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~type_genre:"Article in journal"
~type_genre:"Congress report"
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Estimation theory
1,601
Schätztheorie
1,601
Theorie
1,588
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1,588
Time series analysis
665
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665
Nichtparametrisches Verfahren
542
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542
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464
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459
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450
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450
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321
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321
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320
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320
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305
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305
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278
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218
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161
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146
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137
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3,798
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92
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3,890
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Phillips, Peter C. B.
66
Linton, Oliver
46
Lee, Lung-fei
35
Taylor, Robert
32
Li, Qi
30
Ghysels, Eric
29
Robinson, Peter M.
29
Su, Liangjun
28
Pesaran, M. Hashem
27
Hsiao, Cheng
26
Park, Joon Y.
26
Gao, Jiti
25
Aït-Sahalia, Yacine
24
Gouriéroux, Christian
24
White, Halbert
24
Yu, Jun
24
Bollerslev, Tim
23
Chen, Songnian
23
Chen, Xiaohong
23
Koop, Gary
23
Swanson, Norman R.
23
Renault, Eric
22
Timmermann, Allan
22
McAleer, Michael
21
Schmidt, Peter
21
Todorov, Viktor
21
Xiao, Zhijie
21
Baltagi, Badi H.
20
Dufour, Jean-Marie
20
Lewbel, Arthur
20
Tauchen, George Eugene
20
Bai, Jushan
19
Andrews, Donald W. K.
18
Corradi, Valentina
18
Diebold, Francis X.
18
Horowitz, Joel
18
Ng, Serena
18
Slottje, Daniel Jonathan
18
Cai, Zongwu
17
Dijk, Herman K. van
17
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(EC)2 Conference <1, 1990; 2, 1991>
1
Boneyard Conference <6., 2017, Urbana>
1
Chengdu International Econometrics Conference in Honor of Professor Cheng Hsiao's Contribution to Econometrics <2012, Chengdu>
1
Conference in Honor of Daniel McFadden <2017, Los Angeles, Calif.>
1
Conference on Realized Volatility <2006, Montréal>
1
Econometrisch Instituut <Rotterdam>
1
International Conference on Econometrics <2016, Melbourne>
1
International Panel Data Conference <23., 2017, Thessaloniki>
1
International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
1
International Symposium on Financial Engineering and Risk Management <2018, Schanghai>
1
National Bureau of Economic Research
1
National Science Foundation
1
Pi-Day Econometrics Conference <2019, Boston, Mass.>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
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Journal of econometrics
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
15,790
Economics letters
11,517
European journal of operational research : EJOR
10,399
Applied economics
9,666
Der Betrieb
9,558
Journal of business research : JBR
8,366
International journal of production research
6,522
The American economic review
6,420
Energy economics
6,321
Applied economics letters
6,303
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
5,955
Technological forecasting & social change : an international journal
5,930
Journal of economic behavior & organization : JEBO
5,804
Journal of banking & finance
5,676
Economic modelling
5,534
Intereconomics : review of European economic policy
5,427
Ifo-Schnelldienst
5,308
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
5,264
International journal of production economics
4,984
Management science : journal of the Institute for Operations Research and the Management Sciences
4,940
Finance research letters
4,874
DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
4,628
Journal of business ethics : JOBE
4,605
Die Bank
4,114
European economic review : EER
4,066
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
4,048
Computers & operations research : and their applications to problems of world concern ; an international journal
4,035
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
3,990
Journal of economic dynamics & control
3,917
Journal of economic theory
3,862
American journal of agricultural economics
3,842
Journal of public economics
3,736
The economic journal : the journal of the Royal Economic Society
3,575
Research policy : policy, management and economic studies of science, technology and innovation
3,484
International review of economics & finance : IREF
3,442
Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung
3,416
Harvard-Business-Manager : das Wissen der Besten
3,387
Games and economic behavior
3,374
Public choice
3,257
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Source
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ECONIS (ZBW)
3,890
Showing
1
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10
of
3,890
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date (newest first)
date (oldest first)
1
Adaptive robust large volatility matrix estimation based on high-frequency financial data
Shin, Minseok
;
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471480
Saved in:
2
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:
3
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
4
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:
5
Asymptotic properties of Bayesian inference in linear regression with a structural break
Shimizu, Kenichi
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 202-219
Persistent link: https://www.econbiz.de/10014434390
Saved in:
6
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:
7
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:
8
Better bunching, nicer notching
Bertanha, Marinho
;
McCallum, Andrew H.
;
Seegert, Nathan
- In:
Journal of econometrics
237
(
2023
)
2,1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471509
Saved in:
9
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
10
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
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