
Nonparametric statistics
80
Stochastic process
70
Stochastischer Prozess
70
Statistical test
63
Statistischer Test
63
Cointegration
57
Kointegration
56
Regression analysis
51
Regressionsanalyse
51
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51
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51
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48
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48
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48
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42
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Börsenkurs
41
Share price
41
Panel
40
Panel study
40
Autokorrelation
38
Capital income
38
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38
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599
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599
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607
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Phillips, Peter C. B.
26
Taylor, Robert
15
Linton, Oliver
13
Chen, Xiaohong
10
Koop, Gary
10
Xiao, Zhijie
10
Leybourne, Stephen James
9
Todorov, Viktor
8
Andersen, Torben
7
Li, Jia
7
Park, Joon Y.
7
Robinson, Peter M.
7
Swanson, Norman R.
7
Teräsvirta, Timo
7
Yu, Jun
7
Chen, Rong
6
Francq, Christian
6
Hallin, Marc
6
Harvey, David I.
6
Koopman, Siem Jan
6
Marcellino, Massimiliano
6
Mariano, Roberto S.
6
Perron, Pierre
6
Tauchen, George Eugene
6
Velasco, Carlos
6
Zakoïan, Jean-Michel
6
Barigozzi, Matteo
5
Breitung, Jörg
5
Davis, Richard A.
5
Fan, Jianqing
5
Fan, Yanqin
5
Hong, Yongmiao
5
Johansen, Søren
5
Kim, Donggyu
5
Li, Yingying
5
Ng, Serena
5
Pesaran, M. Hashem
5
Zhang, Xinyu
5
Zhu, Ke
5
Aït-Sahalia, Yacine
4
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Published in...
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Journal of econometrics
International journal of forecasting
431
Economics letters
379
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
363
Econometric theory
298
Discussion paper / Tinbergen Institute
271
Journal of forecasting
269
Econometric reviews
212
Applied economics
187
Economic modelling
172
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
166
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
160
Working paper / Department of Econometrics and Business Statistics, Monash University
146
Applied economics letters
145
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
139
CREATES research paper
129
Working paper
121
Journal of applied econometrics
112
Computational economics
109
NBER Working Paper
103
Working paper / National Bureau of Economic Research, Inc.
103
Cowles Foundation discussion paper
95
Econometrics : open access journal
90
NBER working paper series
90
CESifo working papers
87
Energy economics
86
The econometrics journal
86
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
Journal of economic dynamics & control
82
Journal of empirical finance
79
EUI working paper / ECO
77
Oxford bulletin of economics and statistics
76
Journal of macroeconomics
70
Journal of time series econometrics
68
SFB 649 discussion paper
65
Journal of the American Statistical Association : JASA
64
Discussion paper / Centre for Economic Policy Research
63
Discussion papers of interdisciplinary research project 373
63
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
62
The review of economics and statistics
61
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ECONIS (ZBW)
607
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1
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607
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1
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
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
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
4
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:
5
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
6
Estimation and inference in factor copula models with exogenous covariates
Mayer, Alexander
;
Wied, Dominik
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1500-1521
Persistent link: https://www.econbiz.de/10014471408
Saved in:
7
What's trending in difference-in-differences? : a synthesis of the recent econometrics literature
Roth, Jonathan
;
Sant'Anna, Pedro H. C.
;
Bilinski, Alyssa
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2218-2244
Persistent link: https://www.econbiz.de/10014471452
Saved in:
8
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
9
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
Saved in:
10
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
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