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Zeitreihenanalyse
674
Time series analysis
673
Theorie
342
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342
Estimation theory
339
Schätztheorie
339
Estimation
140
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139
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108
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108
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92
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92
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Phillips, Peter C. B.
27
Taylor, Robert
20
Linton, Oliver
13
Park, Joon Y.
13
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11
Chen, Xiaohong
10
Koop, Gary
10
Leybourne, Stephen James
10
Xiao, Zhijie
10
Gao, Jiti
9
Hallin, Marc
9
Todorov, Viktor
9
Koopman, Siem Jan
8
Swanson, Norman R.
8
Velasco, Carlos
8
Andersen, Torben
7
Harvey, David I.
7
Hong, Yongmiao
7
Li, Jia
7
Marcellino, Massimiliano
7
Teräsvirta, Timo
7
Yu, Jun
7
Bollerslev, Tim
6
Chen, Rong
6
Corradi, Valentina
6
Francq, Christian
6
Horváth, Lajos
6
Kapetanios, George
6
Mariano, Roberto S.
6
Mykland, Per A.
6
Patton, Andrew J.
6
Perron, Pierre
6
Tauchen, George Eugene
6
Zakoïan, Jean-Michel
6
Zhang, Xinyu
6
Aït-Sahalia, Yacine
5
Barigozzi, Matteo
5
Blasques, Francisco
5
Breitung, Jörg
5
Cavaliere, Giuseppe
5
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
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1
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Journal of econometrics
Discussion paper series / IZA
1,256
IZA Discussion Papers
823
International journal of production research
807
NBER working paper series
788
Working paper / National Bureau of Economic Research, Inc.
774
Economics letters
738
Physica A: Statistical Mechanics and its Applications
706
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704
European journal of operational research : EJOR
651
International journal of forecasting
621
MPRA Paper
618
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595
CESifo working papers
578
Applied economics
571
Computers & operations research : and their applications to problems of world concern ; an international journal
534
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501
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457
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447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
425
Discussion paper / Centre for Economic Policy Research
399
Applied economics letters
384
Energy economics
372
Journal of forecasting
358
IMF Working Papers
338
International journal of production economics
327
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320
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
305
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298
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285
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271
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271
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251
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243
CEPR Discussion Papers
237
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
231
Review of Economics of the Household
227
Journal of economic behavior & organization : JEBO
214
Working paper / Department of Econometrics and Business Statistics, Monash University
206
Management science : journal of the Institute for Operations Research and the Management Sciences
201
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ECONIS (ZBW)
740
USB Cologne (EcoSocSci)
1
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1
Nonparametric comparison of epidemic
time
trends : the case of COVID-19
Khismatullina, Marina
;
Vogt, Michael
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 87-108
Persistent link: https://www.econbiz.de/10013472849
Saved in:
2
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
3
State-domain change point detection for nonlinear
time
series regression
Cui, Yan
;
Yang, Jun
;
Zhou, Zhou
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10014364628
Saved in:
4
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Score-driven asset pricing : predicting
time
-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
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